Beta risk in the cross-section of equities A Boloorforoosh, P Christoffersen, M Fournier, C Gouriéroux The Review of Financial Studies 33 (9), 4318-4366, 2020 | 23 | 2020 |
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach S Perrakis, A Boloorforoosh Journal of Banking & Finance 37 (8), 3157-3168, 2013 | 13 | 2013 |
Catastrophe futures and reinsurance contracts: An incomplete markets approach S Perrakis, A Boloorforoosh Journal of Futures Markets 38 (1), 104-128, 2018 | 10 | 2018 |
Is idiosyncratic volatility risk priced? evidence from the physical and risk-neutral distributions A Boloorforoosh Concordia University, 2014 | 6 | 2014 |
Catastrophe Derivatives and Reinsurance Contracts: An Incomplete Markets Approach S Perrakis, A Boloorforoosh Available at SSRN, 2014 | 1 | 2014 |
Beta Risk in the Cross $ Section of Stocks and Options A Boloorforoosh, P Christoffersen, M Fournier, C Gouriéroux | | 2016 |
Three Essays in Theoretical and Empirical Derivative Pricing A Boloorforoosh Concordia University, 2014 | | 2014 |