| Estimating value-at-risk with a precision measure by combining kernel estimation with historical simulation JS Butler, B Schachter Review of Derivatives Research 1, 371-390, 1997 | 157 | 1997 |
| Interday variations in volume, variance and participation of large speculators EC Chang, JM Pinegar, B Schachter Journal of Banking & Finance 21 (6), 797-810, 1997 | 109 | 1997 |
| Unbiased estimation of the Black/Scholes formula JS Butler, B Schachter Journal of Financial Economics 15 (3), 341-357, 1986 | 101 | 1986 |
| On the existence of an optimal tick size S Brown, P Laux, B Schachter Review of Futures Markets 10 (1), 50-72, 1991 | 78 | 1991 |
| The investment decision: Estimation risk and risk adjusted discount rates JS Butler, B Schachter Financial Management, 13-22, 1989 | 54 | 1989 |
| Improving value-at-risk estimates by combining Kernal estimation with historical simulation JS Butler Comptroller of the Currency, Administrator of National Banks 96 (1), 1996 | 49 | 1996 |
| Open interest in stock options around quarterly earnings announcements B Schachter Journal of Accounting Research, 353-372, 1988 | 36 | 1988 |
| Derivatives regulation and financial management: lessons from Gibson greetings J Overdahl, B Schachter Financial Management 24 (1), 68-78, 1995 | 31 | 1995 |
| An irreverent guide to value at risk B Schachter Financial Engineering News 1 (1), 17-8, 1997 | 30 | 1997 |
| Risk Parity: Rewards, Risks, and Research Opportunities SR Thiagarajan, B Schachter The Journal of Investing 20 (1), 79-89, 2011 | 29 | 2011 |
| Robust risk estimation and hedging: A reverse stress testing approach Y Kopeliovich, A Novosyolov, D Satchkov, B Schachter The Journal of Derivatives 22 (4), 10-25, 2015 | 22 | 2015 |
| How I became a quant: insights from 25 of Wall Street's elite RR Lindsey, B Schachter Wiley, 2007 | 22 | 2007 |
| The value of stress testing in market risk management B Schachter Derivatives Risk management service 28, 1998 | 22 | 1998 |
| An analysis of the risk in discretely rebalanced option hedges and delta-based techniques RP Robins, B Schachter Management Science 40 (6), 798-808, 1994 | 22 | 1994 |
| Derivatives, regulation and banking B Schachter (No Title), 1997 | 15 | 1997 |
| The lay person’s introduction to value at risk.’ B Schachter Financial Engineering News 1 (2), 1997 | 10 | 1997 |
| The statistical properties of parameters inferred from the black-scholes formula JS Butler, B Schachter International Review of Financial Analysis 5 (3), 223-235, 1996 | 10 | 1996 |
| The Net Present Value Rule and an Algorithm for Maintaining a Constant Debt-Equity Ratio DL Golbe, B Schachter Financial Management, 53-58, 1985 | 10 | 1985 |
| Comments on ‘Taylor, Black and Scholes: Series approximations and risk management pitfalls’ by Arturo Estrella.’ B Schachter Manuscript, Office of the Comptroller of the Currency,(September), 1995 | 7 | 1995 |
| A note on the welfare consequences of new option markets B Schachter The Journal of Finance 41 (1), 263-267, 1986 | 7 | 1986 |
Eric Chieh ChangDean, Faculty of Business and Economics; Quoin Professor in Finance; Chair of Finance, HKUVerified email at hku.hk
