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Anthony Neuberger
Anthony Neuberger
Professor of Finance, Cass Business School, City University of London
Verified email at city.ac.uk
Title
Cited by
Cited by
Year
Option prices, implied price processes, and stochastic volatility
M Britten‐Jones, A Neuberger
The journal of Finance 55 (2), 839-866, 2000
11292000
Optimal replication of contingent claims under transaction costs
S Hodges
Review Futures Market 8, 222-239, 1989
10021989
The log contract
A Neuberger
Journal of portfolio management 20, 74-74, 1994
3721994
Realized skewness
A Neuberger
The Review of Financial Studies 25 (11), 3423-3455, 2012
2732012
The skew risk premium in the equity index market
R Kozhan, A Neuberger, P Schneider
The Review of Financial Studies 26 (9), 2174-2203, 2013
2522013
Trade disclosure regulation in markets with negotiated trades
NY Naik, A Neuberger, S Viswanathan
The Review of Financial Studies 12 (4), 873-900, 1999
2091999
Robust bounds for forward start options
D Hobson, A Neuberger
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012
1492012
Hedging long-term exposures with multiple short-term futures contracts
A Neuberger
The Review of Financial Studies 12 (3), 429-459, 1999
1411999
Volatility trading
AJ Neuberger
Institute of Finance and Accounting, London Business School, 1990
1121990
Improved inference in regression with overlapping observations
M Britten‐Jones, A Neuberger, I Nolte
Journal of Business Finance & Accounting 38 (5‐6), 657-683, 2011
872011
The skewness of the stock market over long horizons
A Neuberger, R Payne
The Review of Financial Studies 34 (3), 1572-1616, 2021
402021
The pension protection fund
D McCarthy, A Neuberger
Fiscal Studies 26 (2), 139-167, 2005
372005
Do IPOs really underperform in the long-run? New evidence from the Canadian market
M Kooli, JF L'Her, JM Suret
The Journal of Private Equity, 48-58, 2006
342006
An empirical examination of market maker profits on the London Stock Exchange
AJ Neuberger
Journal of Financial Services Research 6, 343-372, 1993
341993
The cross-section of currency volatility premia
P Della Corte, R Kozhan, A Neuberger
Journal of Financial Economics 139 (3), 950-970, 2021
292021
Arbitrage pricing with incomplete markets
M Britten-Jones, A Neuberger
Applied Mathematical Finance 3 (4), 347-363, 1996
271996
Gold derivatives: the market impact
A Neuberger, I Cooper, JR Franks, SM Schaefer
World Gold Council, 2001
262001
The Journal of Alexander Henry the Younger, 1799-1814 (volume I)
A Henry
Champlain Society, 2013
252013
Disclosure regulation in competitive dealership markets: analysis of the London stock exchange
NY Naik, S Viswanathan, A Neuberger
London Business School Institute of Finance and Accounting Working Paper 193, 1998
251998
The skew risk premium in index option prices
R Kozhan, A Neuberger, P Schneider
SSRN eLibrary, 2011
222011
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