Doran, James S
1322  Ergebnisse:
Personensuche X
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1

Hedging Long-Dated Oil Futures and Options Using Short-Date..:

Doran, James S. ; Ronn, Ehud I.
Journal of Risk and Financial Management.  14 (2021)  8 - p. 379 , 2021
 
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2

Volatility as an asset class: Holding VIX in a portfolio:

Doran, James S.
Journal of Futures Markets.  40 (2020)  6 - p. 841-859 , 2020
 
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4

On the Demand for Portfolio Insurance:

Fodor, Andy ; Doran, James S. ; Carson, James M..
Risk Management and Insurance Review.  16 (2013)  2 - p. 167-193 , 2013
 
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5

Call-Put Implied Volatility Spreads and Option Returns:

Doran, James S. ; Fodor, Andy ; Jiang, Danling
Review of Asset Pricing Studies.  3 (2013)  2 - p. 258-290 , 2013
 
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9

Do option open-interest changes foreshadow future equity re..:

Fodor, Andy ; Krieger, Kevin ; Doran, James S.
Financial Markets and Portfolio Management.  25 (2011)  3 - p. , 2011
 
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10

Implications for asset returns in the implied volatility sk..:

, In: Financial analysts' journal
Doran, James S. ; Krieger, Kevin. (2010)  1 - p. 65-76
Exemplare: Zentrale;
 
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12

Market Discipline in the Individual Annuity Market:

Carson, James M. ; Doran, James S. ; Dumm, Randy E.
Risk Management and Insurance Review.  14 (2010)  1 - p. 27-47 , 2010
 
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13

Option Market Efficiency and Analyst Recommendations:

Doran, James S. ; Fodor, Andy ; Krieger, Kevin
Journal of Business Finance & Accounting.  37 (2010)  5-6 - p. 560-590 , 2010
 
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