Rob Bliss

Finance · 2002–2004

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

Whom Rob Bliss trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Joshua V. Rosenberg
  2. Robert F. Engle
  3. Yacine Aït-Sahalia

Who trusts Rob Bliss overall

  1. R. Bu
  2. Allan M. Malz
  3. Matthias R. Fengler
  4. D. Tang
  5. K. Hadri
  6. Bernhard Brunner
  7. Prasanna Gai
  8. Jennifer S. Conrad
  9. Xiaoquan Liu
  10. Hongjun Yan

Papers from Rob Bliss's perspective

Ordered by how strongly the researchers Rob Bliss trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Empirical Pricing Kernels
  2. How Useful Are Implied Distributions? Evidence from Stock Index Options
  3. Do option markets correctly price the probabilities of movement of the underlying asset
  4. Nonparametric Risk Management and Implied Risk Aversion
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  9. On Estimating the Expected Return on the Market: An Exploratory Investigation
  10. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?

Their papers