Adrian Buss
Finance · 2012
A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it; #7,035 of 10,518 by trust here, #9,027 by citations
- Economics and Econometrics — 14 citations into it
Whom Adrian Buss trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Mitchell A. Petersen
- Peter P. Carr
- Gurdip Bakshi
- Amit Goyal
- Malcolm P. Baker
- Liuren Wu
- Eugene F. Fama
- Alessio Saretto
- Brendan O. Bradley
- Andrew J. Patton
Who trusts Adrian Buss overall
Papers from Adrian Buss's perspective
Ordered by how strongly the researchers Adrian Buss trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross‐Section of Expected Stock Returns
- Option Prices, Implied Price Processes, and Stochastic Volatility
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- A Tale of Two Indices
- The Pricing of Options and Corporate Liabilities
- THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
- Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
- Variance Risk Premiums
- The Cross-Section of Volatility and Expected Returns
- Spanning and Derivative-Security Valuation
Their papers
- Measuring Equity Risk with Option-Implied Correlations (2012) — 162 citations