Nardin L. Baker

Economics and Econometrics · 2012

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Nardin L. Baker trusts overall

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

  1. B. Scherer
  2. David Blitz

Papers from Nardin L. Baker's perspective

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

  1. A note on the returns from minimum variance investing
  2. The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
  3. Is Value Riskier than Growth
  4. The Cross‐Section of Expected Stock Returns
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Does Idiosyncratic Risk Really Matter
  7. MODELING AND FORECASTING REALIZED VOLATILITY
  8. Range-Based Estimation of Stochastic Volatility Models
  9. The Investor Fear Gauge
  10. Post-'87 crash fears in the S&P 500 futures option market

Their papers