Luca Benzoni

Finance · 2002–2011

A researcher in the Science corpus: 4 papers; trusts 37 researchers and is trusted by 74 researchers here, as inferred from the citation graph.

Subfields

Whom Luca Benzoni trusts overall

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

  1. Jun Pan
  2. Ole E. Barndorff-Nielsen
  3. Torben G. Andersen
  4. Ravi Bansal
  5. Nicolas P. B. Bollen
  6. Tim Bollerslev
  7. N. Shephard
  8. Christopher S. Jones
  9. Robert F. Engle
  10. David S. Bates

Who trusts Luca Benzoni overall

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. Markus Pelger
  4. Ole E. Barndorff-Nielsen
  5. N. Shephard
  6. D. Andrei
  7. V. Todorov
  8. Maria Pacurar
  9. Garland B. Durham
  10. Peter F. Christoffersen

Papers from Luca Benzoni's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Generalized autoregressive conditional heteroskedasticity
  3. The Pricing of Options and Corporate Liabilities
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  7. A Theory for the Term Structure of Interest Rates
  8. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  9. Specification Analysis of Affine Term Structure Models
  10. Term premia and interest rate forecasts in affine models

Their papers