A. Melé
Finance · 2001–2015
A researcher in the Science corpus: 4 papers; trusts 17 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 39 citations into it; #6,540 of 10,518 by trust here, #2,897 by citations
- Economics and Econometrics — 34 citations into it; #14,207 of 23,481 by trust here, #8,121 by citations
- General Decision Sciences — 11 citations into it
- Management Science and Operations Research — 6 citations into it
Whom A. Melé trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Larry G. Epstein
- Yacine Aït-Sahalia
- Ravi Bansal
- Nicholas Bloom
- Martin Schneider
- Amir Yaron
- Mikhail Chernov
- Martin Lettau
- Pascal J. Maenhout
- Judson Caskey
Who trusts A. Melé overall
Papers from A. Melé's perspective
Ordered by how strongly the researchers A. Melé trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Recursive multiple-priors (Journal of Economics Theory)
- A Theory for the Term Structure of Interest Rates
- Nonparametric Risk Management and Implied Risk Aversion
- Learning Under Ambiguity
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Information in Equity Markets with Ambiguity-Averse Investors
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
- The Impact of Uncertainty Shocks
- Robust Portfolio Rules and Asset Pricing
Their papers
- Asymmetric stock market volatility and the cyclical behavior of expected returns (2007) — 242 citations
- Uncertainty, Information Acquisition and Price Swings in Asset Markets (2015) — 110 citations
- Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models (2011) — 52 citations
- Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations (2001) — 110 citations