Model uncertainty and option markets with heterogeneous beliefs A Buraschi, A Jiltsov The Journal of Finance 61 (6), 2841-2897, 2006 | 443 | 2006 |
The price of a smile: Hedging and spanning in option markets A Buraschi, J Jackwerth The Review of Financial Studies 14 (2), 495-527, 2001 | 350 | 2001 |
Correlation risk and optimal portfolio choice A Buraschi, P Porchia, F Trojani The Journal of Finance 65 (1), 393-420, 2010 | 341 | 2010 |
Inflation risk premia and the expectations hypothesis A Buraschi, A Jiltsov Journal of Financial Economics 75 (2), 429-490, 2005 | 320 | 2005 |
An equilibrium valuation of bitcoin and decentralized network assets E Pagnotta, A Buraschi Available at SSRN 3142022, 2018 | 231 | 2018 |
When uncertainty blows in the orchard: Comovement and equilibrium volatility risk premia A Buraschi, F Trojani, A Vedolin The Journal of Finance 69 (1), 101-137, 2014 | 198 | 2014 |
When there is no place to hide: Correlation risk and the cross-section of hedge fund returns A Buraschi, R Kosowski, F Trojani The Review of Financial Studies 27 (2), 581-616, 2014 | 170 | 2014 |
Habit formation and macroeconomic models of the term structure of interest rates A Buraschi, A Jiltsov The Journal of Finance 62 (6), 3009-3063, 2007 | 147 | 2007 |
Liquidity risk and specialness A Buraschi, D Menini Journal of Financial Economics 64 (2), 243-284, 2002 | 140 | 2002 |
Differences in beliefs and currency risk premiums A Beber, F Breedon, A Buraschi Journal of Financial Economics 98 (3), 415-438, 2010 | 125 | 2010 |
Economic uncertainty, disagreement, and credit markets A Buraschi, F Trojani, A Vedolin Management Science 60 (5), 1281-1296, 2014 | 118 | 2014 |
Incentives and endogenous risk taking: A structural view on hedge fund alphas A Buraschi, R Kosowski, W Sritrakul The Journal of Finance 69 (6), 2819-2870, 2014 | 114 | 2014 |
Correlation risk and the term structure of interest rates A Buraschi, A Cieslak, F Trojani unpublished paper, Imperial College London and University of St. Gallen, 2008 | 71 | 2008 |
Term structure models with differences in beliefs A Buraschi, P Whelan Imperial College Business School Working Paper, 2012 | 70 | 2012 |
Donations A Buraschi, F Cornelli Available at SSRN 331485, 2002 | 51 | 2002 |
When uncertainty blows in the orchard: Comovement and equilibrium volatility risk premia A Buraschi, F Trojani, A Vedolin Journal of Finance, Forthcoming, 2011 | 45 | 2011 |
Dynamic networks and asset pricing A Buraschi, P Porchia AFA 2013 San Diego Meetings Paper, 2012 | 41 | 2012 |
The forward valuation of compound options A Buraschi, B Dumas The journal of Derivatives 9 (1), 8-17, 2001 | 40 | 2001 |
Term structure of interest rates implications of habit persistence A Buraschi, A Jiltsov Journal of Finance 62 (6), 3009-3063, 2007 | 33 | 2007 |
Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models A Buraschi, F Corielli Journal of Banking & Finance 29 (11), 2883-2907, 2005 | 33 | 2005 |