Suchergebnisse
Suchergebnisse:
Anthony Neuberger is an academic in the United Kingdom, currently Professor of Finance at Cass Business School. Neuberger has previously held senior positions at other academic institutions including Warwick Business School and London Business School .
Professor Anthony Neuberger, Professor Emeritus of Finance, is an academic at Bayes Business School of City, University of London.
Anthony NEUBERGER | Cited by 1,706 | of City, University of London, London | Read 50 publications | Contact Anthony NEUBERGER
25. Apr. 2020 · Neuberger (2012) relates skewness to the covariance between returns and contemporaneous changes in option-implied variance.
- Anthony Neuberger, Richard Payne
- 2021
(+44) (0)24 7652 2955 (+44) (0)24 7652 3779. anthony.neuberger@wbs.ac.uk. PRESENT POSITION: Professor of Finance, Warwick Business School, 2004-Head of Finance Group 2007-Academic Director of MSc in Financial Mathematics 2004-2007. FORMERLY:
Email: anthony.neuberger@wbs.ac.uk . PRESENT POSITION: Professor of Finance, Warwick Business School, 2004- Head of Finance Group 2007- Academic Director of MSc in Financial Mathematics 2004-2007 . FORMERLY: Associate Professor of Finance, London Business School, 1996-2004 . Associate Dean, Masters in Finance Programme, London Business School ...
28. Sept. 2012 · The third moment of returns is important for asset pricing, but it is hard to measure precisely, particularly at long horizons. This paper proposes a definition of the realized third moment that is computed from high-frequency returns.
