1. Beta Risk in the Cross-Section of Equities. (20th December 2019) Authors: Boloorforoosh, Ali; Christoffersen, Peter; Fournier, Mathieu; Gouriéroux, Christian Editors: Van Nieuwerburgh, Stijn Journal: Review of financial studies Issue: Volume 33:Number 9(2020) Page Start: 4318 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Dynamic Dependence and Diversification in Corporate Credit. (20th July 2017) Authors: Christoffersen, Peter; Jacobs, Kris; Jin, Xisong; Langlois, Hugues Journal: Review of finance Issue: Volume 22:Number 2(2018) Page Start: 521 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Factor Structure in Commodity Futures Return and Volatility. (28th August 2018) Authors: Christoffersen, Peter; Lunde, Asger; Olesen, Kasper V. Journal: Journal of financial and quantitative analysis Issue: Volume 54:Number 3(2019) Page Start: 1083 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Illiquidity Premia in the Equity Options Market. (1st November 2017) Authors: Christoffersen, Peter; Goyenko, Ruslan; Jacobs, Kris; Karoui, Mehdi Journal: Review of financial studies Issue: Volume 31:Number 3(2018) Page Start: 811 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels. (4th August 2017) Authors: Babaoğlu, Kadir; Christoffersen, Peter; Heston, Steven; Jacobs, Kris Journal: Review of asset pricing studies Issue: Volume 8:Number 2(2018:Dec.) Page Start: 183 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk. (10th February 2021) Authors: Christoffersen, Peter; Fournier, Mathieu; Jacobs, Kris; Karoui, Mehdi Journal: Journal of financial and quantitative analysis Issue: Volume 56:Number 1(2021) Page Start: 65 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. TEMMI, a Three-dimensional Exploration Multispectral Microscope Imager for planetary exploration missions. (January 2019) Authors: Bourassa, Matthew; Osinski, Gordon R.; Tornabene, Livio L.; Caudill, Christy M.; Christoffersen, Peter; Daly, Michael G.; Godin, Etienne; Pilles, Eric A.; Ryan, Catheryn Journal: Planetary and space science Issue: Volume 165(2019) Page Start: 57 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. The CanMars Mars Sample Return analogue mission. (February 2019) Authors: Osinski, Gordon R.; Battler, Melissa; Caudill, Christy M.; Francis, Raymond; Haltigin, Timothy; Hipkin, Victoria J.; Kerrigan, Mary; Pilles, Eric A.; Pontefract, Alexandra; Tornabene, Livio L.; Allard, Pierre; Bakambu, Joseph N.; Balachandran, Katiyayni; Beaty, David W.; Bednar, Daniel; Bina, Ary... Journal: Planetary and space science Issue: Volume 166(2019) Page Start: 110 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation. (28th July 2014) Authors: Christoffersen, Peter; Feunou, Bruno; Jacobs, Kris; Meddahi, Nour Journal: Journal of financial and quantitative analysis Issue: Volume 49:Number 3(2015) Page Start: 663 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. The Factor Structure in Equity Options. (2nd August 2017) Authors: Christoffersen, Peter; Fournier, Mathieu; Jacobs, Kris Journal: Review of financial studies Issue: Volume 31:Number 2(2018) Page Start: 595 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗