25
Publications
1.5K
Citations
21
H-Index
2000
Active since
Oleg Bondarenko is an author at University of Illinois Chicago specializing in engineering, business, and finance.
Top concepts
EngineeringFinanceBusinessAsset PricingFinancial EconomicsStatistical InferenceEconomicsManagementStatisticsValue-at-risk
Publications per year
2000–2021
25
25
Why are Put Options So Expensive?
Oleg Bondarenko · SSRN Electronic Journal · 2003 · 142 citations · Full text
Statistical Arbitrage and Securities Prices
Oleg Bondarenko · Review of Financial Studies · 2003 · 134 citations
Market Price of Variance Risk and Performance of Hedge Funds
Oleg Bondarenko · SSRN Electronic Journal · 2004 · 132 citations · Full text
Why Are Put Options So Expensive?
Oleg Bondarenko · Quarterly Journal of Finance · 2014 · 131 citations
Empirical Finance, Canonical Asset-pricing Models, Economics +14
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