Concepedia

Otto Van Hemert

OV

22

Publications

1.7K

Citations

15

H-Index

2006

Active since

Affiliations

Duke University(Current)

Asser Institute

Tilburg University

National Bureau of Economic Research

New York University

Otto Van Hemert is an author at Duke University specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementEconomicsFinancial CrisisAsset PricingFinancial EconomicsAsset AllocationEmpirical FinancePortfolio Management

Publications per year

2006–2022

22

Publications

22

Understanding the Subprime Mortgage Crisis

Yuliya Demyanyk, Otto Van Hemert · Review of Financial Studies · 2009 · 873 citations · Full text

Loan Characteristics, Economics, Subprime Mortgage Loans +13

Understanding the Subprime Mortgage Crisis

Yuliya Demyanyk, Otto Van Hemert · SSRN Electronic Journal · 2008 · 177 citations · Full text

Mortgage timing

Ralph S. J. Koijen, Otto Van Hemert, Stijn Van Nieuwerburgh · Journal of Financial Economics · 2009 · 154 citations

How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments

Joost Driessen, Tse‐Chun Lin, Otto Van Hemert · European Finance Review · 2011 · 68 citations · Full text

The Impact of Volatility Targeting

Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar et al. · The Journal of Portfolio Management · 2018 · 62 citations

Volatility Modeling, Volatility Scaling, Asset Allocation +17

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