Linear Factor Pricing is a financial asset pricing model that belongs to the class of factor pricing theories and is distinguished by its specification of expected asset returns as a linear function of multiple systematic risk factors.
30
Publications
1K
Citations
47
Authors
49
Institutions
Publications per year
2017–2026
6
Parents
Publications
30
Measuring Equity Risk with Option-implied Correlations
Adrian Buss, Grigory Vilkov · Review of Financial Studies · 2012 · 166 citations
Measuring Equity Risk with Option-Implied Correlations
Adrian Buss, Grigory Vilkov · SSRN Electronic Journal · 2011 · 65 citations · Full text
1–5 of 30
Authors
47
- SH
3
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- MT
2
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- JE
2
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- LK
2
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- SS
2
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1–5 of 47
Institutions
49
College of Accounting
Ljubljana, Slovenia
2 h-index
2 publications
27 citations
Goethe University Frankfurt
Frankfurt am Main, Germany
2 h-index
3 publications
351 citations
National Bureau of Economic Research
Cambridge, United States
2 h-index
2 publications
51 citations
Federal Reserve
Washington D.C., United States
2 h-index
2 publications
51 citations
Federal Reserve Board of Governors
Washington D.C., United States
2 h-index
2 publications
51 citations
University of Southern California
Los Angeles, United States
2 h-index
2 publications
57 citations
University of York
York, United Kingdom
2 h-index
2 publications
57 citations
Sungkyunkwan University
Seoul, South Korea
2 h-index
2 publications
24 citations
1–8 of 49
Venues
- SSRN Electronic Journal
Repository · 5 publications · 161 citations
5
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- The Journal of Finance
3 publications · 136 citations
3
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- Real Estate Economics
2 publications · 50 citations
2
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- Journal of Financial Econometrics
2 publications · 43 citations
2
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- European Journal of Finance
2 publications · 23 citations
2
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