| No news is good news: An asymmetric model of changing volatility in stock returns JY Campbell, L Hentschel Journal of financial Economics 31 (3), 281-318, 1992 | 2973 | 1992 |
| All in the family nesting symmetric and asymmetric garch models L Hentschel Journal of financial economics 39 (1), 71-104, 1995 | 1027 | 1995 |
| Are corporations reducing or taking risks with derivatives? L Hentschel, SP Kothari Journal of financial and quantitative analysis 36 (1), 93-118, 2001 | 556 | 2001 |
| Errors in implied volatility estimation L Hentschel Journal of Financial and Quantitative analysis 38 (4), 779-810, 2003 | 248 | 2003 |
| Derivatives regulation: Implications for central banks L Hentschel, CW Smith Jr Journal of Monetary Economics 40 (2), 305-346, 1997 | 66 | 1997 |
| Life insurance or lottery: Are corporations managing or taking risks with derivatives? L Hentschel, SP Kothari Available at SSRN 6351, 1995 | 37 | 1995 |
| Risks in derivatives markets: Implications for the insurance industry L Hentschel, CW Smith Jr Journal of Risk and Insurance, 323-345, 1997 | 33 | 1997 |
| Risk and regulation in derivatives markets L Hentschel, CW Smith Journal of Applied Corporate Finance 7 (3), 8-22, 1994 | 29 | 1994 |
| Numeraire portfolio measures of the size and source of gains from international diversification L Hentschel, J Long working paper, University of Rochester, 2004 | 24 | 2004 |
| Controlling risks in derivatives markets L Hentschel, CW Smith William E. Simon Graduate School of Business Administration, University of …, 1995 | 18 | 1995 |
| Macro‐Sensitive Portfolio Strategies: Macroeconomic Risk and Asset Cash‐Flows K Winkelmann, R Suryanarayanan, L Hentschel, K Varga MSCI Market Insight, 2013 | 11 | 2013 |
| Risks in derivatives markets L Hentschel, CW Smith Wharton Financial Institutions Center, Wharton School of the University of …, 1996 | 9 | 1996 |
| Macro-Sensitive Portfolio Strategies K Winkelmann, R Suryanarayanan, L Hentschel, K Varga Market Insight, MSCI March, 2013 | 7 | 2013 |
| Numeraire portfolio tests of international government bond market integration and redundancy L Hentschel, J Kang, JBL Long Jr Working paper series, Simon School, University of Rochester and Graduate …, 2002 | 6 | 2002 |
| Alternative models of asymmetric volatility in stock returns L Hentschel Princeton University, 1994 | 6 | 1994 |
| Demystifying hedge funds: An analysis of trades and alpha D Gurnani, L Hentschel Investcorp, New York, NY, 2010 | 4 | 2010 |
| Global Macro: Portfolio diversification for turbulent times D Gurnani, L Hentschel ARP Investments, New York, NY, 2021 | 2 | 2021 |
| Risk and regulation in derivatives (or why derivatives are a blessing, not a curse) L Hentschel, C Smith Journal of Applied Corporate Finance 32 (1), 36-47, 2020 | 1 | 2020 |
| Value factor performance in 2018 D Gurnani, L Hentschel Versor Investments, New York, NY, 2018 | 1 | 2018 |
| Hedge Funds Are Not an Asset Class: Implications for Institutional Portfolios D Gurnani, L Hentschel, C Vogt | 1 | 2012 |
John Y. CampbellMorton L. and Carole S. Olshan Professor of Economics, Harvard UniversityE-mailová adresa ověřena na: harvard.edu
