Anthony Neuberger

Anthony Neuberger's AcademicInfluence.com Rankings

Anthony Neuberger

Business

#241

World Rank

#263

Historical Rank

Finance

#35

World Rank

#38

Historical Rank

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Business

Why Is Anthony Neuberger Influential?

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According to Wikipedia, Anthony Neuberger is an academic in the United Kingdom, currently Professor of Finance at Cass Business School. Neuberger has previously held senior positions at other academic institutions including Warwick Business School and London Business School.

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Anthony Neuberger's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Option Prices, Implied Price Processes, and Stochastic Volatility (2000) (923)
The Log Contract (1994) (259)
The Skew Risk Premium in the Equity Index Market (2012) (198)
Trade disclosure regulation in markets with negotiated trades (1999) (177)
Realized Skewness (2012) (170)
ROBUST BOUNDS FOR FORWARD START OPTIONS (2012) (127)
Hedging Long-Term Exposures with Multiple Short-Term Futures Contracts (1999) (106)
Improved Inference in Regression with Overlapping Observations (2010) (57)
Financial Innovations and Corporate Insolvency (1999) (52)
The Pension Protection Fund (2005) (34)
An empirical examination of market maker profits on the London stock exchange (1993) (28)
Disclosure Regulation in Competitive Dealership Markets: Analysis of the London Stock Exchange (1998) (23)
Pricing Liquidity Risk with Heterogeneous Investment Horizons (2011) (21)
Arbitrage pricing with incomplete markets (1996) (20)
Strategic Trading by Market Makers on the London Stock Exchange (1996) (18)
The European equity markets: the state of the union and an agenda for the millennium (1996) (17)
The Cross-Section of Currency Volatility Premia (2019) (16)
The Skewness of the Stock Market at Long Horizons (2019) (15)
Bounds on the American Option (2007) (14)
How Large are the Benefits from Using Options? (2002) (14)
Pensions Policy: Evidence on Aspects of Savings Behaviour and Capital Markets (2003) (13)
The UK Approach to Insuring Defined Benefit Pension Plans (2005) (12)
Model uncertainty and the pricing of American options (2017) (12)
More on hedging American options under model uncertainty (2016) (11)
Rational Bounds on the Prices of Exotic Options (2000) (11)
Pricing Pension Insurance: The Proposed Levy Structure for the Pension Protection Fund* (2005) (10)
The Skewness of the Stock Market over Long Horizons (2021) (9)
On the value of being American (2016) (8)
Option Replication with Transaction Costs: An Exact Solution for the Pure Jump Process (1995) (8)
Understanding Risk Premia in Index Option Prices ∗ (2010) (6)
The economic basis for the regulation of pensions (2009) (6)
How Well Can You Hedge Long Term Exposures with Multiple Short Term Futures Contracts (1998) (5)
The Slope of the Smile, and the Comovement of Volatility and Returns (2009) (3)
The changing role of employers in pensions provision (2005) (3)
The Peter Pan Contract - A Futures Contract that Never Matures (1995) (2)
Using futures contracts for corporate hedging: The problem of expiry and a possible solution (1996) (2)
Rational Bounds and the Robust Risk Management of Derivatives (2002) (2)
Bounds and robust hedging of the American option (2009) (2)
The Term Structure of Implied Volatility and Volatility Risk Premia in the FX Market* (2016) (1)
Gold Coins in a Fiat Currency (2002) (1)
Book ReviewAsymmetric Information in Financial Markets: Introduction and Applications: Ricardo Bebczuk (Ed.); Cambridge University Press, Cambridge, 2003, 159 pages, paperback, ISBN 0-521-79732-2, £17.95 (US$ 24.00); ISBN 0-521-79342-4, hardback, £47.50 (US$ 65.00) (2004) (1)
Chapter Chapter The UK Approach to Insuring Defined Benefit Pension Plans (2006) (1)
GENERALIZED RISK PREMIA – THE ECONOMIC VALUE OF PREDICTABILITY (2013) (0)
Medium-Weight Combat Vehicles Mine Protection Development Methodology (2017) (0)
Invention of an Autonomous Navigation System: Design, Development, and Systems Integration (2007) (0)
Chapter 7 The UK Approach to Insuring Defined Benefit Pension Plans (2007) (0)
Understanding the skew in option prices (2011) (0)
Title : Improved Inference and Estimation in Regression With Overlapping Observations Year of publication : Forthcoming (2007) (0)
Pricing Defined Benefit Pension Insurance (2008) (0)
Recent Evidence on Market Quality (2005) (0)
Arbitrage Bounds on Cross Currency Options (2022) (0)
Model uncertainty and the pricing of American options (2016) (0)
Fair Value and Pension Fund Management. Edited by Niels Kortleve, Theo Nijman, and Eduard Ponds. Elsevier Science, July 2006, ISBN 0-444-52245-X, 218 pages. (2007) (0)
Dispersion of Asset Prices – An Axiomatic Definition (2019) (0)

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What Schools Are Affiliated With Anthony Neuberger?

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