Steven P. Clark

University of North Carolina (UNC) at Charlotte

9201 University City Boulevard

Charlotte, NC 28223

United States

SCHOLARLY PAPERS

13

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Rank 40,206

SSRN RANKINGS

Top 40,206

in Total Papers Downloads

1,546

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (13)

1.

Portfolio Diversification Effects of Catastrophe Bonds

Number of pages: 46 Posted: 08 Jul 2016
University of North Carolina (UNC) at Charlotte, University of North Carolina at CharlotteHorizon Investments and University of North Carolina at Charlotte
Downloads 505 (73,093)
Citation 2

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catastrophe bonds, diversification benefits, out-of-sample portfolio analysis

2.

Volatility of Volatility, Expected Stock Return and Variance Risk Premium

26th Australasian Finance and Banking Conference 2013
Number of pages: 34 Posted: 20 Aug 2013
Ruoyang Wang, Chris Kirby and Steven P. Clark
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, UNC Charlotte - Belk College of Business and University of North Carolina (UNC) at Charlotte
Downloads 439 (86,494)
Citation 6

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Volatility of Volatility, Variance Risk Premium, Expected Stock Return

3.

Performance Expectations of Basic Options Strategies May Be Different Than You Think

Number of pages: 23 Posted: 15 Oct 2018
Steven P. Clark, Mike Dickson and Mike Dickson
University of North Carolina (UNC) at Charlotte and University of North Carolina at CharlotteHorizon Investments
Downloads 187 (209,288)

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VRP, Volatility Risk Premium, Option Selling, Option Strategies, Risk Reduction With Options

4.

Idiosyncratic Risk, Governance and Equity Performance

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 21 Posted: 24 Aug 2010 Last Revised: 27 Aug 2010
Steven P. Clark, Tao-Hsien Dolly King and Xinde Zhang
University of North Carolina (UNC) at Charlotte, University of North Carolina (UNC) at Charlotte - Department of Finance and University of Arkansas - Department of Finance
Downloads 157 (242,967)

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Idiosyncratic Risk, Merge and Acquisition, Corporate Governance

5.

A Real Options Model of Real Estate Development with Entitlement Risk

Real Estate Economics, Forthcoming
Number of pages: 68 Posted: 03 Sep 2012 Last Revised: 24 Apr 2019
Yiying Cheng, Steven P. Clark and Kiplan S. Womack
University of St Thomas, University of North Carolina (UNC) at Charlotte and UNC Charlotte, Department of Finance, Belk College of Business
Downloads 140 (266,581)

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Real options, entitlement, development, real estate, regulations

6.

Long Memory in Volatility and Return Predictability

Number of pages: 40 Posted: 21 Aug 2013
Ruoyang Wang and Steven P. Clark
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of North Carolina (UNC) at Charlotte
Downloads 87 (370,331)

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Fractional Cointegration, Variance Risk Premium, Return Predictability

7.
Downloads 25 (569,613)

Bond Power Exchange Options

Number of pages: 20 Posted: 18 Mar 2021
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, IES Francisco Ayala and University of North Carolina (UNC) at Charlotte
Downloads 25 (642,479)

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Stochastic string, power option, pricing, hedging, Malliavin calculus

8.

Regulatory Capture and Efficacy in Workers’ Compensation

Journal of Risk and Insurance, Vol. 85, Issue 3, pp. 663-694, 2018
Number of pages: 32 Posted: 09 Aug 2018
Steven P. Clark, David Marlett and Faith Roberts Neale
University of North Carolina (UNC) at Charlotte, Appalachian State University and University of North Carolina at Charlotte
Downloads 3 (791,640)
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9.

Does Occupancy Status Matter in Subprime Mortgage?

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 35 Posted: 02 Sep 2012
Ruoyang Wang and Steven P. Clark
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of North Carolina (UNC) at Charlotte
Downloads 3 (791,640)

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Subprime Mortgage, Occupancy Status, Occupancy Fraud

10.

Power Exchange Options

Finance Research Letters, Vol. 2, No. 2, 2005
Posted: 28 Dec 2014
Lloyd P. Blenman and Steven P. Clark
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of North Carolina (UNC) at Charlotte

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Exotic options, Exchange options, Power options

11.

Options With Constant Underlying Elasticity in Strikes

Review of Derivatives Research, Vol. 8, No. 2, 2005
Posted: 28 Dec 2014
Lloyd P. Blenman and Steven P. Clark
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of North Carolina (UNC) at Charlotte

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exotic options, exercise price uncertainty, nonlinear payoff options

12.

Trends, Cycles and Convergence in U.S. Regional House Prices

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 31 Jul 2009
Steven P. Clark and T. Daniel Coggin
University of North Carolina (UNC) at Charlotte and Horizon Investments, LLC

Abstract:

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convergence, regional house prices, structural time series models, trends and cycles, unobserved components

13.

Land Development: Risk, Return and Risk Management

Journal of Real Estate Finance and Economics, Vol. 36, No. 1, 2008
Posted: 31 Aug 2007
Richard J. Buttimer, Steven P. Clark and Steven H. Ott
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, University of North Carolina (UNC) at Charlotte and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law

Abstract:

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land development process, preselling, risk management, real options