Ashish Jain

Independent

SCHOLARLY PAPERS

2

DOWNLOADS

1,133

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

Consistent Pricing of Options on Leveraged ETFs

Number of pages: 43 Posted: 21 Sep 2012 Last Revised: 22 Oct 2014
Andrew Ahn, Martin B. Haugh and Ashish Jain
Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Imperial College Business School and Independent
Downloads 817 (38,410)
Citation 8

Abstract:

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ETFs, leveraged ETFs, options

2.

The Dual Approach to Portfolio Evaluation: A Comparison of the Static, Myopic and Generalized Buy-and-Hold Strategies

Number of pages: 32 Posted: 27 Oct 2009 Last Revised: 29 Oct 2009
Martin B. Haugh and Ashish Jain
Imperial College Business School and Independent
Downloads 316 (123,170)
Citation 1

Abstract:

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