Details about M. Humayun Kabir
Access statistics for papers by M. Humayun Kabir.
Last updated 2017-11-26. Update your information in the RePEc Author Service.
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- Back-testing extreme value and Lévy value-at-risk models
Journal of Risk Finance, 2017, 18, (1), 88-118
- Does Corporate Derivative Use Reduce Stock Price Exposure? Evidence From UK Firms
The Quarterly Review of Economics and Finance, 2017, 65, (C), 128-136 View citations (3)
- An improved framework for approximating option prices with application to option portfolio hedging
Economic Modelling, 2016, 59, (C), 285-296 View citations (1)
- International diversification with American Depository Receipts (ADRs)
Pacific-Basin Finance Journal, 2011, 19, (1), 98-114 View citations (8)
- The near-collapse of LTCM, US financial stock returns, and the fed
Journal of Banking & Finance, 2005, 29, (2), 441-460 View citations (19)
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