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R Stephen Sears
Information about the author R Stephen Sears will soon be added to the site.
Found
3 papers
in total
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How many small firms are enough?
1984
Individual investors are undiversified, holding on average less than four securities...
Changing volatility and the pricing of options on stock index futures
1985
This paper presents empirical results regarding the suitability of the Black model for...
Diversification and skewness in option portfolios
1983
Skewness in returns is relevant to option investors. Because options possess...
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