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Vasant Naik
Vasant Naik
PIMCO Europe
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Title
Cited by
Cited by
Year
Optimal investment, growth options, and security returns
JB Berk, RC Green, V Naik
The Journal of finance 54 (5), 1553-1607, 1999
20761999
General equilibrium pricing of options on the market portfolio with discontinuous returns
V Naik, M Lee
The Review of Financial Studies 3 (4), 493-521, 1990
5391990
Valuation and return dynamics of new ventures
JB Berk, RC Green, V Naik
The review of financial studies 17 (1), 1-35, 2004
4502004
Option valuation and hedging strategies with jumps in the volatility of asset returns
V Naik
The Journal of Finance 48 (5), 1969-1984, 1993
4491993
Optimal replication of options with transactions costs and trading restrictions
C Edirisinghe, V Naik, R Uppal
Journal of Financial and Quantitative Analysis 28 (1), 117-138, 1993
3061993
Yield curve dynamics with discrete shifts in economic regimes: Theory and estimation
V Naik, MH Lee
Working paper, Faculty of Commerce, University of British Columbia, 1997
761997
Leverage constraints and the optimal hedging of stock and bond options
V Naik, R Uppal
Journal of Financial and Quantitative Analysis 29 (2), 199-222, 1994
591994
Leverage constraints and the optimal hedging of stock and bond options
V Naik, R Uppal
Journal of Financial and Quantitative Analysis 29 (2), 199-222, 1994
591994
The yield curve and bond option prices with discrete shifts in economic regimes
V Naik, M Lee
Available at SSRN 5684, 1994
581994
Finite state securities market models and arbitrage
V Naik
Handbooks in operations research and management science 9, 31-64, 1995
451995
Asset prices in dynamic production economies with time-varying risk
V Naik
The Review of Financial Studies 7 (4), 781-801, 1994
421994
The stock-bond correlation
N Johnson, V Naik, S Page, N Pedersen, S Sapra
Journal of Investment Strategies 4 (1), 3-18, 2014
402014
Optimal portfolios of foreign currencies
J Baz, F Breedon, V Naik, J Peress
Journal of Portfolio Management 28 (1), 102, 2001
362001
Portfolio selection with multiple assets and capital gains taxes
L Garlappi, V Naik, J Slive
Available at SSRN 274939, 2001
312001
Factor investing and asset allocation: A business cycle perspective
V Naik, M Devarajan, A Nowobilski, CFA Sébastien Page, N Pedersen
CFA Institute Research Foundation, 2016
202016
Valuation and return dynamics of research and development ventures
J Berk, RC Green, V Naik
Available at SSRN 46908, 1998
131998
Dynamics of swap spreads: a cross-country study
J Baz, D Mendez-Vives, D Munves, V Naik, J Peress
Lehman Brothers International Fixed Income Research, 1999
61999
OPTION STRATEGIES SELLING RISK AT A PREMIUM
J Baz, V Naik, D Prieul, V Putyatin, F Yared
RISK-LONDON-RISK MAGAZINE LIMITED- 13 (12), 135-138, 2000
42000
Valuation and return dynamics of new ventures
RC Green, J Berk, V Naik
NBER Working Paper, 1998
41998
Global savings-investment imbalances: a look through the life-cycle model
V Naik, A Arora, S Balakrishnan, A Jiltsov
New York: Lehman Brothers, Fixed Income Research, 2005
12005
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