Ehud I. Ronn

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4588-6995

Department of Finance, McCombs School of Business, University of Texas at Austin, 1 University Station, B6600, Austin, Texas 78712-1179

Publications

• Valuation of Commodity-Based Swing Options — Management Science 2004
• A Characterization of the Daily and Intraday Behavior of Returns on Options — The Journal of Finance 1994
• The Box Spread Arbitrage Conditions: Theory, Tests, and Investment Strategies — The Review of Financial Studies 1989
• Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates — The Journal of Finance 1989
• A New Linear Programming Approach to Bond Portfolio Management — Journal of Financial and Quantitative Analysis 1987
• A Utility-Based Model of Common Stock Price Movements — The Journal of Finance 1986
• Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model — The Journal of Finance 1986
• DISCUSSION — The Journal of Finance 1986