mathieu fournier

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

ORCID: 0000-0003-2373-5950

UNSW Business School, Australia; Canadian Derivatives Institute, Canada

Publications

• Modeling Conditional Factor Risk Premia Implied by Index Option Returns — The Journal of Finance 2024
• The risk and return of equity and credit index options — Journal of Financial Economics 2024
• Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk — Journal of Financial and Quantitative Analysis 2021
• Beta Risk in the Cross-Section of Equities — The Review of Financial Studies 2020
• A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth — Journal of Financial and Quantitative Analysis 2020
• The Factor Structure in Equity Options — The Review of Financial Studies 2018