Optimal investment, growth options, and security returns JB Berk, RC Green, V Naik The Journal of finance 54 (5), 1553-1607, 1999 | 2107 | 1999 |
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 | 547 | 1990 |
Option valuation and hedging strategies with jumps in the volatility of asset returns V Naik The Journal of Finance 48 (5), 1969-1984, 1993 | 456 | 1993 |
Valuation and return dynamics of new ventures JB Berk, RC Green, V Naik The review of financial studies 17 (1), 1-35, 2004 | 452 | 2004 |
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 | 310 | 1993 |
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 | 77 | 1997 |
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 | 58 | 1994 |
The yield curve and bond option prices with discrete shifts in economic regimes V Naik, M Lee Available at SSRN 5684, 1994 | 57 | 1994 |
The stock-bond correlation N Johnson, V Naik, S Page, N Pedersen, S Sapra Journal of Investment Strategies 4 (1), 3-18, 2014 | 45 | 2014 |
Finite state securities market models and arbitrage V Naik Handbooks in operations research and management science 9, 31-64, 1995 | 45 | 1995 |
Asset prices in dynamic production economies with time-varying risk V Naik The Review of Financial Studies 7 (4), 781-801, 1994 | 42 | 1994 |
Optimal portfolios of foreign currencies J Baz, F Breedon, V Naik, J Peress Journal of Portfolio Management 28 (1), 102, 2001 | 38 | 2001 |
Portfolio selection with multiple assets and capital gains taxes L Garlappi, V Naik, J Slive Available at SSRN 274939, 2001 | 31 | 2001 |
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 | 20 | 2016 |
Valuation and return dynamics of research and development ventures J Berk, RC Green, V Naik Available at SSRN 46908, 1998 | 13 | 1998 |
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 | 6 | 1999 |
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 | 4 | 2000 |
Valuation and return dynamics of new ventures RC Green, J Berk, V Naik NBER Working Paper, 1998 | 4 | 1998 |
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 | 1 | 2005 |
A Model of the Yield Curve with Time-varying Interest Rate Targets G Chang, V Naik Lehman Brothers, 2002 | 1 | 2002 |