2020

Della Corte, Pasquale, Kozhan, Roman and Neuberger, Anthony (2020) The cross-section of currency volatility premia. Journal of Financial Economics . doi:10.1016/j.jfineco.2020.08.010 (In Press)

2017

Hobson, David G. and Neuberger, Anthony (2017) Model uncertainty and the pricing of American options. Finance and Stochastics, 21 (1). pp. 285-329. doi:10.1007/s00780-016-0314-2

2012

Neuberger, Anthony (2012) Realized skewness. Review of Financial Studies, Vol.25 (No.11). pp. 3423-3455. doi:10.1093/rfs/hhs101

Hobson, David (David G.) and Neuberger, Anthony (2012) Robust bounds for forward start options. Mathematical Finance, Vol.22 (No.1). pp. 31-56. doi:10.1111/j.1467-9965.2010.00473.x

2011

Kozhan, Roman, Neuberger, Anthony and Schneider, Paul (2011) Understanding the skew in option prices. Working Paper. United States: American Finance Association. AFA 2011 Denver Meetings Paper .

Britten-Jones, Mark, Neuberger, Anthony and Nolte, Ingmar (2011) Improved inference and estimation in regression with overlapping observations. Journal of Business Finance & Accounting, Vol.38 (No.5-6). pp. 657-683. doi:10.1111/j.1468-5957.2011.02244.x

2009

Neuberger, Anthony (2009) Bounds and robust hedging of the American option. Working Paper. Coventry: Warwick Business School.

McCarthy, D. and Neuberger, Anthony (2009) The economic basis for the regulation of pensions. United Kingdom: Department for Work and Pensions (DWP) . (DWP Research reports).