Kamil KladivkoTitle: Associate Senior Lecturer School/office: Örebro University School of Business
Phone: +46 19 301083
Articles in journals | Conference papers | Doctoral theses, monographs | Manuscripts |
Articles in journals
Kladivko, K. & Österholm, P. (2021). Do Market Participants’ Forecasts of Financial Variables Outperform the Random-Walk Benchmark?. Finance Research Letters, 40.
Henderson, V. , Kladivko, K. , Monoyios, M. & Reisinger, C. (2020). Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point. SIAM Journal on Financial Mathematics, 11 (4), 1007-1062.
Rusy, T. & Kladivko, K. (2019). Interest Rate Modelling: Maximum Likelihood Estimation of One-Factor Short-Rate Models. In: Houda, M.; Remes, R., 37th International Conference on Mathematical Methods in Economics 2019 Conference Proceedings. Paper presented at 37th International Conference on Mathematical Methods in Economics (MME 2019), České Budějovice, Czech Republic, September 11-12, 2019 (pp. 374-379). University of South Bohemia in České Budějovice, Faculty of Economics.
Doctoral theses, monographs
Kladivko, K. (2016). Essays on Financial Options: Employee Stock Options and Reinsurance Pricing. (Doctoral dissertation). Bergen, Norway: Department of Finance, Norwegian School of Economics.
Henderson, V. , Kladivko, K. & Monoyios, M. Executive stock option exercise with full and partial information on a drift change point.
Kladivko, K. & Zervos, M. Valuation of Employee Stock Options (ESOs) by means of Mean-Variance Hedging.