Kamil Kladivko
Tjänstetitel: Biträdande lektor Organisation: Handelshögskolan vid Örebro universitet
E-post:
Telefon: 019 301083
Rum: N4013
Forskningsämne
Forskargrupper
Publikationer
Artiklar i tidskrifter |
Doktorsavhandlingar |
Konferensbidrag |
Manuskript |
Artiklar i tidskrifter
Kladivko, K.
& Österholm, P. (2020). Do Market Participants’ Forecasts of Financial Variables Outperform the Random-Walk Benchmark?. Finance Research Letters.
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.
Doktorsavhandlingar
Kladivko, K. (2016). Essays on Financial Options: Employee Stock Options and Reinsurance Pricing.
(Doctoral dissertation).
Bergen, Norway: Department of Finance, Norwegian School of Economics.
Konferensbidrag
Rusy, T.
& Kladivko, K. (2019). Interest Rate Modelling: Maximum Likelihood Estimation of One-Factor Short-Rate Models.
I:
Houda, M.; Remes, R., 37th International Conference on Mathematical Methods in Economics 2019 Conference Proceedings. Konferensbidrag vid 37th International Conference on Mathematical Methods in Economics (MME 2019), České Budějovice, Czech Republic, September 11-12, 2019 (ss. 374-379). University of South Bohemia in České Budějovice, Faculty of Economics.
Manuskript
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.