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Bjorn Eraker

Bjorn Eraker

University of Wisconsin-Madison

H-index: 15

North America-United States

About Bjorn Eraker

Bjorn Eraker, With an exceptional h-index of 15 and a recent h-index of 13 (since 2020), a distinguished researcher at University of Wisconsin-Madison, specializes in the field of Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

0DTEs: Trading, Gamma Risk and Volatility Propagation

Market Maker Inventory, Bid–Ask Spreads, and the Computation of Option Implied Risk Measures

The price of higher order catastrophe insurance: The case of VIX options

The volatility premium

Predictability puzzles

Bjorn Eraker Information

University

Position

___

Citations(all)

5142

Citations(since 2020)

1262

Cited By

4535

hIndex(all)

15

hIndex(since 2020)

13

i10Index(all)

17

i10Index(since 2020)

15

Email

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University Profile Page

University of Wisconsin-Madison

Google Scholar

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Bjorn Eraker Skills & Research Interests

Finance

Top articles of Bjorn Eraker

Title

Journal

Author(s)

Publication Date

0DTEs: Trading, Gamma Risk and Volatility Propagation

Gamma Risk and Volatility Propagation (January 11, 2024)

Chukwuma Dim

Bjorn Eraker

Grigory Vilkov

2024/1/11

Market Maker Inventory, Bid–Ask Spreads, and the Computation of Option Implied Risk Measures

Journal of Financial Econometrics

Bjørn Eraker

Daniela Osterrieder

2023/12/15

The price of higher order catastrophe insurance: The case of VIX options

The Journal of Finance

Bjørn Eraker

Aoxiang Yang

2022/12

The volatility premium

The Quarterly Journal of Finance

Bjorn Eraker

2021/9/6

Predictability puzzles

Available at SSRN 3625709

Bjorn Eraker

2020/6/12

See List of Professors in Bjorn Eraker University(University of Wisconsin-Madison)