| An empirical investigation of continuous‐time equity return models TG Andersen, L Benzoni, J Lund The Journal of Finance 57 (3), 1239-1284, 2002 | 1096 | 2002 |
| Portfolio choice over the life‐cycle when the stock and labor markets are cointegrated L Benzoni, P Collin‐Dufresne, RS Goldstein The Journal of Finance 62 (5), 2123-2167, 2007 | 539 | 2007 |
| Realized volatility TG Andersen, T Teräsvirta Handbook of Financial Time Series, 555-575, 2009 | 246 | 2009 |
| Explaining asset pricing puzzles associated with the 1987 market crash L Benzoni, P Collin-Dufresne, RS Goldstein Journal of Financial Economics 101 (3), 552-573, 2011 | 206 | 2011 |
| Do bonds span volatility risk in the US Treasury market? A specification test for affine term structure models TG Andersen, L Benzoni The Journal of Finance 65 (2), 603-653, 2010 | 148 | 2010 |
| Estimating jump-diffusions for equity returns TG Andersen, L Benzoni, J Lund Journal of Finance 57 (3), 1239-1284, 2002 | 120 | 2002 |
| Modeling credit contagion via the updating of fragile beliefs L Benzoni, P Collin-Dufresne, RS Goldstein, J Helwege The Review of Financial Studies 28 (7), 1960-2008, 2015 | 115 | 2015 |
| Pricing options under stochastic volatility: An empirical investigation L Benzoni Unpublished Manuscript, Carlson School of Management, 2002 | 100 | 2002 |
| Stochastic volatility, mean drift, and jumps in the short-term interest rate TG Andersen, L Benzoni, J Lund Northwestern University, Chicago, 2004 | 80 | 2004 |
| Pricing options under stochastic volatility: an econometric analysis L Benzoni Manuscript, University of Minnesota, 1998 | 73 | 1998 |
| Conflict of interest and certification in the US IPO market L Benzoni, C Schenone Journal of Financial Intermediation 19 (2), 235-254, 2010 | 59 | 2010 |
| Stochastic volatility TG Andersen, L Benzoni CREATES research paper, 2010 | 57 | 2010 |
| Can standard preferences explain the prices of out of the money S&P 500 put options L Benzoni, P Collin-Dufresne, R Goldstein National Bureau of Economic Research, 2005 | 56 | 2005 |
| Why does the yield-curve slope predict recessions? L Benzoni, O Chyruk, D Kelley Available at SSRN 3271363, 2018 | 50 | 2018 |
| Portfolio choice over the life-cycle in the presence of'trickle down'labor income L Benzoni, P Collin-Dufresne, R Goldstein National Bureau of Economic Research, 2005 | 45 | 2005 |
| Core and'Crust': Consumer Prices and the Term Structure of Interest Rates A Ajello, L Benzoni, O Chyruk | 31 | 2014 |
| J. Lund (2002),“An Empirical Investigation of Continuous-Time Equity Return Models,” T Andersen, L Benzoni Journal of Finance 57 (3), 1239-1284, 0 | 25 | |
| Core and ‘crust’: consumer prices and the term structure of interest rates A Ajello, L Benzoni, O Chyruk The Review of Financial Studies 33 (8), 3719-3765, 2020 | 20 | 2020 |
| Investing over the life cycle with long-run labor income risk L Benzoni, O Chyruk Available at SSRN 1172702, 2009 | 20 | 2009 |
| Can bonds hedge volatility risk in the US treasury market? A specification test for affine term structure models TG Andersen, L Benzoni Working paper, Kellogg School of Management, Northwestern University, 2005 | 20 | 2005 |
Torben G. AndersenProfessor of Finance, Kellogg School, Northwestern UniversityVerified email at northwestern.edu
