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Barry Schachter


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Personal Details

First Name: Barry
Middle Name:
Last Name: Schachter

RePEc Short-ID: psc41

Postal Address:


Woodbine Capital Advisors LP
Location: USA, New York


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Working papers

  1. J. S. Butler & Barry Schachter, 1996. "Improving Value-At-Risk Estimates By Combining Kernel Estimation With Historical Simulation," Finance, EconWPA 9605001, EconWPA.


  1. Barry Schachter, 2012. "An Introduction to Austrian Economics, by Thomas C. Taylor," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(7), pages 1011-1012, July.
  2. Chang, Eric C. & Michael Pinegar, J. & Schachter, Barry, 1997. "Interday variations in volume, variance and participation of large speculators," Journal of Banking & Finance, Elsevier, Elsevier, vol. 21(6), pages 797-810, June.
  3. Butler, J. S. & Schachter, Barry, 1996. "The statistical properties of parameters inferred from the black-scholes formula," International Review of Financial Analysis, Elsevier, Elsevier, vol. 5(3), pages 223-235.
  4. Russell P. Robins & Barry Schachter, 1994. "An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques," Management Science, INFORMS, INFORMS, vol. 40(6), pages 798-808, June.
  5. Butler, J. S. & Schachter, Barry, 1986. "Unbiased estimation of the Black/Scholes formula," Journal of Financial Economics, Elsevier, Elsevier, vol. 15(3), pages 341-357, March.
  6. Schachter, Barry, 1986. " A Note on the Welfare Consequences of New Option Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 41(1), pages 263-67, March.


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