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Barry Schachter

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This is information that was supplied by Barry Schachter in registering through RePEc. If you are Barry Schachter , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Barry
Middle Name:
Last Name: Schachter
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RePEc Short-ID: psc41

Email:
Homepage: http://www.barryschachter.com/
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Affiliation

Woodbine Capital Advisors LP
Homepage: http://www.woodbinecapital.com/
Location: USA, New York

Works

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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 9605001, EconWPA.

Articles

  1. Barry Schachter, 2012. "An Introduction to Austrian Economics, by Thomas C. Taylor," Quantitative Finance, 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, 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, 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, vol. 40(6), pages 798-808, June.
  5. Schachter, Barry, 1986. " A Note on the Welfare Consequences of New Option Markets," Journal of Finance, American Finance Association, vol. 41(1), pages 263-67, March.
  6. Butler, J. S. & Schachter, Barry, 1986. "Unbiased estimation of the Black/Scholes formula," Journal of Financial Economics, Elsevier, vol. 15(3), pages 341-357, March.

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