Kamil Kladivko

Artiklar i tidskrifter

• Kladivko, K. & Österholm, P. (2024). Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank's Financial Market Inflation Expectations survey. Applied Economics, 56 (17), 2077-2088.
• Kiss, T. , Kladivko, K. , Silfverberg, O. & Österholm, P. (2023). Market participants or the random walk-who forecasts better? Evidence from micro-level survey data. Finance Research Letters, 54.
• Kladivko, K. & Rusý, T. (2023). Maximum likelihood estimation of the Hull–White model. Journal of Empirical Finance, 70, 227-247.
• Kladivko, K. & Zervos, M. (2023). Mean-variance hedging of contingent claims with random maturity. Mathematical Finance, 33 (4), 1213-1247.
• Kladivko, K. & Österholm, P. (2023). Vad säger hushållens förväntningar om vart bostads­priserna är på väg?. Ekonomisk Debatt, 51 (5), 78-85.
• Kladivko, K. & Österholm, P. (2021). Can households predict where the macroeconomy is headed?. Penning- och valutapolitik (2), 5-17.
• Kladivko, K. & Österholm, P. (2021). Do Market Participants’ Forecasts of Financial Variables Outperform the Random-Walk Benchmark?. Finance Research Letters, 40.
• 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.