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Menahem Brener

    1974 …2025

    Research activity per year

    Personal profile

    Expertise related to UN Sustainable Development Goals

    In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

    1. SDG 10 - Reduced Inequalities
      SDG 10 Reduced Inequalities
    2. SDG 17 - Partnerships for the Goals
      SDG 17 Partnerships for the Goals

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    Dive into the research topics where Menahem Brener is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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    Collaborations and top research areas from the last five years

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    • The Black–Scholes–Merton OPM 50 Years Later

      Brenner, M., 1 Jun 2025, In: Quarterly Journal of Finance. 15, 2, 2540006.

      Research output: Contribution to journalArticlepeer-review

      1 Scopus citations
    • Informed options strategies before corporate events

      Augustin, P., Brenner, M., Grass, G., Orłowski, P. & Subrahmanyam, M. G., Mar 2023, In: Journal of Financial Markets. 63, 100766.

      Research output: Contribution to journalArticlepeer-review

      4 Scopus citations
    • Risk and Ambiguity in Turbulent Times

      Brenner, M. & Izhakian, Y., 1 Mar 2022, In: Quarterly Journal of Finance. 12, 1

      Research output: Contribution to journalReview articlepeer-review

      7 Scopus citations
    • VIX and Derivatives

      Brenner, M., 1 Jan 2022, Options — 45 Years since the Publication of the Black–Scholes–Merton Model: The Gershon Fintech Center Conference. World Scientific Publishing Co., p. 63-72 10 p.

      Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    • Are corporate spin-offs prone to insider trading?

      Augustin, P., Brenner, M., Hu, J. & Subrahmanyam, M. G., 2020, In: Critical Finance Review. 9, 1-2, p. 115-155 41 p.

      Research output: Contribution to journalArticlepeer-review

      8 Scopus citations