1

PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING

Year:
2006
Language:
english
File:
PDF, 421 KB
english, 2006
2

GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES

Year:
2015
Language:
english
File:
PDF, 379 KB
english, 2015
4

Digital Contracts and Price Manipulation*

Year:
2005
Language:
english
File:
PDF, 312 KB
english, 2005
5

Exact Superreplication Strategies for a Class of Derivative Assets

Year:
2006
Language:
english
File:
PDF, 505 KB
english, 2006
6

Option Coskewness and Capital Asset Pricing

Year:
2006
Language:
english
File:
PDF, 283 KB
english, 2006
8

Asset Substitution and Structured Financing

Year:
2009
Language:
english
File:
PDF, 486 KB
english, 2009
9

Asset Substitution and Structured Financing

Year:
2009
Language:
english
File:
PDF, 2.82 MB
english, 2009
10

Optimal capital structures for private firms

Year:
2016
Language:
english
File:
PDF, 1.00 MB
english, 2016
16

Information acquisition and mutual funds

Year:
2009
Language:
english
File:
PDF, 310 KB
english, 2009
18

Equilibrium analysis of volatility clustering

Year:
2005
Language:
english
File:
PDF, 1.17 MB
english, 2005
21

Noisy information and the size effect in stock returns

Year:
2015
Language:
english
File:
PDF, 772 KB
english, 2015
22

Information Quality and Options

Year:
2008
Language:
english
File:
PDF, 383 KB
english, 2008
24

Information Quality and Options

Year:
2008
Language:
english
File:
PDF, 4.02 MB
english, 2008
25

Options Trading and the CAPM

Year:
2004
Language:
english
File:
PDF, 812 KB
english, 2004
26

Option Coskewness and Capital Asset Pricing

Year:
2006
Language:
english
File:
PDF, 3.94 MB
english, 2006
33

Information Acquisition and Mutual Funds

Year:
2005
Language:
english
File:
PDF, 284 KB
english, 2005