2

Pricing Convertible Bonds Subject to Default Risk

Year:
2002
Language:
english
File:
PDF, 586 KB
english, 2002
3

Tight bounds on American option prices

Year:
2010
Language:
english
File:
PDF, 391 KB
english, 2010
4

A generalization of Rubinstein's “Pay now, choose later”

Year:
2008
Language:
english
File:
PDF, 441 KB
english, 2008
5

Optimal asset allocation for DC pension plans under inflation

Year:
2012
Language:
english
File:
PDF, 402 KB
english, 2012
6

Loan covenants and corporate debt policy under bank regulations

Year:
1995
Language:
english
File:
PDF, 929 KB
english, 1995
8

Short-Run and Long-Run Persistence in Mutual Funds

Year:
2004
Language:
english
File:
PDF, 64 KB
english, 2004
9

Rainbow trend options: valuation and applications

Year:
2017
Language:
english
File:
PDF, 2.75 MB
english, 2017
12

Pricing foreign equity options under Lévy processes

Year:
2005
Language:
english
File:
PDF, 262 KB
english, 2005
14

Regulations, lender identity and bank loan pricing

Year:
1996
Language:
english
File:
PDF, 720 KB
english, 1996
15

Estimated inflation rate, consumption and portfolio decision

Year:
2006
Language:
english
File:
PDF, 123 KB
english, 2006
16

MARKET SEGMENTATION AND NOISE TRADER RISK

Year:
2000
Language:
english
File:
PDF, 375 KB
english, 2000
18

Asset Prices Under Prospect Theory and Habit Formation

Year:
2005
Language:
english
File:
PDF, 1.46 MB
english, 2005
20

The Interaction between Nonexpected Utility and Asymmetric Market Fundamentals

Year:
1994
Language:
english
File:
PDF, 515 KB
english, 1994
23

Volatility and maturity effects in the Nikkei index futures

Year:
1999
Language:
english
File:
PDF, 293 KB
english, 1999
25

Pricing vulnerable options in incomplete markets

Year:
2005
Language:
english
File:
PDF, 474 KB
english, 2005
28

Optimal timing to invest in e-commerce

Year:
2006
Language:
english
File:
PDF, 190 KB
english, 2006
29

Valuation of vulnerable American options with correlated credit risk

Year:
2006
Language:
english
File:
PDF, 451 KB
english, 2006
36

Managerial personal diversification and portfolio equity incentives

Year:
2012
Language:
english
File:
PDF, 357 KB
english, 2012
37

Pacific Basin stock markets and international capital asset pricing

Year:
2000
Language:
english
File:
PDF, 120 KB
english, 2000
40

Option pricing with stochastic liquidity risk: Theory and evidence

Year:
2014
Language:
english
File:
PDF, 378 KB
english, 2014
44

Loss aversion and the term structure of interest rates

Year:
2011
Language:
english
File:
PDF, 706 KB
english, 2011
45

A heterogeneous model of disposition effect

Year:
2006
Language:
english
File:
PDF, 188 KB
english, 2006
46

Intertemporal hedge for inflation risk

Year:
2002
Language:
english
File:
PDF, 149 KB
english, 2002
48

On the currency effect to home bias puzzle

Year:
2010
Language:
english
File:
PDF, 257 KB
english, 2010
49

Trade, R&D spending and financial development

Year:
2005
Language:
english
File:
PDF, 165 KB
english, 2005