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There are 7444 results for: content related to: Optimal Investment, Growth Options, and Security Returns

  1. Around and Around: The Expectations Hypothesis

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 365–383, Mark Fisher and Christian Gilles

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.145490

  2. Imperfect Competition among Informed Traders

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2117–2155, Kerry Back, C. Henry Cao and Gregory A. Willard

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  3. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 369–403, Robert F. Dittmar

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00425

  4. An Equilibrium Analysis of Hedging with Liquidity Constraints, Speculation, and Government Price Subsidy in a Commodity Market

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1705–1736, Zhongquan Zhou

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00069

  5. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  6. Static Hedging of Exotic Options

    The Journal of Finance

    Volume 53, Issue 3, June 1998, Pages: 1165–1190, Peter Carr, Katrina Ellis and Vishal Gupta

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00048

  7. Expected Option Returns

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 983–1009, Joshua D. Coval and Tyler Shumway

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00352

  8. The Dynamic Effects of Social Security on Individual Consumption, Wealth and Welfare

    Journal of Public Economic Theory

    Volume 4, Issue 4, October 2002, Pages: 581–612, Siu Fai Leung

    Article first published online : 17 DEC 2002, DOI: 10.1111/1097-3923.00111

  9. Specification Analysis of Affine Term Structure Models

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 1943–1978, Qiang Dai and Kenneth J. Singleton

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278

  10. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  11. Implied Pricing Kernels: An Alternative Approach for Option Valuation

    Journal of Futures Markets

    Doojin Ryu, Jangkoo Kang and Sangwon Suh

    Article first published online : 8 APR 2013, DOI: 10.1002/fut.21618

  12. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  13. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x

  14. Real Rates, Expected Inflation, and Inflation Risk Premia

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 187–218, Martin D. D. Evans

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.75591

  15. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin–Dufresne and Robert S. Goldstein

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

  16. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  17. A Model of Returns and Trading in Futures Markets

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 959–988, Harrison Hong

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00233

  18. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  19. You have free access to this content
    Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  20. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth

    Econometrica

    Volume 73, Issue 6, November 2005, Pages: 1977–2016, Fernando Alvarez and Urban J. Jermann

    Article first published online : 11 OCT 2005, DOI: 10.1111/j.1468-0262.2005.00643.x