Search Results

There are 12618 results for: content related to: Portfolio Selection and Asset Pricing Models

  1. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  2. The Conditional Performance of Insider Trades

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 467–498, B. Espen Eckbo and David C. Smith

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.205263

  3. Investment Policy, Optimality, and the Mean-Variance Model

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 207–232, DAVID P. BARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02081.x

  4. Misspecified Recovery

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2493–2544, JAROSLAV BOROVIČKA, LARS PETER HANSEN and JOSÉ A. SCHEINKMAN

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12404

  5. Investing for the Long Run when Returns Are Predictable

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 225–264, Nicholas Barberis

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00205

  6. WELFARE ASPECTS OF OPTIONS AND SUPERSHARES

    The Journal of Finance

    Volume 33, Issue 3, June 1978, Pages: 759–776, Michael Rothschild and Nils H. Hakansson

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02017.x

  7. Is the Short Rate Drift Actually Nonlinear?

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 355–388, David A. Chapman and Neil D. Pearson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00208

  8. THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1133–1151, Hans R. Stoll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02053.x

  9. Risk Premia and Variance Bounds

    The Journal of Finance

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

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  10. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  11. FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1187–1200, Zvi Bodie and Robert A. Taggart Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02056.x

  12. General Tests of Latent Variable Models and Mean-Variance Spanning

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 131–156, WAYNE E. FERSON, STEPHEN R. FOERSTER and DONALD B. KEIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04704.x

  13. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  14. Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 35–52, MAURICE D. LEVI and JOHN H. MAKIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02069.x

  15. The Tax Effects of Investment in Marketable Securities on Firm Valuation

    The Journal of Finance

    Volume 34, Issue 2, May 1979, Pages: 307–324, JAMES H. SCOTT JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02093.x

  16. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  17. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  18. SOME NOTES ON FINANCIAL INCENTIVE-SIGNALLING MODELS, ACTIVITY CHOICE AND RISK PREFERENCES

    The Journal of Finance

    Volume 33, Issue 3, June 1978, Pages: 777–792, Stephen A. Ross

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02018.x

  19. Crossing Networks and Dealer Markets: Competition and Performance

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2071–2115, Terrence Hendershott and Haim Mendelson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00281

  20. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00278