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There are 19637 results for: content related to: Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

  1. Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 575–603, John T. Scruggs

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.235793

  2. Expectations and the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1715–1742, RAFAEL LA PORTA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05223.x

  3. Rational Inattention and Portfolio Selection

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1999–2040, LIXIN HUANG and HONG LIU

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01263.x

  4. Portfolio Choice in the Presence of Personal Illiquid Projects

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 303–328, Miquel Faig and Pauline Shum

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00423

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    Risk Management: Coordinating Corporate Investment and Financing Policies

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1629–1658, KENNETH A. FROOT, DAVID S. SCHARFSTEIN and JEREMY C. STEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05123.x

  6. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 123–152, STEPHEN G. CECCHETTI, POK-SANG LAM and NELSON C. MARK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04423.x

  7. Closed Form Solutions for Term Structure Derivatives with Log-Normal Interest Rates

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 409–430, KRISTIAN R. MILTERSEN, KLAUS SANDMANN and DIETER SONDERMANN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03823.x

  8. Can Relationship Banking Survive Competition?

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 679–713, Arnoud W. A. Boot and Anjan V. Thakor

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00223

  9. The Fiscal and Monetary Linkage between Stock Returns and Inflation

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 1–33, ROBERT GESKE and RICHARD ROLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03623.x

  10. OPTIMAL FINANCING AND CAPITAL STRUCTURE PROGRAMS FOR THE FIRM

    The Journal of Finance

    Volume 27, Issue 5, December 1972, Pages: 1057–1071, Clement G. Krouse

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb03023.x

  11. 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

  12. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  13. Market Valuation and Merger Waves

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2685–2718, MATTHEW RHODES-KROPF and S. VISWANATHAN

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00713.x

  14. Ambiguous Information, Portfolio Inertia, and Excess Volatility

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2213–2247, PHILIPP KARL ILLEDITSCH

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01693.x

  15. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  16. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2171–2212, HUI CHEN

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01613.x

  17. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 951–986, G. ANDREW KAROLYI and RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02713.x

  18. EFFECTS OF UNCERTAIN INFLATION ON THE INVESTMENT AND FINANCING DECISIONS OF A FIRM

    The Journal of Finance

    Volume 30, Issue 2, May 1975, Pages: 469–483, A. H. Chen and A. J. Boness

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01823.x

  19. 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

  20. The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 827–840, T. S. HO, RICHARD C. STAPLETON and MARTI G. SUBRAHMANYAM

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04823.x