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There are 17433 results for: content related to: Portfolio Choice in the Presence of Personal Illiquid Projects

  1. 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

  2. A NOTE ON ADJUSTING R2

    The Journal of Finance

    Volume 28, Issue 4, September 1973, Pages: 1009–1013, David B. Montgomery and Donald G. Morrison

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01423.x

  3. PRICING OF WARRANTS AND THE VALUE OF THE FIRM

    The Journal of Finance

    Volume 33, Issue 5, December 1978, Pages: 1333–1342, Dan Galai and Meir I. Schneller

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03423.x

  4. 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

  5. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  6. 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

  7. Equilibrium Analysis of Portfolio Insurance

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1379–1403, SANFORD J. GROSSMAN and ZHONGQUAN ZHOU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04073.x

  8. 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

  9. 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

  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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  11. 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

  12. Assessing Specification Errors in Stochastic Discount Factor Models

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 557–590, LARS PETER HANSEN and RAVI JAGANNATHAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04813.x

  13. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  14. Liquidity, Maturity, and the Yields on U.S. Treasury Securities

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1411–1425, YAKOV AMIHUD and HAIM MENDELSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04623.x

  15. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

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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

  17. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  18. Crowding Out and the Informativeness of Security Prices

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1475–1496, JONATHAN M. PAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04763.x

  19. Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 721–733, EDWIN BURMEISTER and MARJORIE B. McELROY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04603.x

  20. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426