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There are 20379 results for: content related to: Dynamic Asset Allocation with Event Risk

  1. 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

  2. The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 617–630, STEPHEN J. BROWN and PHILIP H. DYBVIG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04523.x

  3. CAPITAL RATIONING AND EXTERNAL DISCOUNT RATES

    The Journal of Finance

    Volume 25, Issue 3, June 1970, Pages: 573–584, Edwin J. Elton

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00523.x

  4. Real and Financial Industry Booms and Busts

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 45–86, GERARD HOBERG and GORDON PHILLIPS

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01523.x

  5. 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

  6. Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1891–1908, JIA HE, RAYMOND KAN, LILIAN NG and CHU ZHANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05230.x

  7. 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

  8. 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

  9. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  10. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  11. 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

  12. Option Valuation with Systematic Stochastic Volatility

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 881–910, KAUSHIK I. AMIN and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04023.x

  13. Future Investment Opportunities and the Value of the Call Provision on a Bond: Comment

    The Journal of Finance

    Volume 35, Issue 4, September 1980, Pages: 1051–1054, VAROUJ A. AIVAZIAN and JEFFREY L. CALLEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03523.x

  14. 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

  15. 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

  16. 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

  17. Asymmetric Learning from Financial Information

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2029–2062, CAMELIA M. KUHNEN

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12223

  18. 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

  19. Variable Selection for Portfolio Choice

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1297–1351, Yacine AÏT-SAHALI and Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00369

  20. Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2145–2192, ERIC GHYSELS, ALBERTO PLAZZI and ROSSEN VALKANOV

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12420