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There are 17232 results for: content related to: A Monte Carlo Method for Optimal Portfolios

  1. Price Regulation in Property-Liability Insurance: A Contingent-Claims Approach

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1031–1050, NEIL A. DOHERTY and JAMES R. GARVEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02529.x

  2. Predicting Stock Returns in an Efficient Market

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1109–1128, RONALD J. BALVERS, THOMAS F. COSIMANO and BILL MCDONALD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02429.x

  3. A Semiautoregression Approach to the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 599–620, JIANPING MEI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04729.x

  4. Asset-pricing Puzzles and Incomplete Markets

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1803–1832, CHRIS I. TELMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05129.x

  5. The time of bootstrap percolation with dense initial sets for all thresholds

    Random Structures & Algorithms

    Volume 47, Issue 1, August 2015, Pages: 1–29, Béla Bollobas, Paul Smith and Andrew J. Uzzell

    Version of Record online : 7 APR 2014, DOI: 10.1002/rsa.20529

  6. Fixed Versus Variable Rate Loans

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1363–1380, ANTHONY M. SANTOMERO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03829.x

  7. One-dimensional q-Dirac equation

    Mathematical Methods in the Applied Sciences

    Bilender P. Allahverdiev and Hüseyin Tuna

    Version of Record online : 7 AUG 2017, DOI: 10.1002/mma.4529

  8. Privacy-preserving grouping proof with key exchange in the multiple-party setting

    Security and Communication Networks

    Volume 9, Issue 16, 10 November 2016, Pages: 3239–3250, Yangguang Tian, Guomin Yang and Yi Mu

    Version of Record online : 14 JUL 2016, DOI: 10.1002/sec.1529

  9. Nonnormalities and Tests of Asset Pricing Theories

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 889–908, JOHN AFFLECK-GRAVES and BILL MCDONALD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02629.x

  10. The Foreign Exchange Exposure of Japanese Multinational Corporations

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 733–753, Jia He and Lilian K. Ng

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.295575

  11. Asymptotic expansions for the voltage potentials with two-dimensional and three-dimensional thin interfaces

    Mathematical Methods in the Applied Sciences

    Volume 34, Issue 18, December 2011, Pages: 2274–2290, Abdessatar Khelifi and Habib Zribi

    Version of Record online : 16 NOV 2011, DOI: 10.1002/mma.1529

  12. Stock Market Declines and Liquidity

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 257–293, ALLAUDEEN HAMEED, WENJIN KANG and S. VISWANATHAN

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01529.x

  13. Capital Gains Taxes and Asset Prices: Capitalization or Lock-in?

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 709–742, ZHONGLAN DAI, EDWARD MAYDEW, DOUGLAS A. SHACKELFORD and HAROLD H. ZHANG

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01329.x

  14. Detection of dark galaxies and circum-galactic filaments fluorescently illuminated by a quasar at z = 2.4

    Monthly Notices of the Royal Astronomical Society

    Volume 425, Issue 3, 21 September 2012, Pages: 1992–2014, Sebastiano Cantalupo, Simon J. Lilly and Martin G. Haehnelt

    Version of Record online : 27 AUG 2012, DOI: 10.1111/j.1365-2966.2012.21529.x

  15. Costs of Equity Capital and Model Mispricing

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 67–121, Ľuboš Pástor and Robert F. Stambaugh

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00099

  16. 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

  17. Market Efficiency and the Favorite-Longshot Bias: The Baseball Betting Market

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 269–279, LINDA M. WOODLAND and BILL M. WOODLAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04429.x

  18. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 1–49, JOHN H. COCHRANE

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  19. LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 627–650, Erhan Bayraktar and Michael Ludkovski

    Version of Record online : 14 JUN 2012, DOI: 10.1111/j.1467-9965.2012.00529.x

  20. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00069