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There are 12970 results for: content related to: Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

  1. Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?

    The Journal of Finance

    Volume 63, Issue 4, August 2008, Pages: 2013–2059, ARNOUD W. A. BOOT, RADHAKRISHNAN GOPALAN and ANJAN V. THAKOR

    Version of Record online : 19 JUL 2008, DOI: 10.1111/j.1540-6261.2008.01380.x

  2. 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

  3. The Choice of Issuance Procedure and the Cost of Competitive and Negotiated Underwriting: an Examination of the Impact of Rule 50

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 703–720, RICHARD L. SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04580.x

  4. Financial Intermediaries and Liquidity Creation

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 49–71, GARY GORTON and GEORGE PENNACCHI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05080.x

  5. Arbitrage Chains

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 819–849, JAMES DOW and GARY GORTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00080.x

  6. 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

  7. Executive Compensation, Strategic Competition, and Relative Performance Evaluation: Theory and Evidence

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 1999–2043, Rajesh K. Aggarwal and Andrew A. Samwick

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00180

  8. Financial Constraints, Competition, and Hedging in Industry Equilibrium

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2445–2473, TIM ADAM, SUDIPTO DASGUPTA and SHERIDAN TITMAN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01280.x

  9. Taxes, Inflation and Corporate Financial Policy

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 105–126, LAWRENCE D. SCHALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03863.x

  10. 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

  11. Dynamic Trading with Predictable Returns and Transaction Costs

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2309–2340, NICOLAE GÂRLEANU and LASSE HEJE PEDERSEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12080

  12. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  13. 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

  14. FX Trading and Exchange Rate Dynamics

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2405–2447, Martin D. D. Evans

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00501

  15. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

  16. Stock Returns, Real Activity, and the Trust Question

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1701–1730, GEORGE BITTLINGMAYER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04680.x

  17. Strategic Trading in a Dynamic Noisy Market

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 131–171, Dimitri Vayanos

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00321

  18. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  19. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  20. Arbitraging Arbitrageurs

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2471–2511, MUKARRAM ATTARI, ANTONIO S. MELLO and MARTIN E. RUCKES

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00805.x