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There are 13448 results for: content related to: Managerial ownership, board monitoring and firm performance in a family-concentrated corporate environment

  1. ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES

    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 643–679, Andrew E. B. Lim, J. George Shanthikumar and Thaisiri Watewai

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00448.x

  2. Audit committee characteristics and firm performance during the global financial crisis

    Accounting & Finance

    Volume 52, Issue 4, December 2012, Pages: 971–1000, Husam Aldamen, Keith Duncan, Simone Kelly, Ray McNamara and Stephan Nagel

    Article first published online : 4 OCT 2011, DOI: 10.1111/j.1467-629X.2011.00447.x

  3. OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS

    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 681–701, Erhan Bayraktar and Michael Ludkovski

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00446.x

  4. LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS

    Mathematical Finance

    Volume 21, Issue 3, July 2011, Pages: 475–492, Giulia Di Nunno and Inga Baadshaug Eide

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00442.x

  5. OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY

    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 775–793, Min Dai and Zuo Quan Xu

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00449.x

  6. ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION

    Mathematical Finance

    Volume 21, Issue 3, July 2011, Pages: 557–571, Alexander Cherny and Dmitri Orlov

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00441.x

  7. NO-ARMAGEDDON MEASURE FOR ARBITRAGE-FREE PRICING OF INDEX OPTIONS IN A CREDIT CRISIS

    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 573–593, Massimo Morini and Damiano Brigo

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00444.x

  8. PERFECT AND PARTIAL HEDGING FOR SWING GAME OPTIONS IN DISCRETE TIME

    Mathematical Finance

    Volume 21, Issue 3, July 2011, Pages: 447–474, Yan Dolinsky, Yonathan Iron and Yuri Kifer

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00440.x

  9. INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES

    Mathematical Finance

    Volume 21, Issue 3, July 2011, Pages: 423–446, Sara Biagini, Marco Frittelli and Matheus Grasselli

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00443.x

  10. Boundedly rational equilibrium and risk premium

    Accounting & Finance

    Volume 52, Issue 1, March 2012, Pages: 71–93, Xue-Zhong He and Lei Shi

    Article first published online : 25 APR 2011, DOI: 10.1111/j.1467-629X.2011.00421.x

  11. PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 627–641, Jan Kallsen, Johannes Muhle-Karbe and Moritz Voß

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00447.x

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    Taxes, tenders and the design of Australian off-market share repurchases

    Accounting & Finance

    Volume 52, Issue s1, October 2012, Pages: 109–135, Christine Brown and Kevin Davis

    Article first published online : 12 SEP 2011, DOI: 10.1111/j.1467-629X.2011.00445.x

  13. Market sentiment: a key factor of investors’ imitative behaviour

    Accounting & Finance

    Volume 52, Issue 3, September 2012, Pages: 663–689, Natividad Blasco, Pilar Corredor and Sandra Ferreruela

    Article first published online : 7 APR 2011, DOI: 10.1111/j.1467-629X.2011.00412.x

  14. THE STOCHASTIC VOLATILITY MODEL OF BARNDORFF-NIELSEN AND SHEPHARD IN COMMODITY MARKETS

    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 595–625, Fred Espen Benth

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00445.x

  15. Equity and debt issuance by firms violating GAAP

    Accounting & Finance

    Volume 52, Issue s1, October 2012, Pages: 77–108, Katsiaryna Salavei Bardos and Nataliya Zaiats

    Article first published online : 12 SEP 2011, DOI: 10.1111/j.1467-629X.2011.00443.x

  16. RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT

    Mathematical Finance

    Volume 22, Issue 2, April 2012, Pages: 215–249, Paul Glasserman

    Article first published online : 5 DEC 2010, DOI: 10.1111/j.1467-9965.2010.00465.x

  17. ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I

    Mathematical Finance

    Volume 20, Issue 3, July 2010, Pages: 447–477, Archil Gulisashvili and Elias M. Stein

    Article first published online : 7 JUN 2010, DOI: 10.1111/j.1467-9965.2010.00406.x

  18. UNIVERSAL SEMICONSTANT REBALANCED PORTFOLIOS

    Mathematical Finance

    Volume 21, Issue 2, April 2011, Pages: 293–311, Suleyman S. Kozat and Andrew C. Singer

    Article first published online : 13 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00430.x

  19. GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES

    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 723–742, Reiichiro Kawai and Atsushi Takeuchi

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00452.x

  20. SUPERHEDGING IN ILLIQUID MARKETS

    Mathematical Finance

    Volume 21, Issue 3, July 2011, Pages: 519–540, Teemu Pennanen

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00437.x