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There are 38258 results for: content related to: Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset *

  1. Private Sector Risk and Financial Crises in Emerging Markets

    The Economic Journal

    Volume 122, Issue 561, June 2012, Pages: 825–847, Betty C. Daniel

    Version of Record online : 28 NOV 2011, DOI: 10.1111/j.1468-0297.2011.02483.x

  2. Asset Pricing of Insurance Loss Liabilities: Some Examples

    Financial Markets, Institutions & Instruments

    Volume 13, Issue 4, October 2004, Pages: 147–172, by Thomas J. O'Brien

    Version of Record online : 6 OCT 2004, DOI: 10.1111/j.0963-8008.2004.00075.x

  3. A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts

    Journal of Risk and Insurance

    Volume 82, Issue 3, September 2015, Pages: 659–686, Hato Schmeiser and Joël Wagner

    Version of Record online : 15 FEB 2014, DOI: 10.1111/jori.12036

  4. Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro-level Data

    Journal of Money, Credit and Banking

    Volume 46, Issue 8, December 2014, Pages: 1687–1720, DARIUS PALIA, YAXUAN QI and YANGRU WU

    Version of Record online : 21 NOV 2014, DOI: 10.1111/jmcb.12163

  5. THE TIME-VARYING EQUITY PREMIUM AND THE S&P 500 IN THE TWENTIETH CENTURY

    Journal of Financial Research

    Volume 34, Issue 2, Summer 2011, Pages: 179–215, Mark C. Freeman

    Version of Record online : 16 JUN 2011, DOI: 10.1111/j.1475-6803.2011.01288.x

  6. AN EXAMINATION OF THE SMALL-FIRM EFFECT ON THE BASIS OF SKEWNESS PREFERENCE

    Journal of Financial Research

    Volume 10, Issue 1, Spring 1987, Pages: 77–86, James R. Booth and Richard L. Smith

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1987.tb00477.x

  7. Roy’s Safety-First Portfolio Principle in Financial Risk Management of Disastrous Events

    Risk Analysis

    Volume 32, Issue 11, November 2012, Pages: 1856–1872, Mei Choi Chiu, Hoi Ying Wong and Duan Li

    Version of Record online : 10 FEB 2012, DOI: 10.1111/j.1539-6924.2011.01751.x

  8. Dynamic Portfolio Selection by Augmenting the Asset Space

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2187–2217, MICHAEL W. BRANDT and PEDRO SANTA-CLARA

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01055.x

  9. Boundedly rational equilibrium and risk premium

    Accounting & Finance

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

    Version of Record online : 25 APR 2011, DOI: 10.1111/j.1467-629X.2011.00421.x

  10. Optimal No-Arbitrage Bounds on S&P 500 Index Options and the Volatility Smile

    Journal of Futures Markets

    Volume 21, Issue 12, December 2001, Pages: 1151–1179, Patrick J. Dennis

    Version of Record online : 5 OCT 2001, DOI: 10.1002/fut.2203

  11. 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

  12. Estimation of the consumption CAPM with imperfect sample separation information

    International Journal of Finance & Economics

    Volume 13, Issue 4, October 2008, Pages: 333–348, Andrei Semenov

    Version of Record online : 5 SEP 2007, DOI: 10.1002/ijfe.344

  13. Diversification Benefits of REIT Preferred and Common Stock: New Evidence from a Utility-based Framework

    Real Estate Economics

    Walter I. Boudry, Jan A. deRoos and Andrey D. Ukhov

    Version of Record online : 29 JUN 2016, DOI: 10.1111/1540-6229.12166

  14. 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

  15. Asset Pricing Theories

    Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

    Frank J. Fabozzi, Pages: 89–117, 2012

    Published Online : 9 JAN 2012, DOI: 10.1002/9781118267059.ch5

  16. Asset Pricing Theory

    The Basics of Finance: An Introduction to Financial Markets, Business Finance, and Portfolio Management

    Pamela Peterson Drake, Frank J. Fabozzi, Pages: 445–468, 2011

    Published Online : 1 DEC 2011, DOI: 10.1002/9781118267790.ch17

  17. The Interaction between Nonexpected Utility and Asymmetric Market Fundamentals

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 325–343, MAO-WEI HUNG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04433.x

  18. OBTAINING AND PARAMETERIZING MULTIPERIOD PORTFOLIOS WITH DESIRABLE CHARACTERISTICS UNDER LOGNORMAL RETURNS

    Decision Sciences

    Volume 13, Issue 2, April 1982, Pages: 240–250, Jimmy E. Hilliard and Ronnie J. Clayton

    Version of Record online : 7 JUN 2007, DOI: 10.1111/j.1540-5915.1982.tb00146.x

  19. A Decomposition of Korean Sovereign Bond Yields: Joint Estimation Using Sovereign CDS and Bond Data

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 6, December 2014, Pages: 918–947, Jungmu Kim and Changjun Lee

    Version of Record online : 8 JAN 2015, DOI: 10.1111/ajfs.12077

  20. Introduction to Mathematical Finance

    Introduction to Probability and Stochastic Processes with Applications

    Liliana Blanco Castañeda, Viswanathan Arunachalam, Selvamuthu Dharmaraja, Pages: 497–531, 2012

    Published Online : 11 JUL 2012, DOI: 10.1002/9781118344972.ch12