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There are 20762 results for: content related to: PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES

  1. Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 421–449, IVO WELCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05064.x

  2. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  3. Optimal Release of Information By Firms

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1071–1094, DOUGLAS W. DIAMOND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02364.x

  4. Transactions Costs and the Theory of Portfolio Selection

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1127–1139, David Goldsmith

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01964.x

  5. The Analytics of Performance Measurement Using a Security Market Line

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 401–416, PHILIP H. DYBVIG and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04964.x

  6. The Issue Decision of Manager-Owners under Information Asymmetry

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1245–1260, WILLIAM D. BRADFORD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04364.x

  7. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 579–629, BERNARD DUMAS, ALEXANDER KURSHEV and RAMAN UPPAL

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01444.x

  8. Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 289–338, Hong Liu

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00634.x

  9. Predictive Systems: Living with Imperfect Predictors

    The Journal of Finance

    Volume 64, Issue 4, August 2009, Pages: 1583–1628, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1540-6261.2009.01474.x

  10. The Foundations of Freezeout Laws in Takeovers

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1325–1344, Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00664.x

  11. Episodic Liquidity Crises: Cooperative and Predatory Trading

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2235–2274, BRUCE IAN CARLIN, MIGUEL SOUSA LOBO and S. VISWANATHAN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01274.x

  12. Organization Capital and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 68, Issue 4, August 2013, Pages: 1365–1406, ANDREA L. EISFELDT and DIMITRIS PAPANIKOLAOU

    Version of Record online : 16 JUL 2013, DOI: 10.1111/jofi.12034

  13. Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 201–220, WAYNE E. FERSON, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02564.x

  14. The Price Impact and Survival of Irrational Traders

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 195–229, LEONID KOGAN, STEPHEN A. ROSS, JIANG WANG and MARK M. WESTERFIELD

    Version of Record online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00834.x

  15. 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

  16. What is the Intrinsic Value of the Dow?

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1693–1741, Charles M. C. Lee, James Myers and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00164

  17. 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

  18. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  19. Work Ethic, Employment Contracts, and Firm Value

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 785–821, BRUCE IAN CARLIN and SIMON GERVAIS

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01449.x

  20. 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