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There are 2297 results for: content related to: ESTIMATION OF TIME-VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION

  1. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  2. Term Structure of Interest Rates with Regime Shifts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1997–2043, Ravi Bansal and Hao Zhou

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  3. Assessing Specification Errors in Stochastic Discount Factor Models

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 557–590, LARS PETER HANSEN and RAVI JAGANNATHAN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04813.x

  4. A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates

    The Journal of Finance

    Volume 36, Issue 4, September 1981, Pages: 769–799, JOHN C. COX, JONATHAN E. INGERSOLL JR. and STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb04884.x

  5. Valuation of the Debt Tax Shield

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2045–2073, Deen Kemsley and Doron Nissim

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00488

  6. Price Limit Performance: Evidence from the Tokyo Stock Exchange

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 885–901, KENNETH A. KIM and S. GHON RHEE

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04827.x

  7. ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 553–574, Haim Levy and Yoram Kroll

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04867.x

  8. Equilibrium Valuation of Foreign Exchange Claims

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 799–826, GURDIP S. BAKSHI and ZHIWU CHEN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04822.x

  9. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  10. Information Production and Capital Allocation: Decentralized versus Hierarchical Firms

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1891–1921, Jeremy C. Stein

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00483

  11. Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 609–633, RICHARD C. GREEN and BERNT A. ØDEGAARD

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04815.x

  12. NONHOMOGENEOUS EXPECTATIONS AND INFORMATION IN THE CAPITAL ASSET MARKET

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 575–587, Ramon Rabinovitch and Joel Owen

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04868.x

  13. MARKET RISK ADJUSTMENT IN PROJECT VALUATION

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 603–616, George M. Constantinides

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04870.x

  14. Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R2

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 591–607, F. DOUGLAS FOSTER, TOM SMITH and ROBERT E. WHALEY

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04814.x

  15. The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 827–840, T. S. HO, RICHARD C. STAPLETON and MARTI G. SUBRAHMANYAM

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04823.x

  16. Lattice Models for Pricing American Interest Rate Claims

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 719–737, ANLONG LI, PETER RITCHKEN and L. SANKARASUBRAMANIAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04802.x

  17. PORTFOLIO SELECTION IN AN ECONOMY WITH MARKETABILITY AND SHORT SALES RESTRICTIONS

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 589–601, Ney O. Brito

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04869.x

  18. Who Blinks in Volatile Markets, Individuals or Institutions?

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1923–1949, Patrick J. Dennis and Deon Strickland

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00484

  19. How Much Do Taxes Discourage Incorporation?

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 477–506, JEFFREY K. MACKIE-MASON and ROGER H. GORDON

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04810.x

  20. Survival Bias and the Equity Premium Puzzle

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1981–1995, Haitao Li and Yuewu Xu

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00486