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There are 16332 results for: content related to: Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification

  1. 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

  2. Equilibrium in a Dynamic Limit Order Market

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2149–2192, RONALD L. GOETTLER, CHRISTINE A. PARLOUR and UDAY RAJAN

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00795.x

  3. Market Structure, Internal Capital Markets, and the Boundaries of the Firm

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 2703–2736, RICHMOND D. MATHEWS and DAVID T. ROBINSON

    Version of Record online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01395.x

  4. Counterparty Risk and the Pricing of Defaultable Securities

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1765–1799, Robert A. Jarrow and Fan Yu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  5. Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 579–611, MARCO PAGANO and AILSA RÖELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02695.x

  6. Some Results in the Theory of Arbitrage Pricing

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1021–1039, JONATHAN E. INGERSOLL JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03890.x

  7. Do Credit Spreads Reflect Stationary Leverage Ratios?

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1929–1957, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00395

  8. 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

  9. Tails, Fears, and Risk Premia

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2165–2211, TIM BOLLERSLEV and VIKTOR TODOROV

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01695.x

  10. 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

  11. A Theoretic Framework for the Analysis of Credit Union Decision Making

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1155–1168, DONALD J. SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03899.x

  12. 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

  13. 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

  14. Frailty Correlated Default

    The Journal of Finance

    Volume 64, Issue 5, October 2009, Pages: 2089–2123, DARRELL DUFFIE, ANDREAS ECKNER, GUILLAUME HOREL and LEANDRO SAITA

    Version of Record online : 28 SEP 2009, DOI: 10.1111/j.1540-6261.2009.01495.x

  15. Imperfect Competition among Informed Traders

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2117–2155, Kerry Back, C. Henry Cao and Gregory A. Willard

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  16. 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

  17. 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

  18. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  19. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  20. 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