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There are 169476 results for: content related to: A Theoretical Analysis of Real Estate Returns

  1. Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 203–240, DION BONGAERTS, FRANK DE JONG and JOOST DRIESSEN

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01630.x

  2. Consumption and Hedging in Oil-Importing Developing Countries

    European Financial Management

    Volume 18, Issue 5, November 2012, Pages: 896–928, Felipe Aldunate and Jaime Casassus

    Article first published online : 9 MAR 2011, DOI: 10.1111/j.1468-036X.2011.00585.x

  3. Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 205–246, Yihong Xia

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00323

  4. Market Price of Risk: A Comparison among the United States, United Kingdom, Australia and Japan

    International Review of Finance

    Volume 9, Issue 4, December 2009, Pages: 405–429, KENT WANG

    Article first published online : 2 DEC 2009, DOI: 10.1111/j.1468-2443.2009.01098.x

  5. Correlation Risk and Optimal Portfolio Choice

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 393–420, ANDREA BURASCHI, PAOLO PORCHIA and FABIO TROJANI

    Article first published online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01533.x

  6. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 1–49, JOHN H. COCHRANE

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  7. Commodity Futures and Strategic Asset Allocation

    Alternative Investments: Instruments, Performance, Benchmarks, and Strategies

    Yongyang Su, Marco C. K. Lau, Frankie Chau, Pages: 399–418, 2013

    Published Online : 2 APR 2013, DOI: 10.1002/9781118656501.ch20

  8. Information Quality and Long-Run Risk: Asset Pricing Implications

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1333–1367, HENGJIE AI

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01572.x

  9. Asset Allocation and Consumption Choices of the Representative Agent with External Habit Formation

    Asia-Pacific Journal of Financial Studies

    Volume 40, Issue 6, December 2011, Pages: 889–926, Wonnho Choi

    Article first published online : 6 DEC 2011, DOI: 10.1111/j.2041-6156.2011.01061.x

  10. The Effect of Information Quality on Optimal Portfolio Choice

    Financial Review

    Volume 41, Issue 2, May 2006, Pages: 157–185, Frederik Lundtofte

    Article first published online : 11 APR 2006, DOI: 10.1111/j.1540-6288.2006.00137.x

  11. Hedging with futures in an intertemporal portfolio context

    Journal of Futures Markets

    Volume 8, Issue 3, June 1988, Pages: 249–269, Michael Adler and Jerome Detemple

    Article first published online : 27 DEC 2006, DOI: 10.1002/fut.3990080302

  12. Hedging Strategies for Grain Processors

    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie

    Volume 54, Issue 2, June 2006, Pages: 311–326, William W. Wilson, William E. Nganje and Robert Wagner

    Article first published online : 25 APR 2006, DOI: 10.1111/j.1744-7976.2006.00051.x

  13. The Demand for Hedging with Futures and Options

    Journal of Futures Markets

    Volume 21, Issue 8, August 2001, Pages: 693–712, Darren L. Frechette

    Article first published online : 7 JUN 2001, DOI: 10.1002/fut.1801

  14. On the Optimal Hedge of a Nontraded Cash Position

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 143–153, MICHAEL ADLER and JÉRÔME B. DETEMPLE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02594.x

  15. Uncovering the Risk–Return Relation in the Stock Market

    The Journal of Finance

    Volume 61, Issue 3, June 2006, Pages: 1433–1463, HUI GUO and ROBERT F. WHITELAW

    Article first published online : 16 MAY 2006, DOI: 10.1111/j.1540-6261.2006.00877.x

  16. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, René Garcia and Marcel Rindisbacher

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  17. The role of asymmetric information among investors in the foreign exchange market

    International Journal of Finance & Economics

    Volume 13, Issue 4, October 2008, Pages: 368–385, Esen Onur

    Article first published online : 5 JUN 2008, DOI: 10.1002/ijfe.367

  18. EVIDENCE ON THE EXISTENCE OF COMMON STOCK INFLATION HEDGES

    Journal of Financial Research

    Volume 6, Issue 4, Winter 1983, Pages: 301–312, Victor L Bernard and Thomas J. Frecka

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1983.tb00340.x

  19. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  20. Incentives and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2819–2870, ANDREA BURASCHI, ROBERT KOSOWSKI and WORRAWAT SRITRAKUL

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12167