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There are 18893 results for: content related to: Mean-Variance Spanning

  1. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  2. Security Design

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1349–1378, ARNOUD W. A. BOOT and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04757.x

  3. Liquidity Premia and Transaction Costs

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2329–2366, BONG-GYU JANG, HYENG KEUN KOO, HONG LIU and MARK LOEWENSTEIN

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01277.x

  4. 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

  5. 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

  6. Defensive Mechanisms and Managerial Discretion

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1467–1493, RONALD GIAMMARINO, ROBERT HEINKEL and BURTON HOLLIFIELD

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01117.x

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    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  8. Managerial Preference, Asymmetric Information, and Financial Structure

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 839–862, GEORGE W. BLAZENKO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03915.x

  9. A Theory of Takeovers and Disinvestment

    The Journal of Finance

    Volume 62, Issue 2, April 2007, Pages: 809–845, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 20 MAR 2007, DOI: 10.1111/j.1540-6261.2007.01224.x

  10. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 45–85, Klaas P. Baks, Andrew Metrick and Jessica Wachter

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00319

  11. Costless Signalling in Financial Markets

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 809–822, GÜNTER FRANKE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03913.x

  12. Presidential Address, Committing to Commit: Short-term Debt When Enforcement Is Costly

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1447–1479, Douglas W. Diamond

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00669.x

  13. An Empirical Investigation of the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 35, Issue 5, December 1980, Pages: 1073–1103, RICHARD ROLL and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02197.x

  14. WELFARE ASPECTS OF OPTIONS AND SUPERSHARES

    The Journal of Finance

    Volume 33, Issue 3, June 1978, Pages: 759–776, Michael Rothschild and Nils H. Hakansson

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02017.x

  15. A Search-Based Theory of the On-the-Run Phenomenon

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1361–1398, DIMITRI VAYANOS and PIERRE-OLIVIER WEILL

    Version of Record online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01360.x

  16. Approximate Factor Structures: Interpretations and Implications for Empirical Tests

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1367–1373, MARK GRINBLATT and SHERIDAN TITMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02388.x

  17. SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION

    The Journal of Finance

    Volume 31, Issue 5, December 1976, Pages: 1341–1357, Edwin J. Elton, Martin J. Gruber and Manfred W. Padberg

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03217.x

  18. Going Public without Governance: Managerial Reputation Effects

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 615–646, Armando Gomes

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00221

  19. State-Level Business Cycles and Local Return Predictability

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1037–1096, GEORGE M. KORNIOTIS and ALOK KUMAR

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12017

  20. Equilibrium Block Trading and Asymmetric Information

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 73–94, DUANE J. SEPPI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05081.x