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There are 20551 results for: content related to: A Note on Simple Criteria for Optimal Portfolio Selection

  1. Anticompetitive Financial Contracting: The Design of Financial Claims

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2109–2141, Giacinta Cestone and Lucy White

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00599

  2. A Bayesian Approach to Real Options: The Case of Distinguishing between Temporary and Permanent Shocks

    The Journal of Finance

    Volume 65, Issue 5, October 2010, Pages: 1949–1986, STEVEN R. GRENADIER and ANDREY MALENKO

    Version of Record online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01599.x

  3. Dividends and Capital Asset Prices

    The Journal of Finance

    Volume 37, Issue 4, September 1982, Pages: 1071–1086, I. G. MORGAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03599.x

  4. Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 677–697, STEPHEN P. FERRIS, ROBERT A. HAUGEN and ANIL K. MAKHIJA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04599.x

  5. Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2283–2331, JAIME CASASSUS and PIERRE COLLIN-DUFRESNE

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00799.x

  6. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  7. Costs of Equity Capital and Model Mispricing

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 67–121, Ľuboš Pástor and Robert F. Stambaugh

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00099

  8. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

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

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  9. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2345–2384, JUN PAN and KENNETH J. SINGLETON

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01399.x

  10. The Dark Side of Internal Capital Markets: Divisional Rent-Seeking and Inefficient Investment

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2537–2564, David S. Scharfstein and Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00299

  11. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 467–509, GEERT BEKAERT and ROBERT J. HODRICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04399.x

  12. The Investment Banking Contract For New Issues Under Asymmetric Information: Delegation And The Incentive Problem

    The Journal of Finance

    Volume 35, Issue 5, December 1980, Pages: 1115–1138, DAVID P. BARON and BENGT HOLMSTRÖM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02199.x

  13. A Theory of Corporate Scope and Financial Structure

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 691–709, DAVID D. LI and SHAN LI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02699.x

  14. MONETARY POLICY AND BANKING PROFITS

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 89–101, Stuart I. Greenbaum, M. Ali Mukhtar and Randall C. Merris

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03199.x

  15. LEVERAGE, DIVIDEND POLICY, AND THE COST OF CAPITAL

    The Journal of Finance

    Volume 23, Issue 1, March 1968, Pages: 85–103, Eugene F. Brigham and Myron J. Gordon

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb02999.x

  16. COMMON STOCKS AS A HEDGE AGAINST INFLATION

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 459–470, Zvi Bodie

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01899.x

  17. Relative Price Variability, Real Shocks, and the Stock Market

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 479–496, GAUTAM KAUL and H. NEJAT SEYHUN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03699.x

  18. Dynamic Maintenance of Approximations in Dominance-Based Rough Set Approach under the Variation of the Object Set

    International Journal of Intelligent Systems

    Volume 28, Issue 8, August 2013, Pages: 729–751, Shaoyong Li, Tianrui Li and Dun Liu

    Version of Record online : 29 APR 2013, DOI: 10.1002/int.21599

  19. On the Class of Elliptical Distributions and their Applications to the Theory of Portfolio Choice

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 745–752, JOEL OWEN and RAMON RABINOVITCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02499.x

  20. Matching energy of unicyclic and bicyclic graphs with a given diameter

    Complexity

    Volume 21, Issue 2, November/December 2015, Pages: 224–238, Lin Chen, Jinfeng Liu and Yongtang Shi

    Version of Record online : 30 AUG 2014, DOI: 10.1002/cplx.21599