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There are 50752 results for: content related to: The Equilibrium Valuation of Risky Discrete Cash Flows in Continuous Time

  1. Some Empirical Estimates of the Risk Structure of Interest Rates

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1351–1360, ODED SARIG and ARTHUR WARGA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02657.x

  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

    Article first published online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01599.x

  3. Lease Valuation When Taxable Earnings Are a Scarce Resource

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 987–1005, JULIAN R. FRANKS and STEWART D. HODGES

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03923.x

  4. Changes in Expected Security Returns, Risk, and the Level of Interest Rates

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1191–1217, WAYNE E. FERSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02650.x

  5. 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

  6. A Generalized Cash Flow Approach to Short-Term Financial Decisions

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 349–360, GERALD A. POGUE, WILLIAM L. SARTORIS and NED C. HILL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02240.x

  7. Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 1–17, STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02401.x

  8. Notes on Multiperiod Valuation and the Pricing of Options: A Comment

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 303–308, R. C. STAPLETON and M. G. SUBRAHMANYAM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03882.x

  9. AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE-BACKED SECURITIES

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 613–623, LEE WAKEMAN, KENNETH B. DUNN and KENNETH J. SINGLETON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02273.x

  10. Taxes and the Pricing of Stock Index Futures

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 675–694, BRADFORD CORNELL and KENNETH R. FRENCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02496.x

  11. Primes and Scores: An Essay on Market Imperfections

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1263–1287, ROBERT A. JARROW and MAUREEN O'HARA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02653.x

  12. Market Incompleteness and Divergences Between Forward and Futures Interest Rates

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 221–234, EDWARD J. KANE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02150.x

  13. Cash Holdings and Corporate Diversification

    The Journal of Finance

    Volume 65, Issue 3, June 2010, Pages: 955–992, RAN DUCHIN

    Article first published online : 7 MAY 2010, DOI: 10.1111/j.1540-6261.2010.01558.x

  14. An Alternative Testable Form of the Consumption CAPM

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 61–70, HOSSEIN B. KAZEMI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02588.x

  15. The Interaction of Financing and Investment Decisions When the Firm has Unused Tax Credits

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 571–583, WILBUR G. LEWELLEN, IAN COOPER and JULIAN R. FRANKS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02267.x

  16. The Effect of Risk on the Firm's Optimal Capital Stock: A Note

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1279–1284, KEVIN J. MALONEY, WILLIAM J. MARSHALL and JESS B. YAWITZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02296.x

  17. A Multiperiod Asset-Pricing Model with Unobservable Market Portfolio: A Note

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 1015–1024, HOSSEIN B. KAZEMI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02619.x

  18. The Puzzle of Financial Leverage Clienteles

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1459–1467, ODED SARIG and JAMES SCOTT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02394.x

  19. On the Relevance of Debt Maturity Structure

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1423–1437, IVAN E. BRICK and S. ABRAHAM RAVID

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02392.x

  20. A Theory of Noise Trading in Securities Markets

    The Journal of Finance

    Volume 43, Issue 1, March 1988, Pages: 83–95, BRETT TRUEMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02590.x