Search Results

There are 22202 results for: content related to: A Portfolio Approach to Estimating the Average Correlation Coefficient for the Constant Correlation Model

  1. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  2. The Foundations of Freezeout Laws in Takeovers

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1325–1344, Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00664.x

  3. You have free access to this content
    Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

  4. Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 421–449, IVO WELCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05064.x

  5. Optimal Release of Information By Firms

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1071–1094, DOUGLAS W. DIAMOND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02364.x

  6. PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES

    The Journal of Finance

    Volume 29, Issue 2, May 1974, Pages: 515–522, Christopher B. Barry

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03064.x

  7. Transactions Costs and the Theory of Portfolio Selection

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1127–1139, David Goldsmith

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01964.x

  8. The Analytics of Performance Measurement Using a Security Market Line

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 401–416, PHILIP H. DYBVIG and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04964.x

  9. You have free access to this content
    Correlation operators based on an implicitly formulated diffusion equation solved with the Chebyshev iteration

    Quarterly Journal of the Royal Meteorological Society

    Volume 142, Issue 694, January 2016 Part A, Pages: 455–471, A. T. Weaver, J. Tshimanga and A. Piacentini

    Version of Record online : 19 OCT 2015, DOI: 10.1002/qj.2664

  10. The Issue Decision of Manager-Owners under Information Asymmetry

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1245–1260, WILLIAM D. BRADFORD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04364.x

  11. On the evolutionary interplay between dispersal and local adaptation in heterogeneous environments

    Evolution

    Volume 69, Issue 6, June 2015, Pages: 1390–1405, Andrew Berdahl, Colin J. Torney, Emmanuel Schertzer and Simon A. Levin

    Version of Record online : 19 MAY 2015, DOI: 10.1111/evo.12664

  12. What is the Intrinsic Value of the Dow?

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1693–1741, Charles M. C. Lee, James Myers and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00164

  13. The wireless network jamming problem subject to protocol interference

    Networks

    Volume 67, Issue 2, March 2016, Pages: 111–125, Hugh R. Medal

    Version of Record online : 27 NOV 2015, DOI: 10.1002/net.21664

  14. Determinants of Vertical Integration: Financial Development and Contracting Costs

    The Journal of Finance

    Volume 64, Issue 3, June 2009, Pages: 1251–1290, DARON ACEMOGLU, SIMON JOHNSON and TODD MITTON

    Version of Record online : 20 MAY 2009, DOI: 10.1111/j.1540-6261.2009.01464.x

  15. Capital Requirements for Securities Firms

    The Journal of Finance

    Volume 50, Issue 3, July 1995, Pages: 821–851, ELROY DIMSON and PAUL MARSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04038.x

  16. Calculation of dose decrease in a finite phantom of a Ir192 point source

    Medical Physics

    Volume 34, Issue 10, October 2007, Pages: 3943–3950, Corinna Melchert, P. Kohr and R. Schmidt

    Version of Record online : 30 NOV 2016, DOI: 10.1118/1.2775664

  17. RISK, RETURN AND DISEQUILIBRIUM: AN APPLICATION TO CHANGES IN ACCOUNTING TECHNIQUES

    The Journal of Finance

    Volume 27, Issue 2, May 1972, Pages: 343–353, W. Scott Bauman and Ray Ball

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00964.x

  18. Filtered Stochastic Shadow Mapping Using a Layered Approach

    Computer Graphics Forum

    Volume 34, Issue 8, December 2015, Pages: 119–129, M. Andersson, J. Hasselgren, J. Munkberg and T. Akenine-Möller

    Version of Record online : 30 JUL 2015, DOI: 10.1111/cgf.12664

  19. Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 201–220, WAYNE E. FERSON, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02564.x

  20. Executive Stock Options: Early Exercise Provisions and Risk-taking Incentives

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2487–2509, NEIL BRISLEY

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01064.x