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There are 28843 results for: content related to: Optimal Hedging under Intertemporally Dependent Preferences

  1. The Macroeconomics of Shadow Banking

    The Journal of Finance

    ALAN MOREIRA and ALEXI SAVOV

    Version of Record online : 28 AUG 2017, DOI: 10.1111/jofi.12540

  2. The Cross-Section of Managerial Ability, Incentives, and Risk Preferences

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1051–1098, RALPH S.J. KOIJEN

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12140

  3. Do Conglomerate Firms Allocate Resources Inefficiently Across Industries? Theory and Evidence

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 721–767, Vojislav Maksimovic and Gordon Phillips

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00440

  4. On the Positive Role of Financial Intermediation in Allocation of Venture Capital in a Market with Imperfect Information

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1543–1568, YUK-SHEE CHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03840.x

  5. The Effect of Business Risk on Corporate Capital Structure: Theory and Evidence

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1693–1715, JAYANT R. KALE, THOMAS H. NOE and GABRIEL G. RAMÌREZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04640.x

  6. THE TIME-VARIANCE RELATIONSHIP: EVIDENCE ON AUTOCORRELATION IN COMMON STOCK RETURNS

    The Journal of Finance

    Volume 32, Issue 1, March 1977, Pages: 41–55, Robert A. Schwartz and David K. Whitcomb

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03240.x

  7. Extreme Correlation of International Equity Markets

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 649–676, François Longin and Bruno Solnik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00340

  8. An Equilibrium Model of Asset Trading with Sequential Information Arrival

    The Journal of Finance

    Volume 36, Issue 1, March 1981, Pages: 143–161, ROBERT H. JENNINGS, LAURA T. STARKS and JOHN C. FELLINGHAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb03540.x

  9. INTERACTIONS OF CORPORATE FINANCING AND INVESTMENT DECISIONS—IMPLICATIONS FOR CAPITAL BUDGETING

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 1–25, Stewart C. Myers

    Version of Record online : 15 JUN 1512, DOI: 10.1111/j.1540-6261.1974.tb00021.x

  10. Option Bounds with Finite Revision Opportunities

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 301–308, PETER H. RITCHKEN and SHYANJAW KUO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03940.x

  11. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  12. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  13. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 499–547, Yacine Aït-Sahalia and Andrew W. Lo

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.215228

  14. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  15. Imperfect Competition among Informed Traders

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2117–2155, Kerry Back, C. Henry Cao and Gregory A. Willard

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  16. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  17. Do Asset Fire Sales Exist? An Empirical Investigation of Commercial Aircraft Transactions

    The Journal of Finance

    Volume 53, Issue 3, June 1998, Pages: 939–978, Todd C. Pulvino

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00040

  18. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 951–986, G. ANDREW KAROLYI and RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02713.x

  19. On the Predictability of Stock Returns: An Asset-Allocation Perspective

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 385–424, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02689.x

  20. The Effect of Inflation on Stock Prices: International Evidence

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 277–289, RICHARD A. COHN and DONALD R. LESSARD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00440.x