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There are 14404 results for: content related to: Foundations of Portfolio Theory

  1. 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

  2. Rollover Risk and Market Freezes

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1177–1209, VIRAL V. ACHARYA, DOUGLAS GALE and TANJU YORULMAZER

    Version of Record online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01669.x

  3. An Equilibrium Analysis of Hedging with Liquidity Constraints, Speculation, and Government Price Subsidy in a Commodity Market

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1705–1736, Zhongquan Zhou

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00069

  4. The Valuation of Multivariate Contingent Claims in Discrete Time Models

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 207–228, R. C. STAPLETON and M. G. SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03869.x

  5. Optimal CEO Compensation with Search: Theory and Empirical Evidence

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2001–2058, MELANIE CAO and RONG WANG

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12069

  6. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  7. Corporate Reorganizations and Non-Cash Auctions

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1807–1849, Matthew Rhodes-Kropf and S. Viswanathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00269

  8. Variable Selection for Portfolio Choice

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1297–1351, Yacine AÏT-SAHALI and Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00369

  9. Equilibrium Forward Curves for Commodities

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1297–1338, Bryan R. Routledge, Duane J. Seppi and Chester S. Spatt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00248

  10. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  11. 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

  12. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  13. A Lintner Model of Payout and Managerial Rents

    The Journal of Finance

    Volume 67, Issue 5, October 2012, Pages: 1761–1810, BART M. LAMBRECHT and STEWART C. MYERS

    Version of Record online : 12 SEP 2012, DOI: 10.1111/j.1540-6261.2012.01772.x

  14. Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1449–1468, HAIM SHALIT and SHLOMO YITZHAKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04917.x

  15. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  16. Tax-Exempt Debt and the Capital Structure of Nonprofit Organizations: An Application to Hospitals

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1247–1283, GERARD J. WEDIG, MAHMUD HASSAN and MICHAEL A. MORRISEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04069.x

  17. 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

  18. Taxes, Inflation and Corporate Financial Policy

    The Journal of Finance

    Volume 39, Issue 1, March 1984, Pages: 105–126, LAWRENCE D. SCHALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03863.x

  19. Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest

    The Journal of Finance

    Volume 34, Issue 1, March 1979, Pages: 35–52, MAURICE D. LEVI and JOHN H. MAKIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02069.x

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    SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION

    The Journal of Finance

    Volume 20, Issue 4, December 1965, Pages: 587–615, John Lintner

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1965.tb02930.x