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There are 17901 results for: content related to: Option Replication in Discrete Time with Transaction Costs

  1. Long-Lived Private Information and Imperfect Competition

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 247–270, CRAIG W. HOLDEN and AVANIDHAR SUBRAHMANYAM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03985.x

  2. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

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    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  4. The Default Risk of Swaps

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 597–620, IAN A. COOPER and ANTONIO S. MELLO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02676.x

  5. A Monte Carlo Method for Optimal Portfolios

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 401–446, Jérôme B. Detemple, Ren Garcia and Marcel Rindisbacher

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00529

  6. Trading Mechanisms in Securities Markets

    The Journal of Finance

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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  7. Is Fairly Priced Deposit Insurance Possible?

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 227–245, YUK-SHEE CHAN, STUART I. GREENBAUM and ANJAN V. THAKOR

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03984.x

  8. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  9. Risk Premia and Variance Bounds

    The Journal of Finance

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

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

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    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  11. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  12. Debt and Taxes and Uncertainty

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 637–657, STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04986.x

  13. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  14. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  15. A Variance-Ratio Test of Random Walks in Foreign Exchange Rates

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 773–785, CHRISTINA Y. LIU and JIA HE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02686.x

  16. Initial Shareholdings and Overbidding in Takeover Contests

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1491–1515, MIKE BURKART

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05186.x

  17. An Analysis of Changes in Specialist Inventories and Quotations

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1595–1628, ANANTH MADHAVAN and SEYMOUR SMIDT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05122.x

  18. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  19. Insider Trading around Dividend Announcements: Theory and Evidence

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1361–1389, KOSE JOHN and LARRY H. P. LANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04621.x

  20. Investing for the Long Run when Returns Are Predictable

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 225–264, Nicholas Barberis

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00205