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There are 10139 results for: content related to: Empirical Performance of Alternative Option Pricing Models

  1. Measuring the Information Content of Stock Trades

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 179–207, JOEL HASBROUCK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03749.x

  2. Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 869–904, FRANCISCO GOMES and ALEXANDER MICHAELIDES

    Version of Record online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00749.x

  3. The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1653–1679, STEVEN R. GRENADIER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05221.x

  4. Endogenous Borrowing Constraints With Incomplete Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2187–2209, HAROLD H. ZHANG

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02758.x

  5. Biophysical modeling of brain tumor progression: From unconditionally stable explicit time integration to an inverse problem with parabolic PDE constraints for model calibration

    Medical Physics

    Volume 39, Issue 7, July 2012, Pages: 4444–4459, Andreas Mang, Alina Toma, Tina A. Schuetz, Stefan Becker, Thomas Eckey, Christian Mohr, Dirk Petersen and Thorsten M. Buzug

    Version of Record online : 29 JUN 2012, DOI: 10.1118/1.4722749

  6. 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

  7. International Portfolio Investment Flows

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1851–1880, MICHAEL J. BRENNAN and H. HENRY CAO

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02744.x

  8. Swap Rates and Credit Quality

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 921–949, DARRELL DUFFIE and MING HUANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02712.x

  9. Large data solutions to the viscous quantum hydrodynamic model with barrier potential

    Mathematical Methods in the Applied Sciences

    Volume 39, Issue 11, July 2016, Pages: 3016–3034, Michael Dreher and Johannes Schnur

    Version of Record online : 26 OCT 2015, DOI: 10.1002/mma.3749

  10. Adaptive joint precoding and pre-equalization with reduced complexity in massive MIMO systems

    Wireless Communications and Mobile Computing

    Du Xiong, Wei Peng, Da Chen and Tao Jiang

    Version of Record online : 14 NOV 2016, DOI: 10.1002/wcm.2749

  11. MONETARY POLICY EFFECTIVENESS: THE CASE OF A POSITIVELY SLOPED I S CURVE

    The Journal of Finance

    Volume 26, Issue 5, December 1971, Pages: 1077–1082, William L. Silber

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1971.tb01749.x

  12. An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2145–2170, BURTON HOLLIFIELD and RAMAN UPPAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02756.x

  13. Extremal Graphs for Homomorphisms II

    Journal of Graph Theory

    Volume 76, Issue 1, May 2014, Pages: 42–59, Jonathan Cutler and A.J. Radcliffe

    Version of Record online : 26 JUN 2013, DOI: 10.1002/jgt.21749

  14. The Robin problem for the scalar Oseen equation

    Mathematical Methods in the Applied Sciences

    Volume 36, Issue 16, 15 November 2013, Pages: 2237–2242, Dagmar Medková, Emma Skopin and Werner Varnhorn

    Version of Record online : 27 FEB 2013, DOI: 10.1002/mma.2749

  15. The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1605–1634, DONGCHEOL KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05190.x

  16. Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1147–1160, LUCY F. ACKERT and BRIAN F. SMITH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04749.x

  17. Asynchronous cellular automata and pattern classification

    Complexity

    Volume 21, Issue S1, September/October 2016, Pages: 370–386, Biswanath Sethi, Souvik Roy and Sukanta Das

    Version of Record online : 21 JAN 2016, DOI: 10.1002/cplx.21749

  18. Carbonate Geochemistry

    Standard Article

    Water Encyclopedia

    Kenneth F. Steele

    Published Online : 15 JUL 2005, DOI: 10.1002/047147844X.pc76

  19. Interactions of Corporate Financing and Investment Decisions: A Dynamic Framework

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1253–1277, DAVID C. MAUER and ALEXANDER J. TRIANTIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02453.x

  20. Noise Trading in Small Markets

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1537–1550, FRÉDÉRIC PALOMINO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04079.x