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There are 19195 results for: content related to: Price Convexity and Skewness

  1. NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

    Mathematical Finance

    Volume 16, Issue 3, July 2006, Pages: 569–582, Paolo Guasoni

    Article first published online : 15 JUN 2006, DOI: 10.1111/j.1467-9965.2006.00283.x

  2. Rollover Risk and Credit Risk

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 391–430, ZHIGUO HE and WEI XIONG

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01721.x

  3. Information Quality and Long-Run Risk: Asset Pricing Implications

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1333–1367, HENGJIE AI

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01572.x

  4. Tails, Fears, and Risk Premia

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2165–2211, TIM BOLLERSLEV and VIKTOR TODOROV

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01695.x

  5. Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 289–338, Hong Liu

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00634.x

  6. Uncertainty about Government Policy and Stock Prices

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1219–1264, L̆UBOS̆ PÁSTOR and PIETRO VERONESI

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01746.x

  7. Judging Fund Managers by the Company They Keep

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1057–1096, RANDOLPH B. COHEN, JOSHUA D. COVAL and ĽUBOŠ PÁSTOR

    Article first published online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00756.x

  8. Work Ethic, Employment Contracts, and Firm Value

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 785–821, BRUCE IAN CARLIN and SIMON GERVAIS

    Article first published online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01449.x

  9. Financial Constraints, Competition, and Hedging in Industry Equilibrium

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2445–2473, TIM ADAM, SUDIPTO DASGUPTA and SHERIDAN TITMAN

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01280.x

  10. Security Design with Investor Private Information

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2587–2632, ULF AXELSON

    Article first published online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01287.x

  11. Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 2859–2897, ĽUBOŠ PÁSTOR, MEENAKSHI SINHA and BHASKARAN SWAMINATHAN

    Article first published online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01415.x

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    Are Stocks Really Less Volatile in the Long Run?

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 431–478, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01722.x

  13. A frequency-domain formulation of MCE method for multi-axial random loadings

    Fatigue & Fracture of Engineering Materials & Structures

    Volume 31, Issue 11, November 2008, Pages: 937–948, D. BENASCIUTTI and A. CRISTOFORI

    Article first published online : 27 NOV 2008, DOI: 10.1111/j.1460-2695.2008.01283.x

  14. You have free access to this content
    Information Disclosure and Corporate Governance

    The Journal of Finance

    Volume 67, Issue 1, February 2012, Pages: 195–233, BENJAMIN E. HERMALIN and MICHAEL S. WEISBACH

    Article first published online : 17 JAN 2012, DOI: 10.1111/j.1540-6261.2011.01710.x

  15. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2345–2384, JUN PAN and KENNETH J. SINGLETON

    Article first published online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01399.x

  16. Rational Inattention and Portfolio Selection

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1999–2040, LIXIN HUANG and HONG LIU

    Article first published online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01263.x

  17. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 179–216, LAURENT BARRAS, OLIVIER SCAILLET and RUSS WERMERS

    Article first published online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01527.x

  18. Generalized Disappointment Aversion and Asset Prices

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1303–1332, BRYAN R. ROUTLEDGE and STANLEY E. ZIN

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01571.x

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    EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK

    The Journal of Finance

    Volume 25, Issue 2, May 1970, Pages: 383–417, Eugene F. Fama

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00518.x

  20. Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 999–1037, Robert M. Dammon, Chester S. Spatt and Harold H. Zhang

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00655.x