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There are 6309 results for: content related to: Optimal Decentralized Investment Management

  1. On independent sets in random graphs

    Random Structures & Algorithms

    Volume 47, Issue 3, October 2015, Pages: 436–486, Amin Coja-Oghlan and Charilaos Efthymiou

    Article first published online : 30 MAY 2014, DOI: 10.1002/rsa.20550

  2. Some temporal second order difference schemes for fractional wave equations

    Numerical Methods for Partial Differential Equations

    Hong Sun, Zhi-Zhong Sun and Guang-Hua Gao

    Article first published online : 21 DEC 2015, DOI: 10.1002/num.22038

  3. Two-Pass Tests of Asset Pricing Models with Useless Factors

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 203–235, Raymond Kan and Chu Zhang

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00102

  4. VALUATION, OPTIMUM INVESTMENT AND FINANCING FOR THE FIRM SUBJECT TO REGULATION

    The Journal of Finance

    Volume 30, Issue 2, May 1975, Pages: 401–425, Franco Modigliani, Edwin J. Elton, Martin J. Gruber and Zvi Lieber

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01819.x

  5. The lower tail: Poisson approximation revisited

    Random Structures & Algorithms

    Volume 48, Issue 2, March 2016, Pages: 219–246, Svante Janson and Lutz Warnke

    Article first published online : 25 JUL 2015, DOI: 10.1002/rsa.20590

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    High-order numerical solution of second-order one-dimensional hyperbolic telegraph equation using a shifted Gegenbauer pseudospectral method

    Numerical Methods for Partial Differential Equations

    Volume 32, Issue 1, January 2016, Pages: 307–349, Kareem T. Elgindy

    Article first published online : 15 JUL 2015, DOI: 10.1002/num.21996

  7. Cluster synchronization for T–S fuzzy complex networks using pinning control with probabilistic time-varying delays

    Complexity

    Volume 21, Issue 1, September/October 2015, Pages: 59–77, Rajan Rakkiyappan and Natarajan Sakthivel

    Article first published online : 14 MAY 2014, DOI: 10.1002/cplx.21543

  8. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 269–305, Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00104

  9. A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2143–2184, Harrison Hong and Jeremy C. Stein

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00184

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    Generalized vibrational perturbation theory for rotovibrational energies of linear, symmetric and asymmetric tops: Theory, approximations, and automated approaches to deal with medium-to-large molecular systems

    International Journal of Quantum Chemistry

    Volume 115, Issue 15, August 5, 2015, Pages: 948–982, Matteo Piccardo, Julien Bloino and Vincenzo Barone

    Article first published online : 10 JUN 2015, DOI: 10.1002/qua.24931

  11. Structure of random 312-avoiding permutations

    Random Structures & Algorithms

    Neal Madras and Lerna Pehlivan

    Article first published online : 8 SEP 2015, DOI: 10.1002/rsa.20601

  12. The backward euler anisotropic a posteriori error analysis for parabolic integro-differential equations

    Numerical Methods for Partial Differential Equations

    Gujji Murali Mohan Reddy and Rajen Kumar Sinha

    Article first published online : 21 JAN 2016, DOI: 10.1002/num.22049

  13. The Dynamics of Discrete Bid and Ask Quotes

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2109–2142, Joel Hasbrouck

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00183

  14. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Article first published online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  15. Finite element approximation of a phase field model arising in nanostructure patterning

    Numerical Methods for Partial Differential Equations

    Volume 31, Issue 6, November 2015, Pages: 1890–1924, Robert Nürnberg and Edward J. W. Tucker

    Article first published online : 13 MAY 2015, DOI: 10.1002/num.21972

  16. Expansion planning for waste-to-energy systems using waste forecast prediction sets

    Naval Research Logistics (NRL)

    Shuming Wang, Tsan Sheng Ng and Manyu Wong

    Article first published online : 21 JAN 2016, DOI: 10.1002/nav.21676

  17. LONG-TERM GROWTH IN A SHORT-TERM MARKET

    The Journal of Finance

    Volume 29, Issue 3, June 1974, Pages: 857–885, Eugene F. Fama and James D. MacBeth

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb01488.x

  18. Clairvoyant embedding in one dimension

    Random Structures & Algorithms

    Volume 47, Issue 3, October 2015, Pages: 520–560, Peter Gács

    Article first published online : 13 JUN 2014, DOI: 10.1002/rsa.20551

  19. Estimation and Evaluation of Conditional Asset Pricing Models

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 873–909, STEFAN NAGEL and KENNETH J. SINGLETON

    Article first published online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01654.x

  20. Cross-Asset Speculation in Stock Markets

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2385–2427, DAN BERNHARDT and BART TAUB

    Article first published online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01400.x