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There are 18856 results for: content related to: The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

  1. 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

  2. The Term Structure of Real Rates and Expected Inflation

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 797–849, ANDREW ANG, GEERT BEKAERT and MIN WEI

    Article first published online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01332.x

  3. Are Momentum Profits Robust to Trading Costs?

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1039–1082, Robert A. Korajczyk and Ronnie Sadka

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00656.x

  4. 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

  5. Informed Trading When Information Becomes Stale

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 339–390, Dan Bernhardt and Jianjun Miao

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00635.x

  6. Asset Pricing Implications of Nonconvex Adjustment Costs and Irreversibility of Investment

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 139–170, ILAN COOPER

    Article first published online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00832.x

  7. Diversification as a Public Good: Community Effects in Portfolio Choice

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1677–1716, Peter M. Demarzo, Ron Kaniel and Ilan Kremer

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00676.x

  8. Bank and Nonbank Financial Intermediation

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2489–2529, PHILIP BOND

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00707.x

  9. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1743–1776, Michael J. Brennan, Ashley W. Wang and Yihong Xia

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00678.x

  10. Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 65–105, Art Durnev, Randall Morck and Bernard Yeung

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00627.x

  11. Investment–Cash Flow Sensitivities: Constrained versus Unconstrained Firms

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2061–2092, NATHALIE MOYEN

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00692.x

  12. Option-Implied Risk Aversion Estimates

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 407–446, Robert R. Bliss and Nikolaos Panigirtzoglou

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00637.x

  13. Market Valuation and Merger Waves

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2685–2718, MATTHEW RHODES-KROPF and S. VISWANATHAN

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00713.x

  14. How to Discount Cashflows with Time-Varying Expected Returns

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2745–2783, ANDREW ANG and JUN LIU

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00715.x

  15. Monitoring and Controlling Bank Risk: Does Risky Debt Help?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 343–378, C. N. V. KRISHNAN, P. H. RITCHKEN and J. B. THOMSON

    Article first published online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00732.x

  16. Moral Hazard and Optimal Subsidiary Structure for Financial Institutions

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2531–2575, CHARLES KAHN and ANDREW WINTON

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00708.x

  17. Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2577–2603, MURRAY CARLSON, ADLAI FISHER and RON GIAMMARINO

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00709.x

  18. Risk-Neutral Parameter Shifts and Derivatives Pricing in Discrete Time

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2375–2402, MARK SCHRODER

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00702.x

  19. Forecast Dispersion and the Cross Section of Expected Returns

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 1957–1978, TIMOTHY C. JOHNSON

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00688.x

  20. Systemic Risk and International Portfolio Choice

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2809–2834, SANJIV RANJAN DAS and RAMAN UPPAL

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00717.x