|
"An International Dynamic Asset Pricing Model"
|
David Ng
Paul Sengmueller
|
International Tax and Public Finance,
1999
Type: Journal article
|
|
|
"Strategic Experimentation"
|
Christopher Harris
|
Econometrica,
1999
Type: Journal article
|
|
|
"Beating a Moving Target: Optimal Portfolio Strategies for Outperforming a Stochastic Benchmark"
|
|
Finance and Stochastics,
1999
Type: Journal article
|
|
|
"Connecting Discrete and Continuous Path-Dependent Options"
|
Shing-Gang Kou
|
Finance and Stochastics,
1999
Type: Journal article
|
|
|
"Does Stock Price Elasticity Affect Corporate Financial Decisions?"
|
|
Journal of Financial Economics,
1999
Type: Journal article
|
|
|
"Introductory Comments: Bloomfield and O'Hara, and Flood, Huisman, Koedijk, and Mahieu"
|
|
Review of Financial Studies,
1999
Type: Journal article
|
|
|
"Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach"
|
Jerome Detemple
|
Review of Financial Studies,
1999
Type: Journal article
|
|
|
"Optimal Growth in Continuous-Time with Credit Risk"
|
|
Probability in the Engineering and Informational Sciences,
1999
Type: Journal article
|
|
|
"Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management"
|
|
Advances in Applied Probability,
1999
Type: Journal article
|
|
|
"The Risks and Rewards of Minimizing Shortfall Probability"
|
|
Journal of Portfolio Management,
1999
Type: Journal article
|
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