Research Abstracts and Citations Search Results

386 results returned.

Title Author(s) Publication Information
"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