Research Abstracts and Citations Search Results

384 results returned.

Title Author(s) Publication Information
"The Valuation of American Options on Multiple Assets"
Jerome Detemple

Mathematical Finance, 1997

Type: Journal article

"Valuation, Optimal Asset Allocation, and Retirement Incentives of Pension Plans"
Fernando Zapatero

Review of Financial Studies, 1997

Type: Journal article

"The Political Economy of Branching Restrictions and Deposit Insurance: A Model of Monopolistic Competition Among Small and Large Banks"
Nicholas Economides
Darius Palia

Journal of Law and Economics, 1996

Type: Journal article

"Discriminatory Versus Uniform Treasury Auctions: Evidence from When-Issued Transactions"
Kjell Nyborg

Journal of Financial Economics, 1996

Type: Journal article

"American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods"

Review of Financial Studies, 1996

Type: Journal article

"An Argument Against Hedging by Matching the Currencies of Costs and Revenues"

Journal of Applied Corporate Finance, 1996

Type: Journal article

"An Individual Level Analysis of the Mutual Fund Investment Decision"
Michael Fitzsimmons
Russ Prince

Journal of Financial Services Research, 1996

Type: Journal article

"Design and Valuation of Debt Contracts"
Ronald Anderson

Review of Financial Studies, 1996

Type: Journal article

"Estimating Security Price Derivatives Using Simulation"

Management Science, 1996

Type: Journal article

"Portfolio Choice and the Bayesian Kelly Criterion"
Ward Whitt

Advances in Applied Probability, 1996

Type: Journal article