|
"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
|
|
