Research Abstracts and Citations Search Results

823 results returned.

Title Author(s) Publication Information
"Optimal Replication of Contingent Claims Under Portfolio Constraints"
J. Cvitanic
M. Soner

Review of Financial Studies, 1998

Type: Journal article

"A Theory of Trickle-Down Growth and Development"
Philippe Aghion

Review of Economic Studies, 1997

Type: Journal article

"Percs, Decs, and Other Mandatory Convertibles"

Journal of Applied Corporate Finance, 1997

Type: Journal article

"Pricing American-Style Securities Using Simulation"

Journal of Economic Dynamics and Control, 1997

Type: Journal article

"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

"Tax Reforms and Investment: A Cross-Country Comparison"
Jason Cummins
Kevin Hassett

Journal of Public Economics, 1996

Type: Journal article

"Valuation of Highly Leveraged Firms"

Financial Analysts Journal, 1996

Type: Journal article

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

Review of Financial Studies, 1996

Type: Journal article

"Estimating Security Price Derivatives Using Simulation"

Management Science, 1996

Type: Journal article