Research Abstracts and Citations Search Results
| Title | Author(s) | Publication Information | |
|---|---|---|---|
| "Optimal Replication of Contingent Claims Under Portfolio Constraints" |
Review of Financial Studies, 1998 Type: Journal article |
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| "A Theory of Trickle-Down Growth and Development" |
Review of Economic Studies, 1997 Type: Journal article |
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| "Percs, Decs, and Other Mandatory Convertibles" |
Journal of Applied Corporate Finance, 1997 Type: Journal article |
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| "Pricing American-Style Securities Using Simulation" |
Journal of Economic Dynamics and Control, 1997 Type: Journal article |
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| "The Valuation of American Options on Multiple Assets" |
Mathematical Finance, 1997 Type: Journal article |
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| "Valuation, Optimal Asset Allocation, and Retirement Incentives of Pension Plans" |
Review of Financial Studies, 1997 Type: Journal article |
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| "Tax Reforms and Investment: A Cross-Country Comparison" |
Journal of Public Economics, 1996 Type: Journal article |
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| "Valuation of Highly Leveraged Firms" |
Financial Analysts Journal, 1996 Type: Journal article |
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| "American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods" |
Review of Financial Studies, 1996 Type: Journal article |
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| "Estimating Security Price Derivatives Using Simulation" |
Management Science, 1996 Type: Journal article |