1.
A Model of Credit Risk, Optimal Policies, and Asset Prices
Number of pages: 45
Posted: 21 Mar 2001
Working Paper Series
London Business School and New York University (NYU) - Department of Finance
There are 5 versions of this paper
A Model of Credit Risk, Optimal Policies, and Asset Prices
Number of pages: 45
Posted: 21 Mar 2001
Downloads
4,431
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. FIN-03-047
Number of pages: 46
Posted: 11 Nov 2008
Downloads
98
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. S-CDM-03-20
Number of pages: 46
Posted: 05 Nov 2008
Downloads
79
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. FIN-00-029
Number of pages: 41
Posted: 04 Nov 2008
Downloads
62
A Model of Credit Risk, Optimal Policies and Asset Prices
Number of pages: 43
Posted: 31 Jul 2002
Downloads
32
Downloads
4,431
2.
A Comparative Study of Portfolio Insurance
London Business School Working Paper IFA 344
Number of pages: 24
Posted: 22 Dec 2001
Working Paper Series
London Business School
Downloads
4,094
3.
Credit Cards and Inflation
Cowles Foundation Discussion Paper No. 1709
Number of pages: 51
Posted: 18 Jun 2009
Working Paper Series
Yale University and SUNY Stony Brook - Center for Game Theory in Economics
Downloads
2,451
4.
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
Number of pages: 32
Posted: 16 Sep 2000
Working Paper Series
London Business School and London Business School
There are 3 versions of this paper
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
Number of pages: 32
Posted: 16 Sep 2000
Downloads
2,096
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
Number of pages: 35
Posted: 13 Aug 2002
Downloads
25
Downloads
2,096
5.
Liquidity as an Investment Style
Financial Analysts Journal, Vol. 69, No. 3, 2013
Number of pages: 34
Posted: 24 Apr 2011
Last Revised: 24 May 2013
Accepted Paper Series
Yale School of Management, University of Hong Kong, Faculty of Business Economics (HKU Business School), Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC
Downloads
1,795
6.
Incomplete Markets and Volatility
Number of pages: 46
Posted: 25 Sep 1998
Working Paper Series
EDHEC Business School - Department of Economics & Finance
Downloads
1,660
7.
Price, Wage, and Fixed Commission in On-Demand Matching
Number of pages: 77
Posted: 10 Apr 2017
Last Revised: 01 Sep 2020
Working Paper Series
University of Toronto - Rotman School of Management and McMaster University - Michael G. DeGroote School of Business
Downloads
1,639
8.
CAPM Equilibria with Prospect Theory Preferences
Number of pages: 26
Posted: 21 Jul 2003
Last Revised: 06 Aug 2012
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads
1,491
9.
Integration vs. Outsourcing in Industry Equilibrium
Number of pages: 52
Posted: 03 Jun 2001
Working Paper Series
Princeton University - Princeton School of Public and International Affairs and Harvard University - Department of Economics
Downloads
1,378
10.
Aggregation, Dividend Irrelevancy, and Earnings-Value Relations
Contemporary Accounting Research, Vol. 22, No. 2, pp. 453-480, Summer 2005
Number of pages: 47
Posted: 17 Feb 2005
Accepted Paper Series
Independent
Downloads
1,344
11.
Downloads
1,267
12.
Technological Improvements and Comparative Advantage Reconsidered
PIER Working Paper No. 06-023
Number of pages: 11
Posted: 29 Sep 2006
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads
1,205
13.
Disagreement about Inflation and the Yield Curve
Journal of Financial Economics (JFE), December 2016, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 139
Posted: 26 Mar 2012
Last Revised: 11 Aug 2020
Accepted Paper Series
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department
There are 2 versions of this paper
Disagreement about Inflation and the Yield Curve
Journal of Financial Economics (JFE), December 2016, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 139
Posted: 26 Mar 2012
Last Revised: 11 Aug 2020
Downloads
1,102
Disagreement About Inflation and the Yield Curve
Banco de Espana Working Paper No. 1532
Posted: 22 Nov 2015
Downloads
1,102
14.
Social Media as an Innovation - The Case of Twitter
Number of pages: 38
Posted: 04 Mar 2010
Last Revised: 22 Oct 2014
Working Paper Series
University of Texas at Austin - Department of Information, Risk and Operations Management and University of Rochester - Simon Business School
Downloads
1,044
15.
Ricardo Meets China, India and U.S. Three Hundred Years Later
PIER Working Paper No. 09-015
Number of pages: 36
Posted: 24 Apr 2009
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads
971
16.
An Equilibrium Model of Investment Under Uncertainty
Haas School of Business Working Paper, 2002
Number of pages: 57
Posted: 21 Jan 2003
Working Paper Series
Simon Business School, University of Rochester
There are 2 versions of this paper
An Equilibrium Model of Investment Under Uncertainty
Haas School of Business Working Paper, 2002
Number of pages: 57
Posted: 21 Jan 2003
Downloads
965
An Equilibrium Model of Investment under Uncertainty
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1461-1502, 2007
Posted: 25 Jun 2008
Downloads
965
17.
Globalization and the Open Economy
North American Journal of Economics and Finance, Vol. 8, No. 1, pp. 71-79, 1997
Number of pages: 9
Posted: 18 May 2006
Accepted Paper Series
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads
961
18.
Using Accounting Information for Consumption Planning and Equity Valuation
Number of pages: 36
Posted: 31 Aug 2006
Working Paper Series
Independent
There are 2 versions of this paper
Using Accounting Information for Consumption Planning and Equity Valuation
Number of pages: 36
Posted: 31 Aug 2006
Downloads
850
Using Accounting Information for Consumption Planning and Equity Valuation
Review of Accounting Studies, Vol. 12, No. 2-3, pp. 227-256, September 2007
Posted: 26 Feb 2007
Downloads
850
19.
By Force of Nature: Explaining the Yield Spread on Catastrophe Bonds
Number of pages: 43
Posted: 14 Jan 2008
Last Revised: 30 Mar 2010
Working Paper Series
University of Pennsylvania - Finance Department
Downloads
845
20.
Market Selection
AFA 2009 San Francisco Meetings Paper
Number of pages: 54
Posted: 25 Mar 2008
Last Revised: 16 Nov 2016
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington
There are 3 versions of this paper
Market Selection
AFA 2009 San Francisco Meetings Paper
Number of pages: 54
Posted: 25 Mar 2008
Last Revised: 16 Nov 2016
Downloads
827
Market Selection
NBER Working Paper No. w15189
Number of pages: 41
Posted: 04 Aug 2009
Last Revised: 02 Jan 2022
Downloads
85
Downloads
81
Downloads
827
21.
Market Demand Functions in the CAPM
Number of pages: 15
Posted: 01 Feb 1997
Working Paper Series
Paris School of Economics (PSE), University of Zurich - Department of Banking and Finance and Freie Universität Berlin
Downloads
784
22.
Risk Premia and Volatilities in a Nonlinear Term Structure Model
Review of Finance, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74
Posted: 01 Apr 2013
Last Revised: 02 Sep 2020
Accepted Paper Series
Copenhagen Business School, Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department
Downloads
745
23.
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
Number of pages: 32
Posted: 13 Aug 2003
Last Revised: 15 May 2011
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
There are 2 versions of this paper
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
Number of pages: 32
Posted: 13 Aug 2003
Last Revised: 15 May 2011
Downloads
741
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
European Financial Management, Vol. 18, Issue 2, pp. 163-182, 2012
Number of pages: 20
Posted: 17 Mar 2012
Downloads
741
24.
A Dynamic Model with Import Quota Constraints
Number of pages: 41
Posted: 05 Mar 2002
Last Revised: 27 Dec 2021
Working Paper Series
London Business School and London Business School
There are 2 versions of this paper
A Dynamic Model with Import Quota Constraints
Number of pages: 41
Posted: 05 Mar 2002
Last Revised: 27 Dec 2021
Downloads
730
Downloads
730
25.
Dynamic Efficiency, the Riskless Rate and Debt Ponzi Games Under Uncertainty
Number of pages: 22
Posted: 17 Nov 2001
Working Paper Series
National Bureau of Economic Research (NBER)Peter G. Peterson Institute for International Economics and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
There are 2 versions of this paper
Dynamic Efficiency, the Riskless Rate and Debt Ponzi Games Under Uncertainty
Number of pages: 22
Posted: 17 Nov 2001
Downloads
719
Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games Under Uncertainty
NBER Working Paper No. w3992
Number of pages: 21
Posted: 12 Apr 2004
Last Revised: 29 Nov 2021
Downloads
54
Downloads
719
26.
Multiplicity in General Financial Equilibrium with Portfolio Constraints
PIER Working Paper No. 06-012
Number of pages: 35
Posted: 27 Mar 2006
Working Paper Series
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
There are 3 versions of this paper
Multiplicity in General Financial Equilibrium with Portfolio Constraints
PIER Working Paper No. 06-012
Number of pages: 35
Posted: 27 Mar 2006
Downloads
691
Multiplicity in General Financial Equilibrium with Portfolio Constraints
Number of pages: 38
Posted: 11 Oct 2006
Downloads
14
Multiplicity in General Financial Equilibrium with Portfolio Constraints
Journal of Economic Theory, Forthcoming
Posted: 21 Aug 2006
Downloads
691
27.
Asset Pricing with Matrix Jump Diffusions
Number of pages: 57
Posted: 27 Sep 2008
Last Revised: 18 Jan 2021
Working Paper Series
University of Zurich and Swiss Finance Institute
There are 2 versions of this paper
Asset Pricing with Matrix Jump Diffusions
Number of pages: 57
Posted: 27 Sep 2008
Last Revised: 18 Jan 2021
Downloads
690
Downloads
690
28.
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets
Caltech HSS Working Paper
Number of pages: 48
Posted: 03 Oct 2000
Working Paper Series
University of Melbourne - Department of Finance and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads
678
29.
Economic Linkages, Relative Scarcity, and Commodity Futures Returns
Number of pages: 50
Posted: 26 Nov 2008
Last Revised: 31 Mar 2020
Working Paper Series
Pontificia Universidad Catolica de Chile, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads
676
30.
Asset Prices with Heterogeneity in Preferences and Beliefs
AFA 2010 Atlanta Meetings Paper
Number of pages: 71
Posted: 19 Mar 2009
Last Revised: 08 Jan 2015
Working Paper Series
Imperial College Business School and EDHEC Business School
There are 2 versions of this paper
Asset Prices with Heterogeneity in Preferences and Beliefs
AFA 2010 Atlanta Meetings Paper
Number of pages: 71
Posted: 19 Mar 2009
Last Revised: 08 Jan 2015
Downloads
631
Asset Prices with Heterogeneity in Preferences and Beliefs
Number of pages: 78
Posted: 08 May 2013
Downloads
5
Downloads
631
31.
If You're so Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
Number of pages: 39
Posted: 27 Sep 2001
Working Paper Series
Cornell University - Department of Economics and Cornell University - Department of Economics
Downloads
608
32.
The Systemic Effects of Benchmarking
Number of pages: 53
Posted: 20 Aug 2015
Last Revised: 31 Jan 2019
Working Paper Series
Florida International University (FIU) - College of Business, Boston University - Department of Finance & Economics and Santa Clara University - Department of Finance
Downloads
607
33.
Heterogeneous Beliefs, Option Prices, and Volatility Smiles
Number of pages: 51
Posted: 12 Jun 2006
Last Revised: 25 Oct 2018
Working Paper Series
City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads
604
34.
Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns
Stern School of Business New York University
Number of pages: 47
Posted: 19 Aug 2000
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads
570
35.
The Co-evolution of Capabilities and Transaction Costs: Explaining the Institutional Structure of Production
Strategic Management Journal, Forthcoming
Number of pages: 38
Posted: 21 May 2005
Accepted Paper Series
London Business School and University of Pennsylvania - Management Department
Downloads
563
36.
Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
Swiss Finance Institute Research Paper No. 07-05
Number of pages: 64
Posted: 08 May 2007
Working Paper Series
University of Melbourne - Department of Finance, California Institute of Technology - Division of the Humanities and Social Sciences and University of California, Los Angeles (UCLA) - Department of Economics
Downloads
551
37.
Tracing the Development of a Conceptual Framework of Accounting a Western European and North American Linkage: A Partial Examination
Academy of Accounting Historians Working Paper No. 40
Number of pages: 36
Posted: 15 Apr 2005
Working Paper Series
Canisius College - Department of Accounting
Downloads
537
38.
Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies
Number of pages: 50
Posted: 20 Mar 2005
Last Revised: 01 Jul 2011
Working Paper Series
Pontificia Universidad Catolica de Chile, Ecole Polytechnique Fédérale de Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads
532
39.
Equilibrium Value and Size Premia
AFA 2006 Boston Meetings Paper
Number of pages: 85
Posted: 24 Mar 2005
Last Revised: 27 Feb 2020
Working Paper Series
Pacific Investment Management Company - PIMCO
Downloads
506
40.
Lezioni di Teoria del Puro Scambio (Lecture Notes on Pure Exchange Theory)
Number of pages: 11
Posted: 16 Nov 2014
Last Revised: 20 Nov 2014
Working Paper Series
University of Rome Sapienza
Downloads
492
41.
The Future of Direct Finance: The Diverging Paths of Peer-to-Peer Lending and Kickstarter
50 Wake Forest Law Review, Forthcoming, Columbia Law and Economics Working Paper No. 520
Number of pages: 40
Posted: 21 Sep 2015
Working Paper Series
Columbia Law School
Downloads
492
42.
Stochastic Tastes and Money in a Neo-Keynesian Economy
Zurich IEER Working Paper No. 88
Number of pages: 21
Posted: 17 Oct 2001
Working Paper Series
University of Manchester - Department of Economics
Downloads
467
43.
The Architecture and Design of Organizational Capabilities
Advanced Institute of Management Research Paper No. 039
Number of pages: 27
Posted: 28 Dec 2005
Working Paper Series
London Business School
Downloads
459
44.
The Effect of Car Sharing on Car Sales
Number of pages: 50
Posted: 26 Jun 2018
Working Paper Series
Bocconi University - Department of Economics
Downloads
446
45.
From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation
Number of pages: 63
Posted: 25 Jul 2000
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads
444
46.
A Note on Wealth Effect under CARA Utility
Finance Research Letters, Forthcoming
Number of pages: 15
Posted: 01 Mar 2009
Last Revised: 10 May 2010
Working Paper Series
HSE University, International College of Economics and Finance (ICEF) and INSEADCologne Business School
Downloads
426
47.
Existence and Uniqueness of Recursive Equilibria With Aggregate and Idiosyncratic Risk
Number of pages: 53
Posted: 10 Oct 2018
Last Revised: 16 Feb 2021
Working Paper Series
University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads
389
48.
Commodity Prices and the Option Value of Storage
Number of pages: 30
Posted: 01 Aug 2007
Last Revised: 14 Nov 2014
Working Paper Series
Victoria University of Wellington - New Zealand Institute for Study of Competition and Regulation Inc. (ISCR) and Victoria University of Wellington - School of Economics & Finance
Downloads
370
49.
Are All Technological Improvements Beneficial? Absolutely Not
PIER Working Paper No. 13-027
Number of pages: 39
Posted: 20 Jun 2013
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads
368
50.
Asset Pricing Implications of Demographic Change
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 94
Posted: 11 May 2011
Last Revised: 12 Oct 2018
Working Paper Series
The University of Hong Kong
Downloads
363
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