Viewing: 1 - 38 of 38 papers
1.
Valuing Interest Rate Swaps Using OIS Discounting
Boston U. School of Management Research Paper No. 2012-11
Number of pages: 26
Posted: 09 Apr 2012
Last Revised: 12 Jul 2012
Working Paper Series
Boston University - Department of Finance & Economics
Downloads
6,651
2.
Agency Conflicts, Investment, and Asset Pricing
Journal of Finance, Vol. 63, 2008, Boston University Questrom School of Business Research Paper No. 2009-3, ECGI - Finance Working Paper No. 167/2007
Number of pages: 71
Posted: 31 Dec 2004
Last Revised: 07 Jun 2017
Accepted Paper Series
Boston College, Carroll School of Management and Columbia Business School - Finance and Economics
There are 3 versions of this paper
Agency Conflicts, Investment, and Asset Pricing
Journal of Finance, Vol. 63, 2008, Boston University Questrom School of Business Research Paper No. 2009-3, ECGI - Finance Working Paper No. 167/2007
Number of pages: 71
Posted: 31 Dec 2004
Last Revised: 07 Jun 2017
Downloads
963
Agency Conflicts, Investment, and Asset Pricing
NBER Working Paper No. w13251
Number of pages: 73
Posted: 13 Jul 2007
Last Revised: 17 Sep 2010
Downloads
27
Agency Conflicts, Investment and Asset Pricing
CEPR Discussion Paper No. 4955
Number of pages: 62
Posted: 27 Jul 2005
Downloads
24
Downloads
963
3.
Understanding Investor Sentiment: The Case of Soccer
Financial Management, Vol. 40, pp. 357-380, 2011
Number of pages: 50
Posted: 17 Feb 2009
Last Revised: 12 Nov 2013
Accepted Paper Series
University of Miami - School of Business Administration and Boston University
There are 3 versions of this paper
Understanding Investor Sentiment: The Case of Soccer
Financial Management, Vol. 40, pp. 357-380, 2011
Number of pages: 50
Posted: 17 Feb 2009
Last Revised: 12 Nov 2013
Downloads
841
Downloads
841
4.
Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth
Boston U. School of Management Research Paper No. 2011-8
Number of pages: 33
Posted: 04 Mar 2011
Last Revised: 21 Nov 2013
Working Paper Series
Boston University - Department of Finance & Economics and Amundi Asset Management
There are 2 versions of this paper
Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth
Boston U. School of Management Research Paper No. 2011-8
Number of pages: 33
Posted: 04 Mar 2011
Last Revised: 21 Nov 2013
Downloads
835
Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth
Journal Of Investment Management (JOIM), First Quarter 2014
Posted: 06 Mar 2015
Downloads
835
5.
Recognition versus Disclosure of Fair Values
The Accounting Review, Forthcoming, Boston U. School of Management Research Paper No. 2013-13
Number of pages: 55
Posted: 04 Dec 2013
Last Revised: 17 Jan 2015
Accepted Paper Series
WHU - Otto Beisheim School of Management, Boston University - Questrom School of Business and Ludwig-Maximilians-Universitaet (LMU) Munich
Downloads
640
6.
Portfolio Choice with Transaction Costs: A User's Guide
Boston U. School of Management Research Paper No. 2012-22
Number of pages: 26
Posted: 01 Aug 2012
Last Revised: 21 Aug 2012
Working Paper Series
Boston University - Department of Mathematics and Statistics and Carnegie Mellon University - Department of Mathematical Sciences
Downloads
490
7.
Dynamic Trading Volume
Boston U. School of Management Research Paper No. 2012-28
Number of pages: 36
Posted: 03 Oct 2012
Last Revised: 13 Dec 2014
Working Paper Series
Boston University - Department of Mathematics and Statistics and Dublin City University - School of Mathematical Sciences
Downloads
473
8.
Private Information and Bargaining Power in Venture Capital Financing
Journal of Economics and Management Strategy, Forthcoming
Number of pages: 46
Posted: 04 Mar 2008
Last Revised: 07 Jun 2013
Accepted Paper Series
Haskayne School of Business, University of Calgary, University of Texas at Dallas - Naveen Jindal School of Management and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
There are 2 versions of this paper
Private Information and Bargaining Power in Venture Capital Financing
Journal of Economics and Management Strategy, Forthcoming
Number of pages: 46
Posted: 04 Mar 2008
Last Revised: 07 Jun 2013
Downloads
429
Private Information and Bargaining Power in Venture Capital Financing
Journal of Economics & Management Strategy, Vol. 23, Issue 4, pp. 743-775, 2014
Number of pages: 33
Posted: 25 Oct 2014
Downloads
429
9.
Who Cooks the Books in China, and Does it Pay?
Number of pages: 41
Posted: 08 Feb 2014
Working Paper Series
University of California, Berkeley - Haas School of Business and National University of Singapore (NUS) - NUS Business School
Downloads
424
10.
Transaction Costs, Trading Volume, and the Liquidity Premium
Boston U. School of Management Research Paper No. 2011-16
Number of pages: 30
Posted: 04 Aug 2011
Last Revised: 05 Feb 2013
Working Paper Series
Vienna University of Technology, Boston University - Department of Mathematics and Statistics, Carnegie Mellon University - Department of Mathematical Sciences and Universität Wien, Fakultät für Mathematik
Downloads
397
11.
The Value of Control and the Costs of Illiquidity
Journal of Finance vol. 70, 1405-1455, 2015, ECGI - Finance Working Paper No. 357/2012
Number of pages: 71
Posted: 04 Aug 2012
Last Revised: 04 Jan 2017
Accepted Paper Series
Boston College, Carroll School of Management and City University London - Cass Business School
There are 2 versions of this paper
The Value of Control and the Costs of Illiquidity
Journal of Finance vol. 70, 1405-1455, 2015, ECGI - Finance Working Paper No. 357/2012
Number of pages: 71
Posted: 04 Aug 2012
Last Revised: 04 Jan 2017
Downloads
394
The Value of Control and the Costs of Illiquidity
CEPR Discussion Paper No. DP9090
Number of pages: 67
Posted: 28 Sep 2012
Downloads
4
Downloads
394
12.
Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice
Boston U. School of Management Research Paper No. 2013-11
Number of pages: 25
Posted: 25 Oct 2013
Last Revised: 05 Dec 2013
Working Paper Series
Boston University - Department of Finance & Economics and Amundi Asset Management
Downloads
367
13.
Contingent Claims Analysis and Life Cycle Finance
American Economic Review, Forthcoming
Number of pages: 12
Posted: 21 Jan 2008
Last Revised: 27 Mar 2012
Accepted Paper Series
Boston University - Department of Finance & Economics, Research Affiliates and Board of Governors of the Federal Reserve System
There are 2 versions of this paper
Contingent Claims Analysis and Life-Cycle Finance
MIT Sloan Research Paper No. 4676-08
Number of pages: 12
Posted: 27 Dec 2007
Last Revised: 16 Nov 2008
Downloads
661
Contingent Claims Analysis and Life Cycle Finance
American Economic Review, Forthcoming
Number of pages: 12
Posted: 21 Jan 2008
Last Revised: 27 Mar 2012
Downloads
349
Downloads
349
14.
The Incentives of Hedge Fund Fees and High-Water Marks
Boston U. School of Management Research Paper No. 2011-3
Number of pages: 27
Posted: 18 Mar 2011
Last Revised: 05 Feb 2013
Working Paper Series
Boston University - Department of Mathematics and Statistics and University of Oxford - Mathematical Institute
There are 2 versions of this paper
The Incentives of Hedge Fund Fees and High-Water Marks
Boston U. School of Management Research Paper No. 2011-3
Number of pages: 27
Posted: 18 Mar 2011
Last Revised: 05 Feb 2013
Downloads
300
The Incentives of Hedge Fund Fees and High‐Water Marks
Mathematical Finance, Vol. 26, Issue 2, pp. 269-295, 2016
Number of pages: 27
Posted: 10 Mar 2016
Downloads
300
15.
Fragility of Local Martingale Diffusion Models of Arbitrage and Bubbles
Boston U. School of Management Research Paper No. 2011-12
Number of pages: 17
Posted: 01 Jun 2011
Last Revised: 03 Feb 2014
Working Paper Series
Boston University - Department of Mathematics and Statistics and University of Edinburgh - School of Mathematics
Downloads
288
16.
Financing Asset Sales and Business Cycles
Review of Finance, Forthcoming
Number of pages: 50
Posted: 19 Nov 2013
Last Revised: 24 Jul 2017
Accepted Paper Series
University of St. Gallen - School of Finance, Boston University - Department of Finance & Economics and University of Mannheim - Department of International Finance
Downloads
283
17.
Portfolios and Risk Premia for the Long Run
Annals of Applied Probability, Forthcoming, Boston U. School of Management Research Paper No. 2011-4
Number of pages: 38
Posted: 18 Mar 2011
Last Revised: 19 Jan 2012
Accepted Paper Series
Boston University - Department of Mathematics and Statistics and Questrom School of Business, Boston University
Downloads
264
18.
Entangled Financial Systems
Review of Financial Studies (2013), vol. 26(1), 1291-1323, Boston U. School of Management Research Paper No. 2011-2
Number of pages: 50
Posted: 22 Feb 2011
Last Revised: 08 Oct 2013
Accepted Paper Series
Boston University - Department of Finance & Economics
Downloads
262
19.
The Fundamental Theorem of Asset Pricing Under Transaction Costs
Boston U. School of Management Research Paper No. 2011-7
Number of pages: 35
Posted: 23 Mar 2011
Last Revised: 15 Apr 2012
Working Paper Series
Boston University - Department of Mathematics and Statistics, Université Paris-Dauphine - CEREMADE, CNRS and University of Edinburgh - School of Mathematics
Downloads
262
20.
Hedging, Arbitrage, and Optimality with Superlinear Frictions
Boston U. School of Management Research Paper No. 2013-8
Number of pages: 23
Posted: 28 Aug 2013
Last Revised: 09 Oct 2013
Working Paper Series
Boston University - Department of Mathematics and Statistics and University of Edinburgh - School of Mathematics
Downloads
213
21.
Innovation, Competition, and Investment Timing
Review of Corporate Finance Studies, Forthcoming, Boston U. School of Management Research Paper No. 2012-25
Number of pages: 45
Posted: 29 Sep 2012
Last Revised: 06 May 2016
Accepted Paper Series
Haskayne School of Business, University of Calgary and NHH Norwegian School of Economics - Department of Finance
Downloads
184
22.
Patent Thickets, Licensing and Innovative Performance
ZEW - Centre for European Economic Research Discussion Paper No. 08-101, Boston U. School of Management Research Paper No. 2009-7
Number of pages: 39
Posted: 19 Jan 2009
Last Revised: 08 Oct 2013
Working Paper Series
Boston University Questrom School of Business, Boston University School of Management and German Graduate School of Management and Law
There are 2 versions of this paper
Patent Thickets, Licensing and Innovative Performance
ZEW - Centre for European Economic Research Discussion Paper No. 08-101, Boston U. School of Management Research Paper No. 2009-7
Number of pages: 39
Posted: 19 Jan 2009
Last Revised: 08 Oct 2013
Downloads
183
Patent Thickets, Licensing and Innovative Performance
Industrial and Corporate Change, Vol. 19, Issue 3, pp. 899-925, 2010
Posted: 04 Jun 2010
Downloads
183
23.
The Euro and Corporate Financing before the Crisis
Boston U. School of Management Research Paper No. 2011-1
Number of pages: 45
Posted: 10 Feb 2011
Last Revised: 14 Mar 2014
Working Paper Series
IMD International, Haskayne School of Business, University of Calgary and U.S. Securities and Exchange Commission
There are 4 versions of this paper
The Euro and Corporate Financing before the Crisis
Boston U. School of Management Research Paper No. 2011-1
Number of pages: 45
Posted: 10 Feb 2011
Last Revised: 14 Mar 2014
Downloads
173
The Euro and Corporate Financing
Bank of Finland Research Discussion Paper No. 6/2011
Number of pages: 66
Posted: 12 Apr 2011
Downloads
67
The Euro and Corporate Financing before the Crisis
Journal of Financial Economics (JFE), Vol. 114, No. 3, 2014
Number of pages: 45
Posted: 10 Nov 2015
Last Revised: 06 May 2016
Downloads
62
The Euro and Corporate Financing
CEPR Discussion Paper No. DP8227
Number of pages: 60
Posted: 09 Feb 2011
Downloads
3
Downloads
173
24.
Training Student Equity Analysts and Utilizing Their Recommendations in Active Portfolio Management
Boston U. School of Management Research Paper No. 2012-18
Number of pages: 29
Posted: 05 Jun 2012
Last Revised: 26 Jun 2012
Working Paper Series
Boston University School of Management
Downloads
168
25.
Long Horizons, High Risk-Aversion, and Endogenous Spreads
Boston U. School of Management Research Paper No. 2011-18
Number of pages: 27
Posted: 05 Oct 2011
Last Revised: 01 Feb 2013
Working Paper Series
Boston University - Department of Mathematics and Statistics and Carnegie Mellon University - Department of Mathematical Sciences
There are 2 versions of this paper
Long Horizons, High Risk-Aversion, and Endogenous Spreads
Boston U. School of Management Research Paper No. 2011-18
Number of pages: 27
Posted: 05 Oct 2011
Last Revised: 01 Feb 2013
Downloads
162
Long Horizons, High Risk Aversion, and Endogenous Spreads
Mathematical Finance, Vol. 25, Issue 4, pp. 724-753, 2015
Number of pages: 30
Posted: 14 Sep 2015
Downloads
162
26.
Alternative Designs for Inflation-Indexed Bonds: P-Linkers vs. C-Linkers
Boston U. School of Management Research Paper No. 2009-15
Number of pages: 34
Posted: 19 Mar 2009
Last Revised: 27 Mar 2012
Working Paper Series
Boston University - Department of Finance & Economics
Downloads
152
27.
Worry-Free Inflation-Indexing for Sovereigns - How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees
Boston U. School of Management Research Paper No. 2011-11
Number of pages: 28
Posted: 01 Jun 2011
Last Revised: 27 Mar 2012
Working Paper Series
Boston University - Department of Finance & Economics, NUS Business School and NUS Business School - Centre for Asset Management Research & Investments
There are 2 versions of this paper
Worry-Free Inflation-Indexing for Sovereigns - How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees
Boston U. School of Management Research Paper No. 2011-11
Number of pages: 28
Posted: 01 Jun 2011
Last Revised: 27 Mar 2012
Downloads
137
Worry-Free Inflation Indexing for Sovereigns: How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees
Number of pages: 27
Posted: 04 Mar 2018
Downloads
2
Downloads
137
28.
The Sustainability Babel Fish
Boston U. School of Management Research Paper No. 2011-10
Number of pages: 5
Posted: 01 Jun 2011
Last Revised: 30 May 2014
Working Paper Series
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT)
Downloads
117
29.
Economic News and International Stock Market Co-Movement
Review of Finance Vol. 13, 2009, EFA 2006 Zurich Meetings
Number of pages: 66
Posted: 03 Jun 2008
Last Revised: 29 Dec 2014
Accepted Paper Series
Board of Governors of the Federal Reserve System and Boston College, Carroll School of Management
There are 3 versions of this paper
Economic News and International Stock Market Co-Movement
EFA 2006 Zurich Meetings
Number of pages: 64
Posted: 03 Mar 2006
Downloads
255
Economic News and International Stock Market Co-Movement
Review of Finance Vol. 13, 2009, EFA 2006 Zurich Meetings
Number of pages: 66
Posted: 03 Jun 2008
Last Revised: 29 Dec 2014
Downloads
109
Economic News and International Stock Market Co-Movement
Review of Finance, Vol. 13, Issue 3, pp. 401-465, 2009
Posted: 18 Aug 2009
Downloads
109
30.
Abstract, Classic, and Explicit Turnpikes
Boston U. School of Management Research Paper No. 2011-5
Number of pages: 34
Posted: 18 Mar 2011
Last Revised: 09 Feb 2012
Working Paper Series
Boston University - Department of Mathematics and Statistics, Questrom School of Business, Boston University, London School of Economics & Political Science (LSE) and affiliation not provided to SSRN
Downloads
99
31.
Interwoven Lending, Uncertainty, and Liquidity Hoarding
Boston U. School of Management Research Paper No. 2011-13
Number of pages: 20
Posted: 19 Mar 2011
Last Revised: 27 Mar 2012
Working Paper Series
Boston University - Department of Finance & Economics
Downloads
80
32.
Robust Portfolios and Weak Incentives in Long Run Investments
Boston U. School of Management Research Paper No. 2013-5
Number of pages: 35
Posted: 11 Jun 2013
Last Revised: 08 Oct 2013
Accepted Paper Series
Boston University - Department of Mathematics and Statistics, Carnegie Mellon University - Department of Mathematical Sciences and London School of Economics & Political Science (LSE)
There are 2 versions of this paper
Robust Portfolios and Weak Incentives in Long Run Investments
Boston U. School of Management Research Paper No. 2013-5
Number of pages: 35
Posted: 11 Jun 2013
Last Revised: 08 Oct 2013
Downloads
79
Robust Portfolios and Weak Incentives in Long‐Run Investments
Mathematical Finance, Vol. 27, Issue 1, pp. 3-37, 2017
Number of pages: 35
Posted: 15 Jan 2017
Downloads
79
33.
Static Fund Separation of Long Term Investments
Boston U. School of Management Research Paper, No. 2011-15
Number of pages: 38
Posted: 25 Jun 2011
Last Revised: 27 Mar 2012
Working Paper Series
Boston University - Department of Mathematics and Statistics and Questrom School of Business, Boston University
There are 2 versions of this paper
Static Fund Separation of Long Term Investments
Boston U. School of Management Research Paper, No. 2011-15
Number of pages: 38
Posted: 25 Jun 2011
Last Revised: 27 Mar 2012
Downloads
70
Static Fund Separation of Long‐Term Investments
Mathematical Finance, Vol. 25, Issue 4, pp. 789-826, 2015
Number of pages: 38
Posted: 14 Sep 2015
Downloads
70
34.
Inference for Large Financial Systems
Boston University Questrom School of Business Research Paper
Number of pages: 50
Posted: 04 Aug 2017
Last Revised: 04 Jun 2018
Working Paper Series
Stanford University - Management Science & Engineering, Boston University - Questrom School of Business and Imperial College London - Department of Mathematics
Downloads
52
35.
The Canvas Model as a Strategy for Improving Financial Profits: A Casey Study of Online Businesses in Indonesia
J. Bus. Econ. Review 2 (4) 40 – 44 (2017),
Number of pages: 5
Posted: 06 Mar 2018
Accepted Paper Series
Atma Jaya Catholic University of Indonesia - Faculty Economics and Business, Atma Jaya Catholic University of Indonesia - Faculty Economics and Business and Atma Jaya Catholic University of Indonesia
Downloads
14
36.
Bad Bond Math: An Object Lesson Using Bloomberg’s After-Tax Yields on Market Discount Bonds
Boston U. School of Management Research Paper No. 2011-14
Posted: 19 Oct 2011
Last Revised: 09 Jan 2013
Working Paper Series
Boston University - Department of Finance & Economics
37.
Investor Protection, Equity Returns, and Financial Globalization
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 16 Jun 2008
Last Revised: 27 Mar 2012
Accepted Paper Series
Stockholm School of Economics and Haskayne School of Business, University of Calgary
There are 2 versions of this paper
Investor Protection, Equity Returns and Financial Globalization
Number of pages: 58
Posted: 07 Nov 2006
Last Revised: 27 Oct 2008
Downloads
417
Investor Protection, Equity Returns, and Financial Globalization
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 16 Jun 2008
Last Revised: 27 Mar 2012
38.
Stock Repurchases and the EPS Enhancement Fallacy
Financial Analysts Journal, Vol. 64, No. 4, 2008
Posted: 24 Sep 2008
Last Revised: 27 Mar 2012
Accepted Paper Series
Tel Aviv University - Faculty of Management and Boston University School of Management
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