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Boston: Finance (Topic)

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Viewing: 1 - 37 of 37 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
Donald J. Smith
Boston University - Department of Finance & Economics
Downloads 6,142
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
Rui A. Albuquerque and Neng Wang
Boston College, Carroll School of Management and Columbia Business School - Finance and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 950
3.

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
Zvi Bodie and Marie Briere
Boston University - Department of Finance & Economics and Amundi Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 792
4.

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
Gennaro Bernile and Evgeny Lyandres
University of Miami - School of Business Administration and Boston University

Multiple version iconThere are 3 versions of this paper

Downloads 765
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
Maximilian A. Müller, Edward J. Riedl and Thorsten Sellhorn
WHU - Otto Beisheim School of Management, Boston University - Questrom School of Business and Ludwig-Maximilians-Universitaet (LMU) Munich
Downloads 579
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
Paolo Guasoni and Johannes Muhle-Karbe
Boston University - Department of Mathematics and Statistics and University of Michigan at Ann Arbor
Downloads 474
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
Paolo Guasoni and Marko Weber
Boston University - Department of Mathematics and Statistics and Dublin City University - School of Mathematical Sciences
Downloads 440
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
Yrjo Koskinen, Michael J. Rebello and Jun Wang
Haskayne School of Business, University of Calgary, University of Texas at Dallas - Naveen Jindal School of Management and City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 420
9.

Who Cooks the Books in China, and Does it Pay?

Number of pages: 41 Posted: 08 Feb 2014
Working Paper Series
Toby Stuart and Yanbo Wang
University of California, Berkeley - Haas School of Business and National University of Singapore (NUS) - NUS Business School
Downloads 405
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
Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe and Walter Schachermayer
Vienna University of Technology, Boston University - Department of Mathematics and Statistics, University of Michigan at Ann Arbor and Universität Wien, Fakultät für Mathematik
Downloads 386
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
Rui A. Albuquerque and Enrique J. Schroth
Boston College, Carroll School of Management and City University London - Cass Business School

Multiple version iconThere are 2 versions of this paper

Downloads 366
12.

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
Zvi Bodie, Jonathan Treussard and Doriana Ruffino
Boston University - Department of Finance & Economics, Ziff Brothers Investments - Risk Management and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 346
13.

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
Zvi Bodie and Marie Briere
Boston University - Department of Finance & Economics and Amundi Asset Management
Downloads 338
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
Paolo Guasoni and Jan Obłój
Boston University - Department of Mathematics and Statistics and University of Oxford - Mathematical Institute

Multiple version iconThere are 2 versions of this paper

Downloads 290
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
Paolo Guasoni and Miklos Rasonyi
Boston University - Department of Mathematics and Statistics and University of Edinburgh - School of Mathematics
Downloads 280
16.

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
Paolo Guasoni and Scott Robertson
Boston University - Department of Mathematics and Statistics and Questrom School of Business, Boston University
Downloads 260
17.

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
Paolo Guasoni, Emmanuel Lepinette and Miklos Rasonyi
Boston University - Department of Mathematics and Statistics, Université Paris-Dauphine - CEREMADE, CNRS and University of Edinburgh - School of Mathematics
Downloads 258
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
Adam Zawadowski
Boston University - Department of Finance & Economics
Downloads 254
19.

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
Marc Arnold, Dirk Hackbarth and Tatjana Xenia Puhan
University of St. Gallen - School of Finance, Boston University Questrom School of Business and University of Mannheim - Department of International Finance
Downloads 249
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
Paolo Guasoni and Miklos Rasonyi
Boston University - Department of Mathematics and Statistics and University of Edinburgh - School of Mathematics
Downloads 202
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
Yrjo Koskinen and Joril Maeland
Haskayne School of Business, University of Calgary and NHH Norwegian School of Economics - Department of Finance
Downloads 181
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
Iain M. Cockburn, Megan MacGarvie and Elisabeth Mueller
Boston University Questrom School of Business, Boston University School of Management and German Graduate School of Management and Law

Multiple version iconThere are 2 versions of this paper

Downloads 174
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
Arturo Bris, Yrjo Koskinen and Mattias Nilsson
IMD International, Haskayne School of Business, University of Calgary and U.S. Securities and Exchange Commission

Multiple version iconThere are 4 versions of this paper

Downloads 170
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
Scott D. Stewart
Boston University School of Management
Downloads 162
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
Paolo Guasoni and Johannes Muhle-Karbe
Boston University - Department of Mathematics and Statistics and University of Michigan at Ann Arbor

Multiple version iconThere are 2 versions of this paper

Downloads 158
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
Donald J. Smith
Boston University - Department of Finance & Economics
Downloads 150
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
Zvi Bodie, Joseph Cherian and Wee Kang Chua
Boston University - Department of Finance & Economics, NUS Business School and NUS Business School - Centre for Asset Management Research & Investments
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
Nalin Kulatilaka and Ory Zik
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT)
Downloads 115
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
Clara Vega and Rui A. Albuquerque
Board of Governors of the Federal Reserve System and Boston College, Carroll School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 98
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
Paolo Guasoni, Scott Robertson, Hao Xing and Constantinos Kardaras
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 96
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
Adam Zawadowski
Boston University - Department of Finance & Economics
Downloads 77
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
Paolo Guasoni, Johannes Muhle-Karbe and Hao Xing
Boston University - Department of Mathematics and Statistics, University of Michigan at Ann Arbor and London School of Economics & Political Science (LSE)

Multiple version iconThere are 2 versions of this paper

Downloads 75
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
Paolo Guasoni and Scott Robertson
Boston University - Department of Mathematics and Statistics and Questrom School of Business, Boston University

Multiple version iconThere are 2 versions of this paper

Downloads 70
34.

Capital Structure Optimization: Theoretical Problems and Empirical Solutions

Number of pages: 39 Posted: 11 May 2017
Working Paper Series
Andrey Zahariev
D. A. Tsenov Academy of Economics
Downloads 31
35.

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
Donald J. Smith
Boston University - Department of Finance & Economics
36.

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
Mariassunta Giannetti and Yrjo Koskinen
Stockholm School of Economics and Haskayne School of Business, University of Calgary

Multiple version iconThere are 2 versions of this paper

37.

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
Jacob Oded and Allen Michel
Tel Aviv University - Faculty of Management and Boston University School of Management
Submit a Paper Section 508 Text Only Pages

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