Kenan-Flagler Business School
Chapel Hill, NC 27599-3490
University of North Carolina Kenan-Flagler Business School
in Total Papers Downloads
in Total Papers Citations
Options and Futures on Relative Performance, Trading Correlation, Alpha Indexes
Derivatives: Futures Markets and Instruments, Options Markets and Instruments
Expected Returns, asset pricing, real options, momentum
theory of closed-end funds
market timing, asset allocation, portfolio management, mutual funds
Oil, futures, asset pricing, APT, real options, CAPM, Fama-French factors, Markov chain Monte Carlo
Disclosure, text analysis, Sarbanes-Oxley Act of 2002, volatility forecast
capital investment, profitability of capital, equity issuance, expected return, overlapping generations model, supply shocks
Ellsberg Paradox, Uncertainty, Ambiguity, Behavioral
Managed distribution, closed-end funds
Real estate, illiquid assets, holding period returns, search, idiosyncratic risk
Closed-end funds, CEFs, managed distribution plans, MDPs
Non-expected utility, Reference dependence, Cumulative prospect theory, Decision theory, Utility
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.531 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you