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7,775
( 1,153)
Citation
48
Number of pages: 38
Posted: 24 Mar 2000
London Business School and New York University (NYU) - Department of Finance
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7,392
(1,256)
Abstract:
NYU Working Paper No. FIN-99-032
Number of pages: 36
Posted: 07 Nov 2008
London Business School and New York University (NYU) - Department of Finance
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383
(108,834)
Abstract:
Risk Management, VaR, Portfolio Choice, Asset Pricing, Volatility
Posted: 17 May 2001
New York University (NYU) - Department of Finance and London Business School
Abstract:
Risk Management, VaR, Portfolio Choice, Asset Pricing, Volatility
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6,158
( 1,743)
Citation
40
AFA 2003 Washington, DC Meetings; NYU Finance Working Paper; EFA 2002 Berlin; LBS Working Paper
Number of pages: 29
Posted: 03 Mar 2002
London Business School, New York University (NYU) - Department of Finance and INSEAD
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5,416
(2,083)
Abstract:
Benchmarking, Investments, Shortfall Risk, Tracking Error, Value-at-Risk
NYU Working Paper No. FIN-03-048
Number of pages: 41
Posted: 11 Nov 2008
London Business School, New York University (NYU) - Department of Finance and INSEAD
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178
(234,631)
Abstract:
Benchmarking, Investments, Shortfall Risk, Tracking Errors, Value-at-Risk
NYU Working Paper No. SC-AM-03-16
Number of pages: 41
Posted: 04 Nov 2008
London Business School, New York University (NYU) - Department of Finance and INSEAD
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151
(269,653)
Abstract:
Benchmarking, Investments, Shortfall Risk, Tracking error, Value-at-Risk
NYU Working Paper No. S-AM-01-01
Number of pages: 38
Posted: 13 Nov 2008
Suleyman Basak
London Business School
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114
(334,088)
Abstract:
NYU Working Paper No. FIN-01-015
Number of pages: 38
Posted: 03 Nov 2008
London Business School, New York University (NYU) - Department of Finance and INSEAD
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96
(375,391)
Abstract:
NYU Working Paper No. S-CDM-01-04
Number of pages: 38
Posted: 05 Nov 2008
London Business School, New York University (NYU) - Department of Finance and INSEAD
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86
(402,453)
Abstract:
Benchmarking, Investments, shortfall Risk, Tracking Error, value-at-risk
NYU Working Paper No. S-DRP-01-15
Number of pages: 38
Posted: 07 Nov 2008
London Business School, New York University (NYU) - Department of Finance and INSEAD
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82
(414,139)
Abstract:
CEPR Discussion Paper No. 5187
Number of pages: 31
Posted: 01 Sep 2005
London Business School, New York University (NYU) - Department of Finance and INSEAD
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35
(614,671)
Risk Management with Benchmarking
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Abstract:
Benchmarking, investments, shortfall risk, tracking error, value-at-risk
Management Science, 2006
Posted: 19 Oct 2005
London Business School, New York University (NYU) - Department of Finance and INSEAD
Abstract:
Benchmarking, Investments, Shortfall Risk, Tracking Error, Value-at-Risk
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4,712
( 2,741)
Citation
1
Number of pages: 45
Posted: 21 Mar 2001
London Business School and New York University (NYU) - Department of Finance
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4,439
(3,005)
Abstract:
NYU Working Paper No. FIN-03-047
Number of pages: 46
Posted: 11 Nov 2008
London Business School and New York University (NYU) - Department of Finance
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98
(370,556)
Abstract:
Credit Risk, Defaultable Debt, Investments, Assets Pricing, Volatility
NYU Working Paper No. S-CDM-03-20
Number of pages: 46
Posted: 05 Nov 2008
London Business School and New York University (NYU) - Department of Finance
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81
(417,115)
Abstract:
Credit Risk, Defaultable Debt, Investments, Asset Pricing, Volatility
NYU Working Paper No. FIN-00-029
Number of pages: 41
Posted: 04 Nov 2008
London Business School and New York University (NYU) - Department of Finance
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62
(483,016)
Abstract:
Number of pages: 43
Posted: 31 Jul 2002
London Business School and New York University (NYU) - Department of Finance
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32
(633,644)
A Model of Credit Risk, Optimal Policies and Asset Prices
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Credit risk, defaultable debt, investments, asset pricing, volatility
London Business School Working Paper IFA 344
Number of pages: 24
Posted: 22 Dec 2001
Suleyman Basak
London Business School
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4,102
(3,466)
Abstract:
Portfolio insurance, pure-exchange, production, volatility, trend-chasing
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3,647
( 4,214)
Citation
98
EFA 2007 Ljubljana Meetings, AFA 2009 San Francisco Meetings Paper
Number of pages: 46
Posted: 27 Feb 2007
Last Revised: 09 Apr 2009
London Business School and London School of Economics and Political Science
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3,645
(4,137)
Abstract:
Mean-Variance Analysis, Multi-Period Portfolio Choice, Stochastic Investment Opportunities, Time-Consistency, Incomplete Markets
CEPR Discussion Paper No. DP7256
Number of pages: 48
Posted: 19 May 2009
London Business School and London School of Economics and Political Science
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2
(916,279)
Dynamic Mean-Variance Asset Allocation
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Dynamic Programming, Incomplete Markets, Mean-Variance Analysis, Multi-Period Portfolio Choice, Stochastic Investment Opportunities, Time-Consistency
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2,969
( 6,023)
Citation
32
Number of pages: 35
Posted: 30 Nov 2003
Suleyman Basak
London Business School
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2,969
(5,914)
Abstract:
Heterogeneous Beliefs, Asset Pricing, Equilibrium, Market Price of Risk, Survey
Journal of Banking and Finance, 2005
Posted: 19 Jul 2005
Suleyman Basak
London Business School
Abstract:
Heterogeneous beliefs, asset pricing, equilibrium, market price of risk, survey
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2,870
( 6,349)
Citation
16
Number of pages: 42
Posted: 05 May 2003
London Business School, London Business School and New York University (NYU) - Department of Finance
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2,340
(8,561)
Abstract:
Fund Flows, Implicit Incentives, Risk Taking, Benchmarking, Risk Management, Portfolio Choice
NYU Working Paper No. FIN-03-049
Number of pages: 43
Posted: 12 Nov 2008
London Business School, London Business School and New York University (NYU) - Department of Finance
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150
(271,162)
Abstract:
Fund Flows, Implicit Incentives, Risk Taking, Benchmarking, Risk Management, Portfolio Choice
NYU Working Paper No. SC-AM-02-12
Number of pages: 33
Posted: 13 Nov 2008
London Business School, London Business School and New York University (NYU) - Department of Finance
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145
(278,737)
Abstract:
NYU Working Paper No. SC-AM-03-15
Number of pages: 43
Posted: 04 Nov 2008
London Business School, London Business School and New York University (NYU) - Department of Finance
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110
(342,704)
Abstract:
Fund Flows, Implicit Incentives, Risk Taking, Benchmarking, Risk Management, Portfolio Choice
NYU Working Paper No. FIN-02-062
Number of pages: 33
Posted: 03 Nov 2008
London Business School and New York University (NYU) - Department of Finance
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102
(360,850)
Abstract:
CEPR Discussion Paper No. 5006
Number of pages: 44
Posted: 16 Aug 2005
London Business School, London Business School and New York University (NYU) - Department of Finance
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23
(700,246)
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
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Abstract:
Fund flows, implicit incentives, risk taking, benchmarking, risk management, portfolio choice
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2,342
( 8,701)
Citation
27
EFA Meetings, WFA Meetings
Number of pages: 35
Posted: 29 Nov 2004
Last Revised: 15 Aug 2008
London Business School and DePaul University
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1,324
(21,041)
Abstract:
Money Illusion, Asset Pricing, New Keynesian, Bounded Rationality, Equilibrium, Expected Inflation
Yale ICF Working Paper No. 08-23
Number of pages: 32
Posted: 08 Oct 2008
Last Revised: 05 Aug 2009
London Business School and DePaul University
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1,016
(31,043)
Abstract:
Money Illusion, Asset Pricing, New Keynesian, Bounded Rationality, Equilibrium, Expected Inflation
CEPR Discussion Paper No. DP7398
Number of pages: 34
Posted: 08 Sep 2009
London Business School and DePaul University
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2
(916,279)
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
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Abstract:
Asset Pricing, Bounded Rationality, Equilibrium, Expected Inflation, Money Illusion, New Keynesian
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2,136
( 10,168)
Citation
4
Number of pages: 32
Posted: 16 Sep 2000
London Business School and London Business School
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2,111
(10,160)
Abstract:
Monopoly; Asset Pricing Theory; General Equilibrium; Short-Sighted; Time-Consistency; Coase Conjecture
CEPR Discussion Paper No. 3425
Number of pages: 35
Posted: 13 Aug 2002
London Business School and London Business School
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25
(684,144)
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
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Abstract:
Monopoly, asset pricing theory, general equilibrium, short-sighted, time-consistency
Posted: 19 Mar 2004
London Business School and London Business School
Abstract:
Monopoly, Asset pricing theory, General equilibrium, Short-sighted, Time-consistency, Coase conjecture
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1,894
( 12,352)
Citation
25
AFA 2012 Chicago Meetings Paper
Number of pages: 49
Posted: 07 Nov 2008
Last Revised: 12 May 2011
London Business School and London School of Economics and Political Science
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1,888
(12,187)
Abstract:
Hedging, incomplete markets, minimum-variance criterion, risk management, time-consistency, discrete hedging, derivatives, benchmarking, correlation risk, Poisson jumps
CEPR Discussion Paper No. DP8402
Number of pages: 51
Posted: 26 May 2011
London Business School and London School of Economics and Political Science
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6
(864,585)
Dynamic Hedging in Incomplete Markets: A Simple Solution
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Abstract:
benchmarking, correlation risk, derivatives, discrete hedging, hedging, incomplete markets, minimum-variance criterion, Poisson jumps, risk management, time-consistency
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1,768
( 13,814)
Citation
34
Journal of Finance, Forthcoming
Number of pages: 52
Posted: 03 Feb 2009
Last Revised: 31 May 2012
London Business School and HSE University, International College of Economics and Finance (ICEF)
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1,766
(13,597)
Abstract:
Money Managers, Strategic Interaction, Portfolio Choice, Relative Performance, Incentives, Risk Shifting, Fund Flows, Tournaments
CEPR Discussion Paper No. DP8457
Number of pages: 46
Posted: 20 Jul 2011
London Business School and HSE University, International College of Economics and Finance (ICEF)
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2
(916,279)
Strategic Asset Allocation in Money Management
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Abstract:
fund flows, incentives, Money Managers, portfolio choice, relative performance, risk shifting, strategic interactions, tournaments
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1,703
( 14,650)
Citation
36
Journal of Finance, Forthcoming
Number of pages: 57
Posted: 30 Oct 2014
Last Revised: 18 May 2017
Purdue University - Krannert School of Management and London Business School
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1,703
(14,406)
Abstract:
Asset pricing, belief dispersion, heterogeneous beliefs, stock price, mean return, volatility, trading volume, Bayesian learning
CEPR Discussion Paper No. DP12056
Number of pages: 60
Posted: 22 May 2017
Purdue University - Krannert School of Management and London Business School
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0
Belief Dispersion in the Stock Market
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Asset Pricing, Bayesian learning., belief dispersion, heterogeneous beliefs, mean return, stock price, trading volume, volatility
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1,645
( 15,452)
Citation
92
Journal of Finance, Forthcoming
Number of pages: 61
Posted: 18 Jan 2013
Last Revised: 14 Sep 2015
London Business School and London Business School
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1,645
(15,178)
Abstract:
asset pricing, indexing, commodities, futures, spot prices, institutions, money management, asset class
CEPR Discussion Paper No. DP10651
Number of pages: 61
Posted: 16 Jun 2015
London Business School and London Business School
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0
A Model of Financialization of Commodities
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Abstract:
asset class, Asset pricing, commodities, futures, indexing, institutions, money management, spot prices
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1,539
( 17,089)
Citation
29
EFA 2004 Maastricht Meetings Paper No. 2390; AFA 2004 San Diego Meetings
Number of pages: 36
Posted: 04 Dec 2003
McGill University - Desautels Faculty of Management and London Business School
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1,516
(17,158)
Abstract:
arbitrage, asset pricing, margin requirements, noncompetitive markets, risk-sharing
Number of pages: 37
Posted: 15 Feb 2005
McGill University - Desautels Faculty of Management and London Business School
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23
(700,246)
On the Role of Arbitrageurs in Rational Markets
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Abstract:
Arbitrage, asset pricing, margin requirements, non-competitive markets, risk-sharing
Journal of Financial Economics, Forthcoming
Posted: 19 Jul 2005
London Business School and McGill University - Desautels Faculty of Management
Abstract:
Arbitrage, asset pricing, margin requirements, non-competitive markets, risk-sharing
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1,466
( 18,357)
Citation
93
AFA 2011 Denver Meetings Paper
Number of pages: 62
Posted: 17 Mar 2010
Last Revised: 27 Aug 2012
London Business School and London Business School
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1,460
(18,120)
Abstract:
Asset pricing, indexing, institutions, money management, general equilibrium
CEPR Discussion Paper No. DP9120
Number of pages: 65
Posted: 28 Sep 2012
London Business School and London Business School
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6
(864,585)
Asset Prices and Institutional Investors
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Abstract:
asset class, Asset pricing, general equilibrium, indexing, institutions, money management
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1,329
( 21,280)
Citation
100
Number of pages: 40
Posted: 30 Jan 2006
London Business School, London Business School and New York University (NYU) - Department of Finance
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1,308
(21,431)
Abstract:
Fund Flows, Implicit Incentives, Risk Taking, Relative Performance, Risk Management, Portfolio Choice
CEPR Discussion Paper No. 5524
Number of pages: 44
Posted: 14 Jun 2006
London Business School, London Business School and New York University (NYU) - Department of Finance
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21
(717,145)
Optimal Asset Allocation and Risk Shifting in Money Management
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Abstract:
Fund flows, implicit incentives, risk taking, relative performance, risk management, portfolio choice
Review of Financial Studies, Vol. 20, Issue 5, pp. 1583-1621, 2007
Posted: 26 Jun 2008
Suleyman Basak
London Business School
Abstract:
G11, G20, D60, D81
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1,209
( 24,528)
Number of pages: 31
Posted: 14 Jan 2003
McGill University - Desautels Faculty of Management and London Business School
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1,209
(24,129)
Abstract:
Market Segmentation, Financial Innovation, International Capital Flows, Dynamic Equilibrium
Journal of International Economics, Forthcoming
Posted: 26 May 2006
London Business School and McGill University - Desautels Faculty of Management
Abstract:
Market Segmentation, Financial Innovation, International Capital Flows, Dynamic Equilibrium
Number of pages: 34
Posted: 11 Aug 1998
London Business School and University of Virginia (UVA) - McIntire School of Commerce
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1,059
(29,696)
Abstract:
Number of pages: 44
Posted: 26 Feb 2016
Last Revised: 24 May 2019
London Business School and University of Colorado at Boulder - Leeds School of Business
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876
(38,848)
Abstract:
Operational risk, model sophistication, risk exposure, risk management, market risk, model risk, Big Data, FinTech
Number of pages: 41
Posted: 05 Mar 2002
Last Revised: 27 Dec 2021
London Business School and London Business School
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737
(48,321)
Abstract:
Quota, International Economics and Finance, Asset Pricing, Integral Constraints
Number of pages: 43
Posted: 06 Aug 2002
London Business School and London Business School
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18
(743,095)
A Dynamic Model with Import Quota Constraints
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Quota, international economics and finance, asset pricing, integral constraints
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713
( 51,187)
Citation
6
PIER Working Paper No. 06-012
Number of pages: 35
Posted: 27 Mar 2006
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
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699
(51,882)
Abstract:
Multiple equilibria, asset pricing, portfolio constraints, indeterminacy, financial equilibrium
CEPR Discussion Paper No. 5804
Number of pages: 38
Posted: 11 Oct 2006
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
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14
(780,437)
Multiplicity in General Financial Equilibrium with Portfolio Constraints
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Abstract:
Multiple equilibria, asset pricing, portfolio constraints, indeterminacy, financial equilibrium
Journal of Economic Theory, Forthcoming
Posted: 21 Aug 2006
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
Abstract:
Multiple Equilibria, Asset Pricing, Portfolio Constraints, Indeterminacy, Financial Equilibrium
Journal of Finance, Forthcoming
Number of pages: 60
Posted: 16 Feb 2018
Last Revised: 03 Jun 2021
Purdue University - Krannert School of Management and London Business School
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695
(52,283)
Abstract:
Stock market, no-dividend stocks, dynamic asset pricing, incomplete information, stock market correlation with consumption, market risk premium-volatility relation, term structure of equity premia
CEPR Discussion Paper No. DP16224
Number of pages: 63
Posted: 14 Jul 2021
Purdue University - Krannert School of Management and London Business School
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0
Stock Market and No-Dividend Stocks
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692
( 53,259)
Citation
2
Number of pages: 40
Posted: 11 Sep 2007
London Business School and HSE University, International College of Economics and Finance (ICEF)
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492
(81,099)
Abstract:
Money Managers, Strategic Interaction, Portfolio Choice, Relative Performance, Incentives, Risk Shifting, Fund Flows, Envy, Tournaments
EFA 2008 Athens Meetings Paper
Number of pages: 40
Posted: 07 Mar 2008
London Business School and HSE University, International College of Economics and Finance (ICEF)
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200
(211,652)
Abstract:
Money Managers, Strategic Interaction, Portfolio Choice, Relative Performance, Incentives, Risk Shifting, Fund Flows, Envy, Tournaments
Number of pages: 44
Posted: 04 Mar 2010
Last Revised: 09 Aug 2017
London Business School and HSE University, International College of Economics and Finance (ICEF)
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674
(55,120)
Abstract:
Competition, Portfolio Choice, Asset Specialization, Under-Diversification, Cost-Benefit Analysis, Relative Performance
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654
( 57,255)
Citation
12
Number of pages: 38
Posted: 09 Mar 2008
Last Revised: 10 Sep 2011
London Business School and HSE University, International College of Economics and Finance (ICEF)
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650
(56,965)
Abstract:
Relative Performance, Risk-Taking Incentives, Portfolio Choice, Short-Sale Constraints
CEPR Discussion Paper No. DP8072
Number of pages: 44
Posted: 22 Nov 2010
London Business School and HSE University, International College of Economics and Finance (ICEF)
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4
(888,252)
Difference in Interim Performance and Risk Taking with Short-Sale Constraints
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mutual fund tournament, portfolio choice, relative performance, risk-taking incentives, short-sale constraints
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643
( 58,523)
Citation
7
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 62
Posted: 01 Feb 2017
Last Revised: 17 Jul 2018
Purdue University - Krannert School of Management and London Business School
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643
(57,774)
Abstract:
Option prices, short-selling, shorting fee, partial lending, options marketmaking, bid-ask spreads, put-call parity violations, short-selling bans, stochastic volatility
CEPR Discussion Paper No. DP13029
Number of pages: 65
Posted: 09 Jul 2018
Purdue University - Krannert School of Management and London Business School
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0
Option Prices and Costly Short-Selling
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Abstract:
bid-ask spreads, Option prices, options marketmaking, partial lending, put-call parity violations, short-selling, short-selling bans, shorting fee, stochastic volatility
Rodney L. White Center for Financial Research Working Paper Series 9-98
Number of pages: 29
Posted: 06 May 1998
London Business School and University of Virginia (UVA) - McIntire School of Commerce
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643
(58,523)
Abstract:
Number of pages: 24
Posted: 18 Aug 2006
Last Revised: 17 Dec 2007
London Business School, London Business School and New York University (NYU) - Department of Finance
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641
(58,757)
Abstract:
Benchmarking, Fund Flows, Implicit Incentives, Risk Taking, Risk Management, Portfolio Choice
Number of pages: 60
Posted: 07 Mar 2016
Last Revised: 07 Mar 2019
London Business School, London School of Economics and Political Science and Purdue University - Krannert School of Management
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574
(66,879)
Abstract:
investor protection, asset pricing, controlling shareholders, expropriation, stock holdings
CEPR Discussion Paper No. DP13472
Number of pages: 63
Posted: 28 Jan 2019
London Business School, London School of Economics and Political Science and Purdue University - Krannert School of Management
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0
Investor Protection and Asset Prices
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Abstract:
Asset Pricing, controlling shareholders, expropriation, investor protection, stock holdings
Number of pages: 62
Posted: 03 Feb 2020
Last Revised: 14 Jun 2022
Purdue University - Krannert School of Management, London Business School and Purdue University - Krannert School of Management
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412
(101,092)
Abstract:
Short-selling, stock lending, belief disagreement, shorting fee, short interest, predictive power, volatility, short-selling risk, GameStop
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328
(130,051)
Citation
4
Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 51
Posted: 29 Jan 2015
Last Revised: 20 Aug 2020
London Business School, HSE University, International College of Economics and Finance (ICEF), New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
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326
(130,147)
Abstract:
Security Design, Status Concerns, Convertible Securities, Financing, Hybrid Securities
CEPR Discussion Paper No. DP15193
Number of pages: 54
Posted: 12 Sep 2020
London Business School, HSE University, International College of Economics and Finance (ICEF), New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
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2
(916,279)
Security Design with Status Concerns
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Abstract:
Convertible Securities, Financing, hybrid securities, security design, Status concerns
Number of pages: 45
Posted: 18 May 2017
Purdue University - Krannert School of Management and London Business School
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106
(349,212)
Abstract:
Asset pricing, belief dispersion, heterogeneous beliefs, stock price, mean return, volatility, trading volume, Bayesian learning
Number of pages: 34
Posted: 20 Nov 2003
McGill University - Desautels Faculty of Management and London Business School
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25
(664,702)
International Good Market Segmentation and Financial Market Structure
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Abstract:
Market segmentation, financial innovation, risk sharing, international capital flows
Number of pages: 35
Posted: 24 Mar 2004
Suleyman Basak
London Business School
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20
(702,905)
Asset Prices with Heterogenous Beliefs
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Abstract:
Heterogenous beliefs, asset pricing, equilibrium, market price of risk, survey
Review of Financial Studies, Vol. 20, No. 5, pp. 1583-1621, 2007
Posted: 07 Aug 2006
Last Revised: 21 Mar 2008
London Business School, London Business School and New York University (NYU) - Department of Finance
Abstract:
Fund Flows, Implicit Incentives, Risk Taking, Relative Performance, Risk Management, Portfolio Choice
Journal of Business, Vol. 78, No. 4, July 2005
Posted: 19 Jul 2005
London Business School and New York University (NYU) - Department of Finance
Abstract:
Credit risk, defaultable debt, investments, asset pricing, volatility
Posted: 01 Sep 1999
Suleyman Basak
London Business School
Abstract:
Center for Financial Research Working Paper No. 7-95
Posted: 26 Aug 1999
Suleyman Basak
London Business School
Abstract:
Rodney L. White Center for Financial Research Working Paper No. 07-99
Posted: 16 Apr 1999
McGill University - Desautels Faculty of Management and London Business School
Abstract:
Rodney L. White Center for Financial Research Working Paper No. 8-95
Posted: 03 Nov 1998
Suleyman Basak
London Business School
Abstract:
Rodney L. White Center for Financial Research Working Paper Series #10-98
Posted: 06 May 1998
Suleyman Basak
London Business School
Abstract:
Rodney L. White Center for Financial Research Working Paper Series 6-98
Posted: 29 Apr 1998
McGill University - Desautels Faculty of Management and London Business School
Abstract:
J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, June 1996
Posted: 20 Apr 1998
Suleyman Basak
London Business School
Abstract:
Wharton Working Paper No. 2-97
Posted: 30 Apr 1997
Suleyman Basak
London Business School
Abstract:
Rodney L. White Center Working Paper No. 1-97
Posted: 09 Apr 1997
London Business School and University of Pennsylvania - Finance Department
Abstract:
Review of Financial Studies Volume 11, Issue 2
Posted: 18 Apr 1998
London Business School and University of Pennsylvania - Finance Department
Abstract:
REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 4
Posted: 24 Jan 1996
Suleyman Basak
London Business School
Abstract:
Rodney L. White Center Working Paper No. 1-94
Posted: 07 Sep 1994
Suleyman Basak
London Business School
Abstract:
