Quartier UNIL Dorigny
c/o University of Geneve
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Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
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Risk aversion, Real options, Investment timing
Capital supply uncertainty, cash management, lumpy investment, inventory models
Real options, incomplete markets, corporate control, risk aversion
reduced-form models of default, Cox Processes
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File name: mafi.
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Idiosyncratic volatility, incomplete information, cross-section of stock returns.
Incomplete information, idiosyncratic volatility, q theory of investment
idiosyncratic volatility, incomplete information, cross-section of returns, q-theory of investment
portfolio, health investment, mortality risk
banks; liquidity buffers; capital structure; insolvency risk; regulation
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP10378.
banks, capital structure, insolvency risk, liquidity buffers, regulation
rational bubbles, portfolio constraints, general equilibrium, limited participation, real indeterminacy
General equilibrium, trading volume, heterogenous agents, multiple goods, incomplete markets, no-trade theorem
Credit supply uncertainty, dynamic capital structure, default risk, search
Limits of arbitrage; Rational bubbles; Wealth constraints; Excess volatility; Leverage effect
Asset allocation, Expected lifetime, Health production function, Mortality risk, Recursive utility, Value of health, Value of life
continuous-time finance, dynamic market completeness, general equilibrium theory
search frictions, bargaining, continuum of types, price dispersion, intermediation chains.
Search Frictions, Bargaining, Continuum of Types, Price Dispersion
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
File name: mafi.
End of life; Life cycle; Dis-savings; Endogenous mortality risk; Unmet medical needs; Right to refuse treatment.
portfolio management, asset-based management fees, mutual funds, dynamic flows, stochastic differential game
Non market risks, incomplete markets, pricing, hedging, utility maximization, utility based pricing, certainty equivalent, temporal resolution of uncertainty, credit risk.
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