Cnr. of Codrington and Rose Streets
Sydney, NSW 2006
Level 7, UNSW CBD Campus
1 O'Connell Street
Sydney, NSW 2000
The University of Sydney Business School
Centre for International Finance and Regulation (CIFR)
in Total Papers Downloads
in Total Papers Citations
Capital Structure, Leverage, Maturity, Real Estate Firms
Option pricing, American options, nonparametric methods, entropy
PE ratio, volatile earnings growth, equity valuation, SEVM
Debt Maturity, Capital Structure
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-629X.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Debt maturity, Capital structure, Leverage
Education, Finance, Accounting, Mathematics
File name: acfi.
vine copula, clayton copula, asymmetric dependence, portfolio management, canonical vine, Conditional Value-At-Risk
Portfolio selection, Asymmetric dependence, Lower Tail Dependence, Copula functions, Conditional Value-at-Risk
Asset pricing, Fama-French factor model, market efficiency
Nonparametric Option Pricing, American Options, Canonical Pricing
Portfolio selection, Copula functions, Conditional Value-at-Risk, Asymmetric dependence
REITs, leverage, inflation hedging, real risk-adjusted performance
File name: ABAC.
Capital structure, Inflation hedging, Nominal assets, Real risk‐adjusted performance, REITs
corporate leverage, default risk, earnings risk, earnings growth, value vs growth, stochastic earnings valuation model.
Nonparametric option pricing, American options, S&P100 Index, OEX options
Nonparametric option pricing, Delta hedging, Canonical option pricing, Empirical Likelihood, Euclidean, Pearson's Chi-Squared, Cressie-Read
Customer-supplier linkages, economic linkages, diversification, stock returns
Voluntary liquidation, stochastic earnings model, American-Asian option
Asymmetric dependence, asset pricing, tail risk, downside risk, Beta, Adjusted-J statistic
File name: ecor.
File name: acfi.
Agency conflict, Capital structure, Investment, Leverage, Maturity, REITs
Asset Price bubbles, Markets
Progressive Income Taxation, Call Options
Portfolio Diversification, REITs, Real estate as an asset class
Leverage; Debt maturity; Capital structure
real estate, performance valuation, manipulation
Private equity real estate funds, performance analysis, financial leverage
Debt Maturity, Capital Structure, Imperfect Markets
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.977 seconds