975 University Avenue
Madison, WI 53706
University of Wisconsin - Madison - Department of Finance, Investment and Banking
in Total Papers Downloads
in Total Papers Citations
Derivatives, Asset Pricing, Option Pricing, Empirical Studies
Idiosyncratic Risk, Systematic Risk, Small Firms
Equity returns, stock returns, book-to-market ratio, productivity, profitability, return on invested capital, ROI, average returns
Mutual Fund Family, Fund Flow, Performance Evaluation, Bayesian Learning
Limit orders, pegged, stale, liquidity, hybrid
Idiosyncratic risk, Entrepreneurial risk, Small firms
Momentum, Reversal, Window Dressing, Tax-loss Sale, Capital Losses, Price Pressure
Aggregate consumption, aggregate wealth, consumption-to-wealth ratio, term structure
Stochastic differential utility, equilibrium solutions, optimal portfolios, asset prices, infinite horizon
increasing risk, risk aversion, concave utility, noise
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