William A. Barr

Independent

SCHOLARLY PAPERS

1

DOWNLOADS

486

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

The Realized Sharpe Ratio and Uncertainty of Firm Earnings Distribution (Starting with Modigliani Miller)

Number of pages: 32 Posted: 01 Jan 2008 Last Revised: 28 May 2013
William A. Barr
Independent
Downloads 486 (111,037)
Citation 6

Abstract:

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Black-Scholes, capital structure, credit, credit default swap, default, equity, investment efficiency, Modigliani-Miller, option arbitrage, put/call parity, stochastic volatility

Other Papers (1)

Total Downloads: 0
1.

Maximizing Any Firm’s Sharpe Ratio (Except Financials)

Posted: 27 May 2013 Last Revised: 02 Oct 2017
William A. Barr
Independent

Abstract:

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Portfolio Choice, Asset Pricing, Financing Policy, Capital and Ownership Structure