1.
A Model of Credit Risk, Optimal Policies, and Asset Prices
Number of pages: 45
Posted: 21 Mar 2001
Working Paper Series
London Business School and New York University (NYU) - Department of Finance
There are 5 versions of this paper
A Model of Credit Risk, Optimal Policies, and Asset Prices
Number of pages: 45
Posted: 21 Mar 2001
Downloads
4,490
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. FIN-03-047
Number of pages: 46
Posted: 11 Nov 2008
Downloads
120
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. S-CDM-03-20
Number of pages: 46
Posted: 05 Nov 2008
Downloads
99
A Model of Credit Risk, Optimal Policies, and Asset Prices
NYU Working Paper No. FIN-00-029
Number of pages: 41
Posted: 04 Nov 2008
Downloads
82
A Model of Credit Risk, Optimal Policies and Asset Prices
Number of pages: 43
Posted: 31 Jul 2002
Downloads
34
Downloads
4,490
2.
A Comparative Study of Portfolio Insurance
London Business School Working Paper IFA 344
Number of pages: 24
Posted: 22 Dec 2001
Working Paper Series
London Business School
Downloads
4,174
3.
Price, Wage, and Fixed Commission in On-Demand Matching
Number of pages: 77
Posted: 10 Apr 2017
Last Revised: 01 Sep 2020
Working Paper Series
University of Toronto - Rotman School of Management and McMaster University - Michael G. DeGroote School of Business
Downloads
2,724
4.
Credit Cards and Inflation
Cowles Foundation Discussion Paper No. 1709
Number of pages: 51
Posted: 18 Jun 2009
Working Paper Series
Yale University and SUNY Stony Brook - Center for Game Theory in Economics
Downloads
2,603
5.
Liquidity as an Investment Style
Financial Analysts Journal, Vol. 69, No. 3, 2013
Number of pages: 34
Posted: 24 Apr 2011
Last Revised: 24 May 2013
Accepted Paper Series
Yale School of Management, The University of Hong Kong - Faculty of Business and Economics, Sweetwater Digital Asset Consulting, LLC and Zebra Capital Management, LLC
Downloads
2,232
6.
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
Number of pages: 32
Posted: 16 Sep 2000
Working Paper Series
London Business School and London Business School
There are 3 versions of this paper
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
Number of pages: 32
Posted: 16 Sep 2000
Downloads
2,173
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-Term Policies
CEPR Discussion Paper No. 3425
Number of pages: 35
Posted: 13 Aug 2002
Downloads
26
Downloads
2,173
7.
Incomplete Markets and Volatility
Number of pages: 46
Posted: 25 Sep 1998
Working Paper Series
SKEMA Business School
Downloads
1,705
8.
CAPM Equilibria with Prospect Theory Preferences
Number of pages: 26
Posted: 21 Jul 2003
Last Revised: 06 Aug 2012
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads
1,676
9.
Integration vs. Outsourcing in Industry Equilibrium
Number of pages: 52
Posted: 03 Jun 2001
Working Paper Series
Princeton University - Princeton School of Public and International Affairs and Harvard University - Department of Economics
Downloads
1,431
10.
Aggregation, Dividend Irrelevancy, and Earnings-Value Relations
Contemporary Accounting Research, Vol. 22, No. 2, pp. 453-480, Summer 2005
Number of pages: 47
Posted: 17 Feb 2005
Accepted Paper Series
Independent
Downloads
1,370
11.
Disagreement about Inflation and the Yield Curve
Journal of Financial Economics (JFE), December 2016, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 139
Posted: 26 Mar 2012
Last Revised: 11 Aug 2020
Accepted Paper Series
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, BI Norwegian Business School and Texas A&M University - Mays Business School - Finance Department
There are 2 versions of this paper
Disagreement about Inflation and the Yield Curve
Journal of Financial Economics (JFE), December 2016, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 139
Posted: 26 Mar 2012
Last Revised: 11 Aug 2020
Downloads
1,319
Disagreement About Inflation and the Yield Curve
Banco de Espana Working Paper No. 1532
Posted: 22 Nov 2015
Downloads
1,319
12.
Downloads
1,310
13.
Technological Improvements and Comparative Advantage Reconsidered
PIER Working Paper No. 06-023
Number of pages: 11
Posted: 29 Sep 2006
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads
1,236
14.
Social Media as an Innovation - The Case of Twitter
Number of pages: 38
Posted: 04 Mar 2010
Last Revised: 22 Oct 2014
Working Paper Series
University of Texas at Austin - Department of Information, Risk and Operations Management and University of Rochester - Simon Business School
Downloads
1,098
15.
Globalization and the Open Economy
North American Journal of Economics and Finance, Vol. 8, No. 1, pp. 71-79, 1997
Number of pages: 9
Posted: 18 May 2006
Accepted Paper Series
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads
1,084
16.
By Force of Nature: Explaining the Yield Spread on Catastrophe Bonds
Number of pages: 43
Posted: 14 Jan 2008
Last Revised: 30 Mar 2010
Working Paper Series
University of Pennsylvania - Finance Department
Downloads
1,057
17.
An Equilibrium Model of Investment Under Uncertainty
Haas School of Business Working Paper, 2002
Number of pages: 57
Posted: 21 Jan 2003
Working Paper Series
Simon Business School, University of Rochester
There are 2 versions of this paper
An Equilibrium Model of Investment Under Uncertainty
Haas School of Business Working Paper, 2002
Number of pages: 57
Posted: 21 Jan 2003
Downloads
1,050
An Equilibrium Model of Investment under Uncertainty
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1461-1502, 2007
Posted: 25 Jun 2008
Downloads
1,050
18.
Ricardo Meets China, India and U.S. Three Hundred Years Later
PIER Working Paper No. 09-015
Number of pages: 36
Posted: 24 Apr 2009
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads
1,019
19.
Existence and Uniqueness of Recursive Equilibria with Aggregate and Idiosyncratic Risk
Number of pages: 53
Posted: 10 Oct 2018
Last Revised: 22 Jul 2024
Working Paper Series
University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads
953
20.
Risk Premia and Volatilities in a Nonlinear Term Structure Model
Review of Finance, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74
Posted: 01 Apr 2013
Last Revised: 02 Sep 2020
Accepted Paper Series
Copenhagen Business School, BI Norwegian Business School and Texas A&M University - Mays Business School - Finance Department
Downloads
905
21.
Using Accounting Information for Consumption Planning and Equity Valuation
Number of pages: 36
Posted: 31 Aug 2006
Working Paper Series
Independent
There are 2 versions of this paper
Using Accounting Information for Consumption Planning and Equity Valuation
Number of pages: 36
Posted: 31 Aug 2006
Downloads
885
Using Accounting Information for Consumption Planning and Equity Valuation
Review of Accounting Studies, Vol. 12, No. 2-3, pp. 227-256, September 2007
Posted: 26 Feb 2007
Downloads
885
22.
Market Selection
AFA 2009 San Francisco Meetings Paper
Number of pages: 54
Posted: 25 Mar 2008
Last Revised: 16 Nov 2016
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington - Department of Finance and Business Economics
There are 3 versions of this paper
Market Selection
AFA 2009 San Francisco Meetings Paper
Number of pages: 54
Posted: 25 Mar 2008
Last Revised: 16 Nov 2016
Downloads
877
Downloads
118
Market Selection
NBER Working Paper No. w15189
Number of pages: 41
Posted: 04 Aug 2009
Last Revised: 03 Jul 2023
Downloads
107
Downloads
877
23.
Market Demand Functions in the CAPM
Number of pages: 15
Posted: 01 Feb 1997
Working Paper Series
Paris School of Economics (PSE), University of Zurich - Department of Banking and Finance and Freie Universität Berlin
Downloads
842
24.
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
Number of pages: 32
Posted: 13 Aug 2003
Last Revised: 15 May 2011
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads
811
25.
A Dynamic Model with Import Quota Constraints
Number of pages: 41
Posted: 05 Mar 2002
Last Revised: 27 Dec 2021
Working Paper Series
London Business School and London Business School
There are 2 versions of this paper
A Dynamic Model with Import Quota Constraints
Number of pages: 41
Posted: 05 Mar 2002
Last Revised: 27 Dec 2021
Downloads
794
Downloads
794
26.
Asset Pricing with Matrix Jump Diffusions
Number of pages: 57
Posted: 27 Sep 2008
Last Revised: 18 Jan 2021
Working Paper Series
University of Zurich and University of Geneva
There are 2 versions of this paper
Asset Pricing with Matrix Jump Diffusions
Number of pages: 57
Posted: 27 Sep 2008
Last Revised: 18 Jan 2021
Downloads
794
Downloads
794
27.
Dynamic Efficiency, the Riskless Rate and Debt Ponzi Games Under Uncertainty
Number of pages: 22
Posted: 17 Nov 2001
Working Paper Series
National Bureau of Economic Research (NBER) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
There are 2 versions of this paper
Dynamic Efficiency, the Riskless Rate and Debt Ponzi Games Under Uncertainty
Number of pages: 22
Posted: 17 Nov 2001
Downloads
772
Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games Under Uncertainty
NBER Working Paper No. w3992
Number of pages: 21
Posted: 12 Apr 2004
Last Revised: 30 Nov 2022
Downloads
82
Downloads
772
28.
If You're so Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
Number of pages: 39
Posted: 27 Sep 2001
Working Paper Series
Cornell University - Department of Economics and Cornell University - Department of Economics
Downloads
758
29.
The Co-evolution of Capabilities and Transaction Costs: Explaining the Institutional Structure of Production
Strategic Management Journal, Forthcoming
Number of pages: 38
Posted: 21 May 2005
Accepted Paper Series
London Business School and University of Pennsylvania - Management Department
Downloads
757
30.
Multiplicity in General Financial Equilibrium with Portfolio Constraints
PIER Working Paper No. 06-012
Number of pages: 35
Posted: 27 Mar 2006
Working Paper Series
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
There are 3 versions of this paper
Multiplicity in General Financial Equilibrium with Portfolio Constraints
PIER Working Paper No. 06-012
Number of pages: 35
Posted: 27 Mar 2006
Downloads
747
Multiplicity in General Financial Equilibrium with Portfolio Constraints
CEPR Discussion Paper No. 5804
Number of pages: 38
Posted: 11 Oct 2006
Downloads
16
Multiplicity in General Financial Equilibrium with Portfolio Constraints
Journal of Economic Theory, Forthcoming
Posted: 21 Aug 2006
Downloads
747
31.
Asset Prices with Heterogeneity in Preferences and Beliefs
AFA 2010 Atlanta Meetings Paper
Number of pages: 71
Posted: 19 Mar 2009
Last Revised: 08 Jan 2015
Working Paper Series
Imperial College Business School and EDHEC Business School
There are 2 versions of this paper
Asset Prices with Heterogeneity in Preferences and Beliefs
AFA 2010 Atlanta Meetings Paper
Number of pages: 71
Posted: 19 Mar 2009
Last Revised: 08 Jan 2015
Downloads
746
Asset Prices with Heterogeneity in Preferences and Beliefs
CEPR Discussion Paper No. DP9459
Number of pages: 78
Posted: 08 May 2013
Downloads
25
Downloads
746
32.
Economic Linkages, Relative Scarcity, and Commodity Futures Returns
Number of pages: 50
Posted: 26 Nov 2008
Last Revised: 31 Mar 2020
Working Paper Series
Pontificia Universidad Catolica de Chile, Cornell University and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads
737
33.
The Systemic Effects of Benchmarking
Number of pages: 53
Posted: 20 Aug 2015
Last Revised: 31 Jan 2019
Working Paper Series
Florida International University, Boston University - Department of Finance & Economics and Santa Clara University - Department of Finance
Downloads
728
34.
Basic Principles of Asset Pricing Theory: Evidence from Large-Scale Experimental Financial Markets
Caltech HSS Working Paper
Number of pages: 48
Posted: 03 Oct 2000
Working Paper Series
University of Cambridge and California Institute of Technology (Caltech) - Division of the Humanities and Social Sciences
Downloads
724
35.
Heterogeneous Beliefs, Option Prices, and Volatility Smiles
Number of pages: 51
Posted: 12 Jun 2006
Last Revised: 25 Oct 2018
Working Paper Series
City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads
654
36.
Equilibrium Value and Size Premia
AFA 2006 Boston Meetings Paper
Number of pages: 85
Posted: 24 Mar 2005
Last Revised: 27 Feb 2020
Working Paper Series
Morningstar Investment Management LLC
Downloads
615
37.
Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
Swiss Finance Institute Research Paper No. 07-05
Number of pages: 64
Posted: 08 May 2007
Working Paper Series
University of Cambridge, California Institute of Technology (Caltech) - Division of the Humanities and Social Sciences and University of California, Los Angeles (UCLA) - Department of Economics
Downloads
604
38.
The U.S. Software Industry as an Engine for Economic Growth and Employment
Georgetown McDonough School of Business Research Paper No. 2541673
Number of pages: 23
Posted: 24 Dec 2014
Working Paper Series
Georgetown University - McDonough School of Business
Downloads
604
39.
Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns
Stern School of Business New York University
Number of pages: 47
Posted: 19 Aug 2000
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads
600
40.
Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies
Number of pages: 50
Posted: 20 Mar 2005
Last Revised: 01 Jul 2011
Working Paper Series
Pontificia Universidad Catolica de Chile, Ecole Polytechnique Fédérale de Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads
581
41.
Tracing the Development of a Conceptual Framework of Accounting a Western European and North American Linkage: A Partial Examination
Academy of Accounting Historians Working Paper No. 40
Number of pages: 36
Posted: 15 Apr 2005
Working Paper Series
Canisius College - Department of Accounting
Downloads
576
42.
The Architecture and Design of Organizational Capabilities
Advanced Institute of Management Research Paper No. 039
Number of pages: 27
Posted: 28 Dec 2005
Working Paper Series
London Business School
Downloads
546
43.
The Future of Direct Finance: The Diverging Paths of Peer-to-Peer Lending and Kickstarter
50 Wake Forest Law Review, Forthcoming, Columbia Law and Economics Working Paper No. 520
Number of pages: 40
Posted: 21 Sep 2015
Working Paper Series
Columbia University - Law School
Downloads
545
44.
The Law of Placenta
Yale Journal of Law & Feminism, Vol. 31, 2020, pp.337-409
Number of pages: 73
Posted: 30 Jan 2020
Accepted Paper Series
University of Connecticut - School of Law
Downloads
523
45.
The Effect of Car Sharing on Car Sales
Number of pages: 50
Posted: 26 Jun 2018
Working Paper Series
Bocconi University - Department of Economics
Downloads
520
46.
Lezioni di Teoria del Puro Scambio (Lecture Notes on Pure Exchange Theory)
Number of pages: 11
Posted: 16 Nov 2014
Last Revised: 20 Nov 2014
Working Paper Series
Sapienza University of Rome - Faculty of Economics
Downloads
518
47.
A Note on Wealth Effect under CARA Utility
Finance Research Letters, Forthcoming
Number of pages: 15
Posted: 01 Mar 2009
Last Revised: 10 May 2010
Working Paper Series
HSE University, International College of Economics and Finance (ICEF) and INSEADCologne Business School
Downloads
501
48.
Asset Pricing Implications of Demographic Change
24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 94
Posted: 11 May 2011
Last Revised: 12 Oct 2018
Working Paper Series
The University of Hong Kong
Downloads
490
49.
The Term Structure of Equity Risk Premia
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 75
Posted: 01 Dec 2019
Working Paper Series
Duke University, Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business, University of Michigan - Stephen M. Ross School of Business and Johns Hopkins University - Carey Business School
Downloads
488
50.
Stochastic Tastes and Money in a Neo-Keynesian Economy
Zurich IEER Working Paper No. 88
Number of pages: 21
Posted: 17 Oct 2001
Working Paper Series
The University of Manchester - Department of Economics
Downloads
472
Feedback
Feedback to SSRN