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institution:"Institute of Finance and Accounting <London>"
type_genre:"Working Paper"
~institution:"Judge Institute of Management Studies"
~subject:"Capital income"
~subject:"Dynamic programming"
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Capital income
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Dempster, Michael A. H.
3
Cooper, Ian
2
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1
Evstigneev, Igor V.
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Germano, M.
1
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Institute of Finance and Accounting <London>
Judge Institute of Management Studies
Rodney L. White Center for Financial Research
11
University of Chicago / Center for Research in Security Prices
7
Erasmus Research Institute of Management
6
The Wharton Financial Institutions Center
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Conference on Monetary Policy Rules <1998, Stockholm>
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ECONIS (ZBW)
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1
Using yield spreads to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996452
Saved in:
2
Volatility-induced financial growth
Dempster, Michael A. H.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002998126
Saved in:
3
Does the firm-specific asset volatility process implied by the equity market revert to a constant value?
Medova, Elena A.
(
contributor
);
Smith, Robert G.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435719
Saved in:
4
Structured products for pension funds
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776992
Saved in:
5
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Saved in:
6
Using yield spread to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001845238
Saved in:
7
Stochastic modelling and optimization using stochastics TM
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777019
Saved in:
8
A model of credit risk, optimal policies and asset prices
Başak, Suleyman
(
contributor
);
Shapiro, Alex
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700402
Saved in:
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