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type_genre:"Non-commercial literature"
institution:"Brown University / Department of Economics"
~institution:"Institute of Finance and Accounting <London>"
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ECONIS (ZBW)
115
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1
Optimal life cycle asset allocation : understanding the empirical evidence
Gomes, Francisco J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996444
Saved in:
2
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:
3
Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
Saved in:
4
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752590
Saved in:
5
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
6
"Fifty-four forty or fight!"
Grossman, Herschel I.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752618
Saved in:
7
Asset pricing with liquidity risk
Acharya, Viral V.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729469
Saved in:
8
Ambiguity aversion and the puzzle of own-company stock in pension plans
Boyle, Phelim P.
(
contributor
);
Uppal, Raman
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777031
Saved in:
9
Portfolio investment with the exact tax basis via nonlinear programming
DeMiguel, Angel-Victor
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777076
Saved in:
10
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat S.
(
contributor
);
Uppal, Raman
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777137
Saved in:
11
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:
12
Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk
Gomes, Francisco J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996446
Saved in:
13
The role of knowhow acquisition in the formation and duration of joint ventures
Habib, Michel Antoine
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996448
Saved in:
14
Equilibrium asset prices under imperfect corporate control
Dow, James
(
contributor
);
Gorton, Gary
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944164
Saved in:
15
Distributional disputes and civil conflict
Grossman, Herschel I.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785476
Saved in:
16
Do non-strategic sanctions obey the law of demand? : The demand for punishment in the voluntary contribution mechanism
Anderson, Christopher M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785514
Saved in:
17
Incomplete information, credibility and the core
Dutta, Bhaskar
(
contributor
);
Vohra, Rajiv
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002643433
Saved in:
18
Distortionary, non-distortionary, and distributional properties of environmental taxes : extension of Sandmo's observation
Page, Talbot
(
contributor
);
Zhang, Qinghua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002717556
Saved in:
19
The theory of implementation of social choice rules
Serrano, Roberto
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002449416
Saved in:
20
Unemployment and indeterminacy
Nakajima, Tomoyuki
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002449495
Saved in:
21
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:
22
Do bank risk management and regulatory policy reduce risk in banking?
Pelizzon, Loriana
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765978
Saved in:
23
Multiple equilibrium problem and non-canonical correlation devices
Ray, Indrajit
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752486
Saved in:
24
Monetary equilibria with monopolistic competition and sticky prices
Nakajima, Tomoyuki
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752509
Saved in:
25
"Plata o plomo?": Bribe and punishment in a theory of political influence
Dal Bó, Ernesto
(
contributor
);
Dal Bó, Pedro
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752540
Saved in:
26
Communication and punishment in voluntary contribution experiments
Bochet, Olivier
(
contributor
);
Page, Talbot
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752550
Saved in:
27
Recursive equilibrium in endogenous growth models with incomplete markets
Krebs, Tom
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752558
Saved in:
28
Growth and welfare effects of business cycles in economies with idiosyncratic human capital risk
Krebs, Tom
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752563
Saved in:
29
Information contagion and inter-bank correlation in a theory of systemic risk
Acharya, Viral V.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729473
Saved in:
30
A characterization of virtual Bayesian implementation
Serrano, Roberto
(
contributor
);
Vohra, Rajiv
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675328
Saved in:
31
Money and indeterminacy over an infinite horizon
Bloise, Gaetano
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675342
Saved in:
32
Bargaining and competition revisited
Kunimoto, Takashi
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675348
Saved in:
33
Annexation or conquest? : The economics of empire building
Grossman, Herschel I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675359
Saved in:
34
Non-existence of recursive equilibria on compact state spaces when markets are incomplete
Krebs, Tom
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675363
Saved in:
35
Asset returns in an endogenous growth model with incomplete markets
Krebs, Tom
(
contributor
);
Wilson, Bonnie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675367
Saved in:
36
Voluntary association in public goods experiments : reciprocity, mimicry, and efficiency
Page, Talbot
(
contributor
);
Putterman, Louis G.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699197
Saved in:
37
Tacit collusion under interest rate fluctuations
Dal Bó, Pedro
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699199
Saved in:
38
Cooperation under the shadow of the future : experimental evidence from infinitely repeated games
Dal Bó, Pedro
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699201
Saved in:
39
Model misspecification and under-diversification
Uppal, Raman
(
contributor
);
Wang, Tan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700283
Saved in:
40
Entrepreneurial incentives in stock market economies
Acharya, Viral V.
(
contributor
);
Bisin, Alberto
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700350
Saved in:
41
When does strategic debt service matter?
Acharya, Viral V.
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700356
Saved in:
42
Risks and portfolio decisions involving hedge funds
Agarwal, Vikas
(
contributor
);
Naik, Narayan Y.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700390
Saved in:
43
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:
44
Is the international convergence of capital adequacy regulation desirable?
Acharya, Viral V.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700555
Saved in:
45
Rational bounds and the robust risk management of derivatives
Neuberger, Anthony
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700558
Saved in:
46
Capital market equilibrium with differential taxation
Başak, Suleyman
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001705450
Saved in:
47
International good market segmentation and financial market structure
Başak, Suleyman
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001705451
Saved in:
48
Strategic trading behavior, price distortion and market depth in a manipulated market : anatomy of a squeeze
Merrick, John J.
(
contributor
);
Naik, Narayan Y.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001705452
Saved in:
49
Risk management with benchmarking
Başak, Suleyman
(
contributor
);
Shapiro, Alex
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726003
Saved in:
50
Rational exuberance or overinvestment as an optimal adaptive control
Johnson, Timothy C.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001762077
Saved in:
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