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Analysis of the global financial crisis using statistical moments

Jun, Doobae; Ahn, Chang-mo; Kim, Gwangil - In: Finance research letters 21 (2017), pp. 47-52

Persistent link: https://www.econbiz.de/10011807486

The Equivalence of Alternative Mean-Variance Capital Budgeting Models.

Senbet, Lemma W; Thompson, Howard E - In: Journal of Finance 33 (1978) 2, pp. 395-401

Persistent link: https://www.econbiz.de/10005687035

Mathematical Programming, the Capital Asset Pricing Model and Capital Budgeting of Interrelated Projects.

Thompson, Howard E - In: Journal of Finance 31 (1976) 1, pp. 125-31

Persistent link: https://www.econbiz.de/10005691403

The Rate-making Treatment of the Investment Tax Credit for Public Utilities.

Thompson, Howard E; Weygandt, Jerry J - In: The Journal of Business 50 (1977) 4, pp. 508-19

Persistent link: https://www.econbiz.de/10005832809

Time Series Analysis of Interest Rates: Some Additional Evidence.

Brick, John R; Thompson, Howard E - In: Journal of Finance 33 (1978) 1, pp. 93-103

Persistent link: https://www.econbiz.de/10005214175

A Note on the Value of Rights in Estimating the Investor Capitalization Rate.

Thompson, Howard E - In: Journal of Finance 28 (1973) 1, pp. 157-60

Persistent link: https://www.econbiz.de/10005214436

Some Aspects of Equilibrium for a Cross-section of Firms Signalling Profitability with Dividends: A Note.

Makhija, Anil K; Thompson, Howard E - In: Journal of Finance 41 (1986) 1, pp. 249-53

Persistent link: https://www.econbiz.de/10005303024

Insurance exposure and investment risks: Management and regulatory implications

Matthews, John P; Thompson, Howard E - In: Omega 5 (1977) 1, pp. 23-34

By exposing itself to greater risks on invested funds the company can also increase its expected returns. Because there are risks involved with both the insurance and investment operations, a major problem for an insurance company is to determine just how the two types of risks are to be...

Persistent link: https://www.econbiz.de/10005206022

Optimal hedged portfolios: the case of jump-diffusion risks

Park, Keehwan; Ahn, Chang Mo; Fujihara, Roger - In: Journal of International Money and Finance 12 (1993) 5, pp. 493-510

Persistent link: https://www.econbiz.de/10005402620

An empirical study of credit spreads in an emerging market: The case of Korea

Park, Keehwan; Ahn, Chang Mo; Kim, Dohyeon; Kim, Saekwon - In: Pacific-Basin Finance Journal 21 (2013) 1, pp. 952-966

Empirically we test the Merton-type model (1974) of credit risk in an emerging market such as the Korean corporate bond market. For that purpose, we assume two alternative firm value processes: diffusion process for the Merton (1974) model and jump-diffusion process for our extended model in a...

Persistent link: https://www.econbiz.de/10011043162