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General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
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How does the market value toxic assets?
Longstaff, Francis A.; Myers, Brett W. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 2, pp. 297-319
Persistent link: https://www.econbiz.de/10010487158
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Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
George, Thomas J.; Longstaff, Francis A. - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 3, pp. 381-398
Persistent link: https://www.econbiz.de/10006711800
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Information, Expected Utility, and Portfolio Choice
Liu, Jun; Peleg, Ehud; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1221-1253
Persistent link: https://www.econbiz.de/10008814144
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Information, expected utility, and portfolio
Liu, Jun; Peleg, Ehud; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1221-1251
Persistent link: https://www.econbiz.de/10008907343
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Using stocks or portfolios in tests of factor models
Ang, Andrew; Liu, Jun; Schwarz, Krista - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 709-750
Persistent link: https://www.econbiz.de/10012195614