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Equilibrium asset prices and no-arbitrage with portfolio constraints
Detemple, Jérôme B. - In: The review of financial studies 10 (1997) 4, pp. 1133-1174
Persistent link: https://www.econbiz.de/10001229600
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External equity financing shocks, financial flows, and asset prices
Belo, Frederico; Lin, Xiaoji; Fan, Yang - In: The review of financial studies 32 (2019) 9, pp. 3500-3543
Persistent link: https://www.econbiz.de/10012108122
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News shocks and the production-based term structure of equity returns
Ai, Hengjie; Croce, Mariano M.; Diercks, Anthony M.; Li, Kai - In: The review of financial studies 31 (2018) 7, pp. 2423-2467
Persistent link: https://www.econbiz.de/10011927137
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Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.; Sundaresan, Suresh M. - In: The review of financial studies 12 (1999) 4, pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
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Dynamic asset allocation : portfolio decomposition formula and applications
Detemple, Jérôme B.; Rindisbacher, Marcel - In: The review of financial studies 23 (2010) 1, pp. 25-100
Persistent link: https://www.econbiz.de/10003941596
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Dynamic equilibrium with liquidity constraints
Detemple, Jérôme B.; Serrat, Angel - In: The review of financial studies 16 (2003) 2, pp. 597-629
Persistent link: https://www.econbiz.de/10001764240