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Experimental Evidence on Portfolio Size and Diversification : Your Mileage May Vary ... A Lot
Chance, Don M. - 2009
This paper reports on the results of an experiment in which MBA student participants select securities at random for the purpose of reproducing the familiar exponentially declining relationship between portfolio volatility and number of securities. We find that the overall set of participants...
Persistent link: https://www.econbiz.de/10013155764
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The price-taker effect on the valuation of executive stock options
Yang, Tung-hsiao; Chance, Don M. - In: The journal of financial research 37 (2014) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10010359512
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The tradeoff between compensation and incentives in executive stock options
Chance, Don M.; Yang, Tung-hsiao - In: The quarterly journal of finance 1 (2011) 4, pp. 733-766
Persistent link: https://www.econbiz.de/10009553955
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Black-Scholes-Merton, liquidity, and the valuation of executive stock options
Chance, Don M.; Yang, Tung-Hsiao - In: Issues in corporate governance and finance, (pp. 271-310). 2007
Persistent link: https://www.econbiz.de/10003538983
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An immunized hedge procedure for bond futures
Chance, Don M. - In: Selected writings on futures markets : explorations in …, (pp. 119-131). 1985
Persistent link: https://www.econbiz.de/10001305679
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Empirical tests of the pricing of index call options
Chance, Don M. - In: Advances in futures and options research : a research annual 1 (1986), pp. 141-166
Persistent link: https://www.econbiz.de/10001339368
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A semi-strong form test of the efficiency of the Treasury Bond futures market
Chance, Don M. - In: The journal of futures markets 5 (1985) 3, pp. 385-405
Persistent link: https://www.econbiz.de/10001128548
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Option volume and stock market : while put-call ratios seem to forecast market direction, transaction costs make it difficult to exploit the forecasts
Chance, Don M. - In: The journal of portfolio management : a publication of … 16 (1990) 4, pp. 42-51
Persistent link: https://www.econbiz.de/10001112342
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An immunized-hedge procedure for bond futures
Chance, Don M. - In: The journal of futures markets 2 (1982) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10001080718