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Systematic risk and the theory of the firm : A reexamination

Goldenberg, David H.; Chiang, Raymond - In: Journal of Accounting and Public Policy 2 (1983) 1, pp. 63-72

Persistent link: https://www.econbiz.de/10005546096

A unified method for pricing options on diffusion processes

Goldenberg, David H. - In: Journal of Financial Economics 29 (1991) 1, pp. 3-34

Persistent link: https://www.econbiz.de/10005477967

Beyond Greed and Fear: Hersh Shefrin, Oxford University Press, New York, 2002, pp. 368, 0-19-516121-1

Goldenberg, David H. - In: Journal of Behavioral and Experimental Economics … 33 (2004) 1, pp. 131-134

Persistent link: https://www.econbiz.de/10005380960

Sample path properties of futures prices

Goldenberg, David H. - In: Journal of Futures Markets 6 (1986) 1, pp. 127-140

Persistent link: https://www.econbiz.de/10011197040

Comment on “Usefulness of Treasury Bill Futures As Hedging Instruments”

Goldenberg, David H. - In: Journal of Futures Markets 3 (1983) 2, pp. 225-226

Persistent link: https://www.econbiz.de/10011196833

Memory and equilibrium futures prices

Goldenberg, David H. - In: Journal of Futures Markets 9 (1989) 3, pp. 199-213

Persistent link: https://www.econbiz.de/10011197004

THE ARBITRAGE PRICING THEORY AND COST-OF-CAPITAL ESTIMATION: THE CASE OF ELECTRIC UTILITIES

Goldenberg, David H.; Robin, Ashok J. - In: Journal of Financial Research 14 (1991) 3, pp. 181-196

Persistent link: https://www.econbiz.de/10010889631

On Estimating the Expected Rate of Return in Diffusion Price Models with Application to Estimating the Expected Return on the Market

Goldenberg, David H.; Schmidt, Raymond J. - In: Journal of Financial and Quantitative Analysis 31 (1996) 04, pp. 605-631

This paper derives and numerically simulates maximum likelihood estimators for the drift in several important diffusion price models. The time series convergence properties of these estimators are compared to those of standard estimators including the geometric and arithmetic means. Merton...

Persistent link: https://www.econbiz.de/10008544240

Trading Frictions and Futures Price Movements

Goldenberg, David H. - In: Journal of Financial and Quantitative Analysis 23 (1988) 04, pp. 465-481

Persistent link: https://www.econbiz.de/10005243774

R.J. Shiller, The New Financial Order: Risk in the 21st Century, Princeton University Press, Princeton and Oxford (2003) (p. 366, ISBN 0-691-09172-2).

Goldenberg, David H. - In: Journal of Behavioral and Experimental Economics … 36 (2007) 2, pp. 330-333

Persistent link: https://www.econbiz.de/10005281196