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risk
economic models
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Abel, A.B.
3
Babbel, D.F.
2
Eberly, J.C.
2
Eisenberg, L.K.
2
Ferson, W.E.
2
Kein, D.B.
2
BATES, D.S.
1
BLUME, M.E.
1
Blume, M.E.
1
Foerster, S.R.
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Foester, S.R.
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Gorton, G.
1
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1
Mackinlay, A.C.
1
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Rodney L. White Center for Financial Research, Wharton School of Business
14
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1
Generalized put-Call parity.
Babbel, D.F.
;
Eisenberg, L.K.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245255
Saved in:
2
Generalized put-Call parity.
Babbel, D.F.
;
Eisenberg, L.K.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005631571
Saved in:
3
Corporate Control, Portfolio Choice, and the Decline of Banking.
Gorton, G.
;
Rosen, R.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245183
Saved in:
4
Equity Risk Premia, Corporate Profit Forcasts, and Investor Sentiment Around the Stock Crash of October 1987.
Siegel, J.J.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245184
Saved in:
5
THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.
BATES, D.S.
-
Rodney L. White Center for Financial Research, Wharton …
-
1990
Persistent link: https://www.econbiz.de/10005245185
Saved in:
6
General Tests of Latent Variable Models and Mean Variance Spanning.
Ferson, W.E.
;
Foerster, S.R.
;
Keim, D.B.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245215
Saved in:
7
A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the "Too Big-to-Fail" Doctrine.
Mester, L.J.
;
Hughes, J.P.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245221
Saved in:
8
An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility.
Abel, A.B.
;
Eberly, J.C.
-
Rodney L. White Center for Financial Research, Wharton …
-
1993
Persistent link: https://www.econbiz.de/10005245266
Saved in:
9
A Unified Model of Investment Under Uncertainty.
Abel, A.B.
;
Eberly, J.C.
-
Rodney L. White Center for Financial Research, Wharton …
-
1993
Persistent link: https://www.econbiz.de/10005245271
Saved in:
10
Risk and Returns of low-Grade Bonds: An Update.
Kein, D.B.
;
Blume, M.E.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245276
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