Caricamenti by mirando93

Are Institutions Momentum Traders?

A Note on Option Returns

Pricing European Options on Deferred Annuities

Evaluation of compound options using perturbation approximation

Schwartz-Smith Two-Factor Model in the Copper Market

WHY SOME FIRMS SMOOTH THEIR DIVIDENDS AND WHY OTHERS DON'T

Calibration of the Schwartz-Smith Model for Commodity Prices

The Tradability Premium on the S&P 500 Index

Are fluctuations in production of renewable energy permanent or transitory?

Developments of Mean-Variance Model for Portfolio Selection in Uncertain Environment

Permanent and Transitory Technology Shocks and the Behavior of Hours

Pension Fund Asset Allocation and Liability Discount Rates

Agency Problems in Target-Date Funds

USING THE FIRST PRINCIPAL COMPONENT AS A CORE INFLATION INDICATOR

Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model

Technology Shocks and Asset Price Dynamics

Pastor Stambaugh

The Demographics of Innovation and Asset Returns

The Role of Interest Rates in Influencing Long-Run Homeownership Rates

Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns

Equilibrium Correlation of Asset Price and Return

Limited Stock Market Participation Among Renters and Home Owners

Policy Options for State Pensions Systems and Their Impact on Plan Liabilities

An Application of Correlation Clustering to Portfolio Diversification

Human Capital as an Asset Class Implications From a General Equilibrium Model

Why Have U.S. Households Increasingly Relied on Mutual Funds to Own Equity?

A Contingent Claim Analysis of Suicide

Age, Investing Horizon and Asset Allocation

The Joint Dynamics of Labor Income, Stock Prices, and House Prices and the Implications for Household Decisions

Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options

Why not use SDF‐ rather than Beta Models in Performance Measurement?

Portfolio Performance of Linear SDF Models

Life Cycle Uncertainty and Portfolio Choice Puzzles

Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics

Duality Approaches to Robust Portfolio Choice

Portfolio problems based on jump-diffusion models

The bond risk premium

Global Bond Risk Premiums

Understanding the Sources of Abnormal Returns from the Momentum Strategy

Momentum Investment Strategy

The Momentum Effect on Stock Markets

Sources of Short-term Momentum Profits

Empirical likelihood estimation of interest rate diusion model

Building the Next Silicon Valley

The design of syndicates in venture capital

The Structure of Angel Groups

1189809646 FOREX Risk Premium in Armenia Poghosyan, Kocenda and Zemcik

Regulatory arbitrage and cross-border bank acquisitions

Trading, Profits, and Volatility in a Dynamic Information Network Model