Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
An Equilibrium Model of Rare Event Premia |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
142 |
Conditioning Information and Variance Bounds on Pricing Kernels |
0 |
0 |
0 |
110 |
0 |
0 |
0 |
588 |
Conditioning Information and Variance on Pricing Kernals |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
38 |
Corruption, Firm Governance, and the Cost of Capital |
0 |
0 |
0 |
65 |
1 |
9 |
24 |
357 |
Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
32 |
Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
617 |
Dynamic Asset Allocation With Event Risk |
0 |
0 |
1 |
183 |
0 |
2 |
4 |
403 |
Dynamic Asset Allocation with Event Risk |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
96 |
Dynamic Choice and Risk Aversion |
0 |
1 |
1 |
16 |
0 |
1 |
1 |
58 |
Dynamic Derivative Strategies |
0 |
0 |
3 |
532 |
1 |
1 |
6 |
1,758 |
How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
0 |
248 |
0 |
0 |
3 |
907 |
Information, Diversification, and Cost of Capital |
0 |
0 |
0 |
31 |
0 |
0 |
10 |
164 |
Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities |
1 |
2 |
4 |
28 |
1 |
2 |
7 |
83 |
Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
62 |
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
551 |
Risk, Return and Dividends |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
108 |
Risk, Return and Dividends |
0 |
0 |
0 |
146 |
0 |
1 |
2 |
304 |
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications |
0 |
1 |
1 |
100 |
1 |
2 |
4 |
370 |
THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS |
0 |
0 |
0 |
27 |
1 |
1 |
1 |
115 |
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads |
0 |
0 |
0 |
831 |
2 |
3 |
6 |
1,851 |
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads |
0 |
0 |
0 |
5 |
2 |
2 |
3 |
84 |
The Value of Private Information |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
53 |
Why Stocks May Disappoint |
0 |
0 |
0 |
289 |
0 |
0 |
2 |
1,090 |
Total Working Papers |
1 |
4 |
11 |
2,949 |
9 |
24 |
78 |
9,831 |