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A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
122 |
A Dynamic Model with Import Quota Constraints |
0 |
0 |
0 |
80 |
0 |
1 |
2 |
384 |
A Dynamic Model with Import Quota Constraints |
0 |
0 |
0 |
88 |
0 |
0 |
0 |
620 |
A General Equilibrium Model of Portfolio Insurance (Reprint 053) |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
208 |
A General Equilibrium Model of Portfolio Insurance (Reprint 053) |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
122 |
A Model of Credit Risk, Optimal Policies and Asset Prices |
0 |
0 |
0 |
244 |
0 |
1 |
1 |
666 |
A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
80 |
A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
672 |
A Model of Financialization of Commodities |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
129 |
A Theory of Operational Risk |
2 |
3 |
9 |
194 |
3 |
5 |
30 |
619 |
An Equilibrium Model with Restricted Stock Market Participation (Reprint 066) |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,088 |
An Equilibrium Model with Restricted Stock Market Participation (Reprint 066) |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
211 |
An Intertemporal Model of Segmentation (Reprint 056) |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
118 |
An Intertemporal Model of Segmentation (Reprint 056) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
122 |
Asset Prices and Institutional Investors |
0 |
1 |
2 |
54 |
0 |
2 |
5 |
184 |
Asset Prices with Heterogenous Beliefs |
0 |
0 |
0 |
292 |
0 |
0 |
0 |
659 |
Belief Dispersion in the Stock Market |
0 |
1 |
2 |
48 |
0 |
2 |
5 |
134 |
Capital Market Equilibrium with Differential Taxation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
590 |
Capital Market Equilibrium with Differential Taxation |
0 |
0 |
0 |
68 |
0 |
1 |
1 |
256 |
Capital Market Equilibrium with Mispricing and Arbitrage Activity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
775 |
Capital Market Equilibrium with Mispricing and Arbitrage Activity |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
127 |
Competition among Portfolio Managers and Asset Specialization |
0 |
0 |
3 |
8 |
2 |
3 |
8 |
81 |
Competition among Portfolio Managers and Asset Specialization |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
215 |
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1,010 |
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
877 |
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
225 |
Difference in Interim Performance and Risk Taking with Short-Sale Constraints |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
86 |
Difference in Interim Performance and Risk Taking with Short-sale Constraints |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
104 |
Difference in Interim Performance and Risk Taking with Short-sale Constraints |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
24 |
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
261 |
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
205 |
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
161 |
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062) |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
87 |
Dynamic Equilibrium with Costly Short-Selling and Lending Market |
0 |
0 |
0 |
18 |
0 |
0 |
5 |
46 |
Dynamic Hedging in Incomplete Markets: A Simple Solution |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
92 |
Dynamic Hedging in Incomplete Markets: A Simple Solution |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
85 |
Dynamic Hedging in Incomplete Markets: A Simple Solution |
0 |
0 |
0 |
41 |
0 |
2 |
4 |
102 |
Dynamic Mean-Variance Asset Allocation |
0 |
0 |
1 |
178 |
0 |
1 |
7 |
627 |
Dynamic hedging in incomplete markets: a simple solution |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion |
0 |
0 |
1 |
49 |
0 |
0 |
1 |
139 |
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
7 |
Equilibrium Mispricing in a Capital Market with Portfolio Constraints |
0 |
0 |
0 |
91 |
0 |
2 |
4 |
243 |
International Good Market Segmentation and Financial Market Structure |
0 |
0 |
0 |
303 |
1 |
1 |
2 |
1,851 |
Investor Protection and Asset Prices |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
32 |
Investor protection and asset prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Investor protection and asset prices |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
6 |
MONOPOLY POWER AND THE FIRM'S VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
164 |
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short versus Long-Term Policies |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
686 |
Monopoly Power and the Firm€ٳ Valuation |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
184 |
Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints |
0 |
0 |
0 |
126 |
0 |
1 |
1 |
624 |
Multiplicity in General Financial Equilibrium with Portfolio Constraints |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
153 |
Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version |
0 |
0 |
0 |
71 |
0 |
1 |
3 |
273 |
Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
120 |
Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices |
0 |
0 |
0 |
34 |
0 |
0 |
6 |
125 |
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management |
0 |
0 |
1 |
36 |
0 |
0 |
2 |
192 |
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management |
0 |
1 |
2 |
91 |
0 |
1 |
2 |
556 |
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management |
0 |
0 |
0 |
104 |
6 |
6 |
7 |
426 |
On the Fluctuations in Consumption and Market Returns in the Presence of Labor and Human Capital: An Equilibrium Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
601 |
On the Role of Arbitrageurs in Rational Markets |
0 |
0 |
0 |
153 |
0 |
1 |
2 |
1,171 |
Optimal Asset Allocation and Risk Shifting in Money Management |
0 |
0 |
0 |
134 |
1 |
2 |
2 |
559 |
Option Prices and Costly Short-Selling |
0 |
0 |
0 |
16 |
1 |
1 |
4 |
74 |
Risk Management with Benchmarking |
0 |
1 |
1 |
398 |
0 |
3 |
3 |
1,339 |
Security Design with Status Concerns |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
16 |
Stock Market and No-Dividend Stocks |
0 |
1 |
4 |
13 |
0 |
2 |
9 |
40 |
Strategic Asset Allocation in Money Management |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
116 |
Strategic Asset Allocation in Money Management |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
264 |
Strategic Asset Allocation in Money Management |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
22 |
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices |
0 |
0 |
0 |
788 |
1 |
1 |
7 |
1,501 |
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices |
0 |
0 |
0 |
420 |
0 |
0 |
3 |
951 |
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices |
0 |
0 |
1 |
342 |
0 |
0 |
2 |
709 |
Total Working Papers |
2 |
8 |
27 |
4,940 |
16 |
49 |
155 |
25,320 |