| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy |
1 |
8 |
42 |
424 |
2 |
11 |
71 |
918 |
| A Theory of the Nominal Term Structure of Interest Rates |
0 |
1 |
5 |
546 |
0 |
1 |
10 |
1,547 |
| Admissible uncertainty in the intertemporal asset pricing model |
2 |
2 |
3 |
59 |
2 |
2 |
4 |
145 |
| Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
225 |
| Asset Pricing Tests with Long-run Risks in Consumption Growth |
0 |
1 |
6 |
32 |
1 |
3 |
13 |
86 |
| Asset Pricing with Countercyclical Household Consumption Risk |
0 |
1 |
2 |
16 |
0 |
1 |
4 |
97 |
| Asset Pricing with Heterogeneous Consumers |
1 |
1 |
7 |
1,271 |
1 |
2 |
17 |
3,005 |
| Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence |
0 |
0 |
2 |
250 |
0 |
0 |
3 |
835 |
| Asset Pricing: Models and Empirical Evidence |
0 |
1 |
4 |
66 |
0 |
1 |
7 |
178 |
| Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities |
0 |
0 |
0 |
14 |
1 |
1 |
1 |
45 |
| Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences |
0 |
0 |
0 |
164 |
0 |
0 |
0 |
768 |
| Capital Market Equilibrium with Personal Tax |
0 |
2 |
8 |
237 |
0 |
3 |
14 |
595 |
| Capital Market Equilibrium with Transaction Costs |
0 |
3 |
10 |
682 |
1 |
4 |
23 |
1,492 |
| Cash management: An inventory control limit approach: Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 |
0 |
0 |
2 |
85 |
0 |
1 |
5 |
426 |
| Comment on Chen, Kim and Kon |
0 |
1 |
1 |
12 |
1 |
2 |
2 |
156 |
| Debt and Taxes and Uncertainty: Discussion |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
57 |
| Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
12 |
| Habit Formation: A Resolution of the Equity Premium Puzzle |
1 |
3 |
16 |
1,669 |
2 |
11 |
59 |
4,590 |
| Habit persistence and durability in aggregate consumption: Empirical tests |
0 |
1 |
3 |
343 |
1 |
3 |
16 |
901 |
| Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation |
0 |
0 |
8 |
475 |
1 |
3 |
16 |
1,086 |
| Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle |
2 |
2 |
6 |
647 |
2 |
2 |
14 |
1,696 |
| Junior is rich: bequests as consumption |
0 |
0 |
0 |
53 |
1 |
1 |
2 |
270 |
| Junior must pay: pricing the implicit put in privatizing Social Security |
0 |
0 |
0 |
14 |
2 |
3 |
5 |
207 |
| MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
132 |
| Market Risk Adjustment in Project Valuation |
0 |
0 |
0 |
212 |
0 |
0 |
2 |
757 |
| Merton H. Miller |
0 |
1 |
1 |
5 |
1 |
2 |
2 |
55 |
| Mispriced index option portfolios |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
31 |
| Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
12 |
| Mispricing of S&P 500 Index Options |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
9 |
| Mispricing of S&P 500 Index Options |
0 |
0 |
1 |
58 |
0 |
0 |
3 |
357 |
| Multiperiod Consumption and Investment Behavior with Convex Transactions Costs |
0 |
0 |
1 |
15 |
0 |
0 |
2 |
65 |
| Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
28 |
| Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
170 |
| Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing |
0 |
1 |
1 |
63 |
0 |
2 |
5 |
310 |
| Optimal Population Growth and the Social Welfare Function |
0 |
0 |
1 |
69 |
1 |
1 |
4 |
299 |
| Optimal bond trading with personal taxes |
0 |
0 |
1 |
24 |
0 |
1 |
5 |
127 |
| Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns |
0 |
0 |
1 |
155 |
2 |
3 |
12 |
529 |
| Portfolio selection with transactions costs |
0 |
2 |
9 |
153 |
1 |
3 |
14 |
337 |
| Rational Asset Prices |
0 |
0 |
1 |
72 |
0 |
0 |
2 |
361 |
| Stochastic Cash Management with Fixed and Proportional Transaction Costs |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
63 |
| Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs |
0 |
0 |
1 |
57 |
1 |
1 |
4 |
296 |
| Strategic analysis of the competitive exercise of certain financial options |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
160 |
| The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion |
0 |
0 |
1 |
260 |
0 |
0 |
3 |
763 |
| The Puzzle of Index Option Returns |
0 |
0 |
2 |
9 |
0 |
1 |
4 |
40 |
| The Supply and Demand of S&P 500 Put Options |
1 |
4 |
4 |
15 |
1 |
6 |
10 |
41 |
| Time nonseparability in aggregate consumption: International evidence |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
259 |
| To Pay or Not to Pay Dividend: Discussion |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
61 |
| Transaction Costs and the Pricing of Financial Assets |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
34 |
| Warrant exercise and bond conversion in competitive markets |
0 |
0 |
1 |
74 |
0 |
0 |
2 |
218 |
| What Information Drives Asset Prices? |
0 |
0 |
0 |
3 |
2 |
2 |
4 |
12 |
| Total Journal Articles |
8 |
35 |
153 |
8,463 |
28 |
80 |
381 |
24,863 |
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