| 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 |
3 |
5 |
6 |
148 |
| Conditioning Information and Variance Bounds on Pricing Kernels |
0 |
0 |
0 |
110 |
9 |
24 |
24 |
612 |
| Conditioning Information and Variance on Pricing Kernals |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
41 |
| Corruption, Firm Governance, and the Cost of Capital |
0 |
2 |
4 |
69 |
2 |
8 |
19 |
375 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
2 |
3 |
4 |
36 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
2 |
4 |
4 |
621 |
| Dynamic Asset Allocation With Event Risk |
0 |
0 |
0 |
183 |
5 |
11 |
12 |
415 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
0 |
26 |
17 |
18 |
21 |
117 |
| Dynamic Choice and Risk Aversion |
0 |
0 |
0 |
16 |
7 |
7 |
13 |
71 |
| Dynamic Derivative Strategies |
0 |
0 |
1 |
533 |
7 |
11 |
25 |
1,782 |
| How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
0 |
248 |
6 |
12 |
13 |
920 |
| Information, Diversification, and Cost of Capital |
0 |
0 |
0 |
31 |
1 |
2 |
2 |
166 |
| Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities |
0 |
0 |
1 |
28 |
8 |
16 |
19 |
101 |
| Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? |
0 |
0 |
0 |
6 |
4 |
5 |
5 |
67 |
| Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
108 |
1 |
2 |
6 |
557 |
| Risk, Return and Dividends |
0 |
1 |
2 |
148 |
11 |
16 |
17 |
321 |
| Risk, Return and Dividends |
0 |
0 |
0 |
20 |
7 |
24 |
24 |
132 |
| Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications |
0 |
0 |
0 |
100 |
3 |
5 |
6 |
375 |
| THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS |
0 |
0 |
1 |
28 |
2 |
2 |
6 |
120 |
| The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads |
0 |
0 |
0 |
5 |
7 |
9 |
13 |
95 |
| The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads |
0 |
0 |
0 |
831 |
4 |
9 |
16 |
1,865 |
| The Value of Private Information |
0 |
0 |
0 |
4 |
4 |
4 |
7 |
60 |
| Why Stocks May Disappoint |
0 |
0 |
0 |
289 |
2 |
6 |
8 |
1,098 |
| Total Working Papers |
0 |
3 |
9 |
2,957 |
116 |
206 |
273 |
10,095 |