| 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 |
143 |
| 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 |
0 |
1 |
0 |
0 |
0 |
38 |
| Corruption, Firm Governance, and the Cost of Capital |
2 |
3 |
4 |
69 |
2 |
3 |
21 |
369 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
1 |
1 |
1 |
618 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
33 |
| Dynamic Asset Allocation With Event Risk |
0 |
0 |
0 |
183 |
4 |
5 |
7 |
408 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
99 |
| Dynamic Choice and Risk Aversion |
0 |
0 |
1 |
16 |
0 |
4 |
7 |
64 |
| Dynamic Derivative Strategies |
0 |
0 |
1 |
533 |
1 |
3 |
15 |
1,772 |
| How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
0 |
248 |
1 |
2 |
2 |
909 |
| Information, Diversification, and Cost of Capital |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
164 |
| Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities |
0 |
0 |
2 |
28 |
0 |
0 |
4 |
85 |
| 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 |
3 |
4 |
555 |
| Risk, Return and Dividends |
0 |
0 |
1 |
147 |
2 |
2 |
4 |
307 |
| Risk, Return and Dividends |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
108 |
| Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications |
0 |
0 |
1 |
100 |
1 |
1 |
3 |
371 |
| THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS |
0 |
0 |
1 |
28 |
0 |
0 |
4 |
118 |
| The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads |
0 |
0 |
0 |
5 |
1 |
1 |
5 |
87 |
| The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads |
0 |
0 |
0 |
831 |
2 |
3 |
10 |
1,858 |
| The Value of Private Information |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
56 |
| Why Stocks May Disappoint |
0 |
0 |
0 |
289 |
0 |
1 |
2 |
1,092 |
| Total Working Papers |
2 |
3 |
11 |
2,956 |
15 |
30 |
97 |
9,904 |