| 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 |
2 |
2 |
8 |
150 |
| Conditioning Information and Variance Bounds on Pricing Kernels |
0 |
0 |
0 |
110 |
3 |
4 |
28 |
616 |
| Conditioning Information and Variance on Pricing Kernals |
0 |
0 |
0 |
1 |
3 |
4 |
7 |
45 |
| Corruption, Firm Governance, and the Cost of Capital |
0 |
0 |
3 |
69 |
2 |
8 |
21 |
383 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
2 |
4 |
7 |
40 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
2 |
4 |
8 |
625 |
| Dynamic Asset Allocation With Event Risk |
0 |
0 |
0 |
183 |
1 |
2 |
14 |
417 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
0 |
26 |
1 |
2 |
22 |
119 |
| Dynamic Choice and Risk Aversion |
0 |
0 |
0 |
16 |
0 |
3 |
15 |
74 |
| Dynamic Derivative Strategies |
0 |
0 |
1 |
533 |
3 |
12 |
27 |
1,794 |
| How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
0 |
248 |
2 |
2 |
15 |
922 |
| Information, Diversification, and Cost of Capital |
0 |
0 |
0 |
31 |
3 |
3 |
5 |
169 |
| Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities |
0 |
0 |
0 |
28 |
3 |
6 |
23 |
107 |
| Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it? |
0 |
0 |
0 |
6 |
1 |
3 |
8 |
70 |
| Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? |
0 |
1 |
1 |
109 |
3 |
5 |
11 |
562 |
| Risk, Return and Dividends |
0 |
0 |
1 |
148 |
1 |
3 |
19 |
324 |
| Risk, Return and Dividends |
0 |
0 |
0 |
20 |
5 |
7 |
31 |
139 |
| Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications |
0 |
0 |
0 |
100 |
4 |
6 |
11 |
381 |
| THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS |
0 |
0 |
1 |
28 |
2 |
3 |
8 |
123 |
| The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads |
0 |
0 |
0 |
831 |
2 |
5 |
18 |
1,870 |
| The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads |
0 |
0 |
0 |
5 |
0 |
0 |
10 |
95 |
| The Value of Private Information |
0 |
0 |
0 |
4 |
0 |
2 |
9 |
62 |
| Why Stocks May Disappoint |
0 |
0 |
0 |
289 |
5 |
8 |
16 |
1,106 |
| Total Working Papers |
0 |
1 |
7 |
2,958 |
50 |
98 |
341 |
10,193 |