| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on Optimal Equity Financing of the Corporation |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
10 |
| Abstract: Stochastic Dominance in the Laplace Transformation Domain |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
41 |
| An International Duopoly Model Under Exchange Rate Uncertainty |
0 |
0 |
0 |
10 |
1 |
1 |
5 |
67 |
| Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
225 |
| Assessing Competition in Canada's Financial System: A Note |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
89 |
| Asymmetric information in commodity futures markets: Theory and empirical evidence |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
29 |
| Capacity and Entry Under Demand Uncertainty |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
76 |
| Catastrophe futures and reinsurance contracts: An incomplete markets approach |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
25 |
| Certainty Equivalents and Timing Uncertainty |
1 |
1 |
1 |
4 |
1 |
1 |
2 |
38 |
| Competition, interlisting and market structure in options trading |
0 |
0 |
1 |
16 |
0 |
2 |
4 |
87 |
| Credit spreads and state-dependent volatility: Theory and empirical evidence |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
81 |
| Derivative Asset Pricing with Transaction Costs: An Extension |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
457 |
| Différenciation verticale et structure du marché |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
113 |
| Factor-Price Uncertainty with Variable Proportions: Note |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
75 |
| Financial oligopolies and parallel exclusion in the credit default swap markets |
0 |
0 |
2 |
4 |
0 |
0 |
5 |
19 |
| Free entry may reduce total willingness-to-pay1 |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
86 |
| From innovation to obfuscation: continuous time finance fifty years later |
0 |
0 |
2 |
8 |
0 |
0 |
4 |
13 |
| Identifying the SSD Portion of the EV Frontier: A Note |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
30 |
| Les contributions de la théorie financière à la solution de problèmes en organisation industrielle et en microéconomie appliquée |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
28 |
| Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
20 |
| Minimum Quality Standards, Entry, and the Timing of the Quality Decision |
0 |
0 |
0 |
47 |
0 |
1 |
1 |
151 |
| 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 |
1 |
58 |
0 |
0 |
3 |
357 |
| Mispricing of S&P 500 Index Options |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
9 |
| On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
22 |
| On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve |
0 |
1 |
1 |
18 |
0 |
1 |
2 |
219 |
| On the Technological Implications of the Spanning Theorem |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
75 |
| Optimal replacement policies with two or more loaded sliding standbys |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
| Option Bounds in Discrete Time: Extensions and the Pricing of the American Put |
0 |
0 |
0 |
53 |
1 |
1 |
1 |
203 |
| Option Pricing Bounds in Discrete Time |
0 |
0 |
1 |
81 |
0 |
1 |
5 |
198 |
| Option pricing and replication with transaction costs and dividends |
0 |
1 |
2 |
55 |
0 |
1 |
5 |
201 |
| PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
19 |
| Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
27 |
| Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
26 |
| Price discovery in equity and CDS markets |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
43 |
| Rate of Return Regulation of a Monopoly Firm with Random Demand |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
190 |
| Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
269 |
| Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
23 |
| Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs |
0 |
0 |
1 |
57 |
1 |
1 |
4 |
296 |
| The American put under transactions costs |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
94 |
| The Evaluation of Risky Investments with Random Timing of Cash Returns |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
15 |
| Uncertainty, Economies of Scale, and Barrier to Entry |
0 |
0 |
0 |
90 |
0 |
0 |
5 |
560 |
| Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
46 |
| Vertical differentiation: Entry and market coverage with multiproduct firms |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
191 |
| Total Journal Articles |
1 |
3 |
14 |
981 |
14 |
22 |
87 |
4,891 |
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