| 251. | 银行资产负债业务中隐含期权的定价
(The Decomposition and Pricing of Implied Options from Liabilities and Assets of Banks)
Publishing author: LIN Hai
Co-author(s): ZHENG Zhenlong
Working paper (2003 - Department of Finance, Xiamen University, China) - Chinese
Online since 2003.06.04 at 16:44:13 -
94 download(s) - 3
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Abstract (Abstract in English) | Download (.pdf - 55 KB) - Zip version (42 KB) |
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| 252. | Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
Publishing author: POST Thierry
Co-author(s): LEVY Haim
Working paper (2002 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 15:09:40 -
239 download(s) - 3
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Abstract | Download (.pdf - 222 KB) - Zip version (194 KB) |
| | 3 download(s) during the current quarter |
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| 253. | Equilibrium Valuation of Weather Derivatives
Publishing author: CAO Melanie
Co-author(s): WEI Jason
Working paper (2001 - University of Toronto and York University) - English
Online since 2003.01.06 at 17:52:22 -
231 download(s) - 2
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Abstract | Download (.pdf - 515 KB) - Zip version (464 KB) |
| | 3 download(s) during the current quarter |
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| 254. | Replicating and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Publishing author: PALMER Kenneth James
Co-author(s):
Working paper (2001 - University of Melbourne) - English
Online since 2002.12.23 at 03:29:37 -
106 download(s) - 0
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Abstract | Download (.PDF - 158 KB) - Zip version (140 KB) |
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| 255. | Bond return predictability and optimal portfolio choice
Publishing author: MAES Konstantijn
Co-author(s):
Working paper (2002) - English
Online since 2002.11.27 at 11:39:10 -
220 download(s) - 0
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Abstract | Download (.pdf - 795 KB) - Zip version (734 KB) |
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| 256. | Alternative Asset-Price Dynamics and Volatility Smile
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / SARTORELLI Giulio
Working paper (2001 - Banca IMI) - English
Online since 2002.11.22 at 09:01:45 -
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Abstract | Download (.pdf - 261 KB) - Zip version (217 KB) |
| | 3 download(s) during the current quarter |
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| 257. | How to Discount Cashflows with Time-Varying Expected Returns
Publishing author: ANG Andrew
Co-author(s): LIU Jun
Working paper (2002 - Columbia Business School) - English
Online since 2002.11.19 at 19:27:39 -
295 download(s) - 1
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Abstract | Download (.pdf - 237 KB) - Zip version (202 KB) |
| | 3 download(s) during the current quarter |
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| 258. | Cyclical Effects in Credit Risk Ratings
Publishing author: ALLEN Linda
Co-author(s): SAUNDERS Anthony
Working paper (2002) - English
Online since 2002.11.18 at 20:38:57 -
217 download(s) - 3
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Abstract | Download (.pdf - 309 KB) - Zip version (262 KB) |
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| 259. | Tunneling or Value Added: Evidence from Mergers by Korean Business Groups
Publishing author: BAE Kee-Hong
Co-author(s): KANG Jun-Koo / KIM Jin-Mo
Journal article (2002 - Journal of Finance) - English
Online since 2002.10.29 at 05:11:53 -
108 download(s) - 0
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Abstract | Download (.pdf - 380 KB) - Zip version (249 KB) |
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| 260. | Trader’s Choice between Market and Limit Orders: Evidence from NYSE stocks
Publishing author: BAE Kee-Hong
Co-author(s): JANG Hasung / PARK Kyung Suh
Journal article (2002 - Journal of Financial Markets, forthcoming) - English
Online since 2002.10.29 at 05:06:10 -
119 download(s) - 0
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Abstract | Download (.pdf - 332 KB) - Zip version (312 KB) |
| | 3 download(s) during the current quarter |
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