Works matching DE "MATHEMATICAL finance"

Results: 850

ESTIMATING THE MARGINAL RATE OF SUBSTITUTION IN THE INTERTEMPORAL CAPITAL ASSET PRICING MODEL.

Published in:

Review of Economics & Statistics, 1989, v. 71, n. 3, p. 365, doi. 10.2307/1926892

By:

Scott, Louis O.

Publication type:

Article

MARKET STRUCTURE AND RIVALRY: NEW EVIDENCE WITH A NON-LINEAR MODEL.

Published in:

Review of Economics & Statistics, 1984, v. 66, n. 4, p. 678, doi. 10.2307/1935994

By:

Marlow, Michael L.;
Link, John P.;
Trost, Robert P.

Publication type:

Article

On “Acquisition of Information in Financial Markets”.

Published in:

Review of Economic Studies, 2008, v. 75, n. 4, p. 1081, doi. 10.1111/j.1467-937X.2008.00502.x

By:

CHAMLEY, CHRISTOPHE

Publication type:

Article

The Role of Portfolio Constraints in the International Propagation of Shocks.

Published in:

Review of Economic Studies, 2008, v. 75, n. 4, p. 1215, doi. 10.1111/j.1467-937X.2008.00509.x

By:

PAVLOVA, ANNA;
RIGOBON, ROBERTO

Publication type:

Article

Solutions and Simulations of Some One-Dimensional Stochastic Differential Equations.

Published in:

Asia-Pacific Financial Markets, 2010, v. 17, n. 4, p. 365, doi. 10.1007/s10690-009-9109-1

By:

Klebaner, F. C.;
Azmy, E.

Publication type:

Article

Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 33, doi. 10.1007/s10690-010-9119-z

By:

Liang, Jin;
Ma, Jun;
Wang, Tao;
Ji, Qin

Publication type:

Article

'Down-Side Risk' Probability Minimization Problem with Cox-Ingersoll-Ross's Interest Rates.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 69, doi. 10.1007/s10690-010-9121-5

By:

Hata, Hiroaki

Publication type:

Article

A Multifactor Model of Credit Spreads.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 105, doi. 10.1007/s10690-010-9123-3

By:

Bhar, Ramaprasad;
Handzic, Nedim

Publication type:

Article

Combination of linear discriminant analysis and expert opinion for the construction of credit rating models: The case of SMEs.

Published in:

Cogent Business & Management, 2019, v. 6, n. 1, p. 1, doi. 10.1080/23311975.2019.1685926

By:

Habachi, Mohamed;
Benbachir, Saâd;
McMillan, David

Publication type:

Article

Multidimensional Insurance Model with Risk-Reducing Treaty.

Published in:

Stochastic Models, 2011, v. 27, n. 3, p. 363, doi. 10.1080/15326349.2011.593399

By:

Ramasubramanian, S.

Publication type:

Article

Predict Forex Trend via Convolutional Neural Networks.

Published in:

Journal of Intelligent Systems, 2020, v. 29, n. 1, p. 941, doi. 10.1515/jisys-2018-0074

By:

Tsai, Yun-Cheng;
Chen, Jun-Hao;
Wang, Jun-Jie

Publication type:

Article

YES, Employee Stock Options CAN Be Valued.

Published in:

Financial Executive, 2003, v. 19, n. 2, p. 52

By:

Sinnett, William M.

Publication type:

Article

Giving Credit Where Credit Is Due.

Published in:: Financial Executive, 1999, v. 15, n. 1, p. 10
Publication type:: Article

Does an Agency-Type of Audit Model Fit a Stewardship Context? Evidence from Performance Auditing in Dutch Municipalities.

Published in:

Financial Accountability & Management, 2016, v. 32, n. 2, p. 135, doi. 10.1111/faam.12084

By:

Tillema, Sandra;
ter Bogt, Henk J.

Publication type:

Article

Initial boundary value problem of an equation from mathematical finance.

Published in:

Chinese Annals of Mathematics, 2016, v. 37, n. 3, p. 465, doi. 10.1007/s11401-016-0947-7

By:

Zhan, Huashui

Publication type:

Article

Model combination for credit risk assessment: A stacked generalization approach.

Published in:

Annals of Operations Research, 2007, v. 151, n. 1, p. 289, doi. 10.1007/s10479-006-0120-x

By:

Doumpos, Michael;
Zopounidis, Constantin

Publication type:

Article

Relative uncertainty in term loan projection models: what lenders could tell risk managers.

Published in:

Journal of Experimental & Theoretical Artificial Intelligence, 2012, v. 24, n. 4, p. 501, doi. 10.1080/0952813X.2012.693685

By:

Warenski, Lisa

Publication type:

Article

The Global System of Finance.

Published in:

American Journal of Economics & Sociology, 2006, v. 65, n. 1, p. 189, doi. 10.1111/j.1536-7150.2006.00447.x

By:

Hessling, Alexandra;
Pahl, Hanno

Publication type:

Article

Industrial Structures Components of Finance Theory's CAPM.

Published in:

Review of Industrial Organization, 1992, v. 7, n. 3/4, p. 361, doi. 10.1007/BF00353402

By:

Greenhut, John G.

Publication type:

Article

ABSTRACTS OF THE ARTICLES.

Published in:: 2010
Publication type:: Abstract

Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese?

Published in:

Economic Review / Kozgazdasagi Szemle, 2010, v. 57, p. 201

By:

Péter, Erdős;
Mihály, Ormos;
Dávid, Zibriczky

Publication type:

Article

Pricing the SPI Futures Call Option Contract Using the Asay Model.

Published in:

ICFAI Journal of Derivatives Markets, 2007, v. 4, n. 4, p. 22

By:

Bowman, Chakriya

Publication type:

Article

A Two-Factor Black-Karasinski Sovereign Credit Default Swap Pricing Model.

Published in:

ICFAI Journal of Derivatives Markets, 2007, v. 4, n. 4, p. 6

By:

Realdon, Marco

Publication type:

Article

Feedback Trading between Fundamental and Nonfundamental Information.

Published in:

Review of Financial Studies, 2015, v. 28, n. 1, p. 247, doi. 10.1093/rfs/hhu057

By:

Guo, Ming;
Ou-Yang, Hui

Publication type:

Article

Collateral-Motivated Financial Innovation.

Published in:

Review of Financial Studies, 2014, v. 27, n. 10, p. 2961, doi. 10.1093/rfs/hhu036

By:

Shen, Ji;
Yan, Hongjun;
Zhang, Jinfan

Publication type:

Article

Advance Disclosure of Insider Trading.

Published in:

Review of Financial Studies, 2014, v. 27, n. 8, p. 2504, doi. 10.1093/rfs/hhu026

By:

Lenkey, Stephen L.

Publication type:

Article

Illiquidity Contagion and Liquidity Crashes.

Published in:

Review of Financial Studies, 2014, v. 27, n. 6, p. 1615, doi. 10.1093/rfs/hhu016

By:

Cespa, Giovanni;
Foucault, Thierry

Publication type:

Article

Repo Runs.

Published in:

Review of Financial Studies, 2014, v. 27, n. 4, p. 957, doi. 10.1093/rfs/hht134

By:

Martin, Antoine;
Skeie, David;
Thadden, Ernst-Ludwig von

Publication type:

Article

Resource Allocation within Firms and Financial Market Dislocation: Evidence from Diversified Conglomerates.

Published in:

Review of Financial Studies, 2014, v. 27, n. 4, p. 1143, doi. 10.1093/rfs/hhu005

By:

Matvos, Gregor;
Seru, Amit

Publication type:

Article

Common Errors: How to (and Not to) Control for Unobserved Heterogeneity.

Published in:

Review of Financial Studies, 2014, v. 27, n. 2, p. 617, doi. 10.1093/rfs/hht047

By:

Gormley, Todd A.;
Matsa, David A.

Publication type:

Article

Financial Market Shocks and the Macroeconomy.

Published in:

Review of Financial Studies, 2013, v. 26, n. 11, p. 2687, doi. 10.1093/rfs/hht058

By:

Subrahmanyam, Avanidhar;
Titman, Sheridan

Publication type:

Article

A Structural Model of Dynamic Market Timing.

Published in:

Review of Financial Studies, 2013, v. 26, n. 10, p. 2492, doi. 10.1093/rfs/hht028

By:

Detemple, Jérôme;
Rindisbacher, Marcel

Publication type:

Article

Entangled Financial Systems.

Published in:

Review of Financial Studies, 2013, v. 26, n. 5, p. 1291, doi. 10.1093/rfs/hht008

By:

Zawadowski, Adam

Publication type:

Article

Optimal Corporate Governance in the Presence of an Activist Investor.

Published in:

Review of Financial Studies, 2013, v. 26, n. 4, p. 985, doi. 10.1093/rfs/hht001

By:

Cohn, Jonathan B.;
Rajan, Uday

Publication type:

Article

Realized Skewness.

Published in:

Review of Financial Studies, 2012, v. 25, n. 11, p. 3423, doi. 10.1093/rfs/hhs101

By:

Neuberger, Anthony

Publication type:

Article

Bond Ladders and Optimal Portfolios.

Published in:

Review of Financial Studies, 2011, v. 24, n. 12, p. 4123, doi. 10.1093/rfs/hhr074

By:

Judd, Kenneth L.;
Kubler, Felix;
Schmedders, Karl

Publication type:

Article

Dividend Policies in an Unregulated Market: The London Stock Exchange, 1895–1905.

Published in:

Review of Financial Studies, 2011, v. 24, n. 9, p. 2935, doi. 10.1093/rfs/hhr026

By:

Braggion, Fabio;
Moore, Lyndon

Publication type:

Article

Tractability in Incentive Contracting.

Published in:

Review of Financial Studies, 2011, v. 24, n. 9, p. 2865, doi. 10.1093/rfs/hhr044

By:

Edmans, Alex;
Gabaix, Xavier

Publication type:

Article

Learning from Prices and the Dispersion in Beliefs.

Published in:

Review of Financial Studies, 2011, v. 24, n. 9, p. 3025, doi. 10.1093/rfs/hhr050

By:

Banerjee, Snehal

Publication type:

Article

Information in (and not in) the Term Structure.

Published in:

Review of Financial Studies, 2011, v. 24, n. 9, p. 2895, doi. 10.1093/rfs/hhr033

By:

Duffee, Gregory R.

Publication type:

Article

What Factors Drive Global Stock Returns?

Published in:

Review of Financial Studies, 2011, v. 24, n. 8, p. 2527, doi. 10.1093/rfs/hhr013

By:

Hou, Kewei;
Karolyi, G. Andrew;
Kho, Bong-Chan

Publication type:

Article

Learning and Asset-price Jumps.

Published in:

Review of Financial Studies, 2011, v. 24, n. 8, p. 2738, doi. 10.1093/rfs/hhr023

By:

Bansal, Ravi;
Shaliastovich, Ivan

Publication type:

Article

Margin-based Asset Pricing and Deviations from the Law of One Price.

Published in:

Review of Financial Studies, 2011, v. 24, n. 6, p. 1980

By:

Gârleanu, Nicolae;
Pedersen, Lasse Heje

Publication type:

Article

Bank Capital and Value in the Cross-Section.

Published in:

Review of Financial Studies, 2011, v. 24, n. 4, p. 1019, doi. 10.1093/rfs/hhq022

By:

Mehran, Hamid;
Thakor, Anjan

Publication type:

Article

Do Peso Problems Explain the Returns to the Carry Trade?

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 853, doi. 10.1093/rfs/hhq138

By:

Burnside, Craig;
Eichenbaum, Martin;
Kleshchelski, Isaac;
Rebelo, Sergio

Publication type:

Article

What's Vol Got to Do with It.

Published in:

Review of Financial Studies, 2011, v. 24, n. 1, p. 1, doi. 10.1093/rfs/hhq085

By:

Drechsler, Itamar;
Yaron, Amir

Publication type:

Article

Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices.

Published in:

Review of Financial Studies, 2011, v. 24, n. 1, p. 82, doi. 10.1093/rfs/hhq116

By:

Bonomo, Marco;
Garcia, René;
Meddahi, Nour;
Tédongap, Roméo

Publication type:

Article

How Deep Is the Annuity Market Participation Puzzle?

Published in:

Review of Financial Studies, 2011, v. 24, n. 1, p. 279, doi. 10.1093/rfs/hhq080

By:

Inkmann, Joachim;
Lopes, Paula;
Michaelides, Alexander

Publication type:

Article

Entrepreneurial Finance and Nondiversifiable Risk.

Published in:

Review of Financial Studies, 2010, v. 23, n. 12, p. 4348, doi. 10.1093/rfs/hhq122

By:

Chen, Hui;
Miao, Jianjun;
Wang, Neng

Publication type:

Article

Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies.

Published in:

Review of Financial Studies, 2010, v. 23, n. 10, p. 3738, doi. 10.1093/rfs/hhq050

By:

Korteweg, Arthur;
Sorensen, Morten

Publication type:

Article