Edition, McGraw-Hill. -- Lando, D. (2004), Credit Risk Modeling: Theory and Applications, Princeton University Press … Unknowable in Financial Risk Management: Measurement and Theory Advancing Practice, Chapter 1, Princeton, NJ: Princeton …-91 -- William F. Sharpe (1964), 'Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk', Journal of Finance …

time-varying risk. Some work by Abel provided us with the insights needed to produce such formulas. This paper gives a …

will appeal to a wide variety of scholars involved in evolutionary and institutional economics, and evolutionary theory. It …

This paper compares the SDR in terms of its risk-return characteristics relative to those of its five components and … a major weight, particularly in those portfolios which involve minimum risk and therefore would appear to be most …

past gains and losses on investors'' risk aversion. We first present a simple model on how heterogeneous changes in … investors'' risk aversion affect portfolio decisions and stock prices. Second, we empirically show that, when funds'' returns …

. Starting with Aristotle, the collection tracks the development of the modern theory of money through the ages by thinkers like … on Early Monetary Theory will be of interest to bankers, historians, and macroeconomists and can be used as a …