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ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES.
GOETZMANN, W.N. - Graduate School of Business, Columbia University - 1990
Persistent link: https://www.econbiz.de/10005776753
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Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns.
Vassalou, M. - Graduate School of Business, Columbia University - 1999
We test for the pricing of exchange rate and foreign inflation risk in equities. Our tests are motivated by the … Adler and Dumas (1983). Both exchange rate and foreign inflation risk factors can explain part of the within-country cross …-sectional variation in returns. Our results have important implications for hedging exchange rate risk. They also demonstrate that home …
Persistent link: https://www.econbiz.de/10005478440
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Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin.
Browne, S. - Graduate School of Business, Columbia University - 1995
Persistent link: https://www.econbiz.de/10005776708
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THE EFFECTIVENESS OF COSMETIC INCOME-SMOOTHING ON CROSS-SECTIONAL RISK ASSESSMENT
MCGAHRAN, K.T.; MENSAH, Y.M. - Graduate School of Business, Columbia University - 1988
Persistent link: https://www.econbiz.de/10005776752
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MARGIN REQUIREMENTS AND THE DEMAND FOR FUTURES CONTRACTS.
SHANKER, L. - Graduate School of Business, Columbia University - 1988
Persistent link: https://www.econbiz.de/10005487211
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The Return on Investment from Proportional Portfolio Strategies.
Browne, S. - Graduate School of Business, Columbia University - 1995
Persistent link: https://www.econbiz.de/10005207586
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A NOTE ON THE EFFECT OF ALTERNATIVE RETURN MEASURES IN FINANCIAL FUTURES RESEARCH.
SCHNEEWEIS, T.; SAVANAYANA, U. - Graduate School of Business, Columbia University - 1991
Persistent link: https://www.econbiz.de/10005647025
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Why Include Warrants in New Equity Issues? A Theory of Unit IPOs.
Chemmanur, T.J.; Fulghieri, P. - Graduate School of Business, Columbia University - 1994
Persistent link: https://www.econbiz.de/10005630945
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Financial Innovation and Endogenous Uncertainty in Incomplete Asset Markets.
Chichilnisky, G.; Wu, H.M. - Graduate School of Business, Columbia University - 1992
Persistent link: https://www.econbiz.de/10005630995
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Financial Markets for Unknown Risks.
Chichilnisky, G.; Heal, G. - Graduate School of Business, Columbia University - 1992
Persistent link: https://www.econbiz.de/10005631004