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Japanese Government Bond Auctions: The U.S. Experience.

Hamao, Y.; Jegadeesh, N. - Graduate School of Business, Columbia University - 1995

Persistent link: https://www.econbiz.de/10005663853

Analysts' Interpretation and Investors' Valuation of Tax Carryforwards.

Amir, E.; Sougiannis, T. - Graduate School of Business, Columbia University - 1998

We examine how financial analysts and equity investors incorporate information on deferred taxes from carryforwards … into earnings forecasts and share prices, respectively. We focus on carryforwards because in providing this information … each period, management must use their private information about the firm's profitability prospects. Thus, accounting …

Persistent link: https://www.econbiz.de/10005630974

Pricing American-Style Securities Using Simulation.

Broadie, M.; Glasserman, P. - Graduate School of Business, Columbia University - 1996

We develop a simulation algorithm for estimating the prices of American-style securities, i.e. securities with opportunities for early exercice. Our algorithm provides both point estimates and error bounds for true security price.

Persistent link: https://www.econbiz.de/10005630991

Evidence on the Role of Cash Flow for Investment.

Gilchrist, S.; Himmelberg, C.P. - Graduate School of Business, Columbia University - 1995

Persistent link: https://www.econbiz.de/10005207584

The Return on Investment from Proportional Portfolio Strategies.

Browne, S. - Graduate School of Business, Columbia University - 1995

Persistent link: https://www.econbiz.de/10005207586

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

Tests of Alternative International Asset Pricing Models.

Vassalou, M. - Graduate School of Business, Columbia University - 1995

Persistent link: https://www.econbiz.de/10005776710

Mutual Funds and Financial Stability.

Edwards, F.R. - Graduate School of Business, Columbia University - 1995

Persistent link: https://www.econbiz.de/10005776738

Do Managed Futures Make Good Investments?

Edwards, F.R.; Park, J.M. - Graduate School of Business, Columbia University - 1995

Persistent link: https://www.econbiz.de/10005776747

Managed Commodity Funds.

Edwards, F.R.; Liew, J. - Graduate School of Business, Columbia University - 1998

This paper examines the performance of managed commodity funds during the period 1982 through 1996. By year-end 1996 almost $30 billion of speculative capital was invested in these funds, a nearly 60-fold increase since 1980. Three types of managed commodity funds are available. First, investors...

Persistent link: https://www.econbiz.de/10005630954