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Journal of financial and quantitative analysis : JFQA
Working Papers / Economics Department, Queen's University
1,300
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Borrowing, short-sales, consumer default, and the creation of new assets
Milne, Frank
- In:
Journal of financial and quantitative analysis : JFQA
14
(
1979
)
2
,
pp. 255-273
Persistent link: https://www.econbiz.de/10002533319
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Behavioral portfolio theory
Shefrin, Hersh
;
Statman, Meir
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 127-151
Persistent link: https://www.econbiz.de/10001510052
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3
Behavioral capital asset pricing theory
Shefrin, Hersh
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
3
,
pp. 323-349
Persistent link: https://www.econbiz.de/10001171167
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Behavioral Portfolio Theory
Shefrin, Hersh
;
Statman, Meir
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10006698105
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Behavioral Capital Asset Pricing Theory
Shefrin, Hersh
;
Statman, Meir
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
3
,
pp. 323-350
Persistent link: https://www.econbiz.de/10006709997
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6
Heterogeneity in beliefs and volatility tail behavior
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1389-1414
Persistent link: https://www.econbiz.de/10011479441
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Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
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8
A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.
;
Unal, Haluk
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10001492484
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9
Average Rate Claims with Emphasis on Catastrophe Loss Options
Bakshi, Gurdip
;
Madan, Dilip
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-116
Persistent link: https://www.econbiz.de/10006695845
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10
A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
Madan, Dilip
;
Unal, Haluk
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10006698426
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