Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
Capital asset pricing with proportional transaction costs
Milne, Frank; Smith jr., Clifford W. - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 2, pp. 253-266
Persistent link: https://www.econbiz.de/10002533332
Cover Image
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
Cover Image
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
Cover Image
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