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Capital budgeting and risk taking under credit constraints

Iachan, Felipe S. - In: Management science : journal of the Institute for … 66 (2020) 9, pp. 4292-4314

Persistent link: https://www.econbiz.de/10012297829

Consumption and Portfolio Choice with Option-Implied State Prices

Ait-Sahalia, Yacine - 2008

We propose an empirical implementation of the consumption-investment problem using the martingale representation … simplifies the investor's task of specifying the investment opportunity set and inherits the computational convenience of the …

Persistent link: https://www.econbiz.de/10012772381

Security Analysis : An Investment Perspective

Hou, Kewei - 2020

The investment theory, in which the expected return varies cross-sectionally with investment, expected profitability …

Persistent link: https://www.econbiz.de/10012823391

Level Versus Variability Trade-Offs in Wind and Solar Generation Investments : The Case of California

Wolak, Frank - 2016

Hourly plant-level wind and solar generation output and real-time price data for one year from the California ISO control area is used to estimate the vector of means and the contemporaneous covariance matrix of hourly output and revenues across all wind and solar locations in the state. Annual...

Persistent link: https://www.econbiz.de/10012985578

Asymmetric returns and the economic content of accruals and investment

Del Viva, Luca; Kothari, S. P.; Lambertides, Neophytos; … - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3921-3942

Persistent link: https://www.econbiz.de/10012607194

Current Accounts in the Long and Short Run

Kraay, Aart; Ventura, Jaume - 2021

fluctuations in savings on domestic investment and the current account? In the long run, we find that countries invest the marginal … to smooth consumption, but also domestic investment. To achieve this, they use foreign assets as a buffer stock …

Persistent link: https://www.econbiz.de/10013243615

How to alleviate correlation neglect in investment decisions

Laudenbach, Christine; Ungeheuer, Michael; Weber, Martin - In: Management science : journal of the Institute for … 69 (2023) 6, pp. 3400-3414

Persistent link: https://www.econbiz.de/10014305668

Investor sentiment, beta, and the cost of equity capital

Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 347-367

Persistent link: https://www.econbiz.de/10011446188

The value of funds of hedge funds : evidence from their holdings

Aiken, Adam L.; Clifford, Christopher P.; Ellis, Jesse - In: Management science : journal of the Institute for … 61 (2015) 10, pp. 2415-2429

Persistent link: https://www.econbiz.de/10011386157

Portfolio choices with many big models

Anderson, Ewan W.; Cheng, Ai-ru - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 690-715

Persistent link: https://www.econbiz.de/10012821249