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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Asymmetric information"
~subject:"CAPM"
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Asymmetric information
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Mathematical programming
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Hasler, Michael
3
Yang, Liyan
3
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1
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1
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1
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
323
Working paper / National Bureau of Economic Research, Inc.
268
Journal of economic theory
265
NBER Working Paper
251
Journal of financial economics
215
The review of financial studies
203
The journal of finance : the journal of the American Finance Association
198
Discussion paper / Centre for Economic Policy Research
192
Economics letters
182
Journal of banking & finance
175
Economic theory : official journal of the Society for the Advancement of Economic Theory
169
Journal of economic dynamics & control
151
CESifo working papers
132
Games and economic behavior
124
Finance research letters
107
Discussion papers / CEPR
102
Working paper
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
98
Journal of economic behavior & organization : JEBO
97
Journal of empirical finance
94
Journal of monetary economics
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Journal of mathematical economics
79
European economic review : EER
78
Research paper series / Swiss Finance Institute
78
Journal of financial and quantitative analysis : JFQA
77
The American economic review
76
International review of economics & finance : IREF
74
Discussion paper / Tinbergen Institute
73
The review of economic studies
72
European journal of operational research : EJOR
70
Economic modelling
69
Discussion paper
65
The Rand journal of economics
64
Review of quantitative finance and accounting
63
Journal of political economy
59
The North American journal of economics and finance : a journal of financial economics studies
59
Europäische Hochschulschriften / 5
56
International journal of industrial organization
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ECONIS (ZBW)
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1
An experimental comparison of two exchange economies : long-lived asset vs. short-lived asset
Carbone, Enrica
;
Hey, John Denis
;
Neugebauer, Tibor
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6946-6962
Persistent link: https://www.econbiz.de/10012703757
Saved in:
2
Complete prepayment models for mortgage-backed securities
Kang, Pan
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1665-1685
Persistent link: https://www.econbiz.de/10001135938
Saved in:
3
The capital asset pricing model with diverse holding periods
Levy, Haim
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1529-1542
Persistent link: https://www.econbiz.de/10001135949
Saved in:
4
Multinomial approximating models for options with k state variables
Kamrad, Bardia
- In:
Management science : journal of the Institute for …
37
(
1991
)
12
,
pp. 1640-1652
Persistent link: https://www.econbiz.de/10001120186
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5
Market reaction to quarterly earnings' announcements : a stochastic dominance based test of market efficiency
Falk, Haim
- In:
Management science : journal of the Institute for …
35
(
1989
)
4
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001063818
Saved in:
6
The valuation and analysis of adjustable rate mortgages
Kau, James B.
(
contributor
)
- In:
Management science : journal of the Institute for …
36
(
1990
)
12
,
pp. 1417-1431
Persistent link: https://www.econbiz.de/10001101565
Saved in:
7
Gains from international dual listing
Yagil, Joseph
- In:
Management science : journal of the Institute for …
37
(
1991
)
1
,
pp. 114-120
Persistent link: https://www.econbiz.de/10001104553
Saved in:
8
Union-firm bargaining and the influence of product market power and production technology on systematic risk
Bughin, Jacques
- In:
Management science : journal of the Institute for …
41
(
1995
)
8
,
pp. 1267-1278
Persistent link: https://www.econbiz.de/10001191546
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9
Information asymmetry, participation, and long-term contracts
Sivaramakrishnan, Konduru
- In:
Management science : journal of the Institute for …
40
(
1994
)
10
,
pp. 1228-1244
Persistent link: https://www.econbiz.de/10001171811
Saved in:
10
Valuing Asian and portfolio options by conditioning on the geometric mean price
Curran, Michael
- In:
Management science : journal of the Institute for …
40
(
1994
)
12
,
pp. 1705-1711
Persistent link: https://www.econbiz.de/10001176662
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