Narrow search
Showing 1 - 10 of 616
Cover Image
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca; Garlappi, Lorenzo; Goldstein, Robert S. - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
Cover Image
A one-factor model of corporate bond premia
Elkamhi, Redouane; Jo, Chanik; Nozawa, Yoshio - In: Management science : journal of the Institute for … 70 (2024) 3, pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
Cover Image
Default risk and option returns
Vasquez, Aurelio; Xiao, Xiao - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Cover Image
Optimal portfolio liquidation with distress risk
Brown, David B.; Carlin, Bruce Ian; Sousa Lobo, Miguel - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 1997-2014
Persistent link: https://www.econbiz.de/10008748096
Cover Image
From the horse's mouth : economic conditions and investor expectations of risk and return
Amromin, Gene; Sharpe, Steven A. - In: Management science : journal of the Institute for … 60 (2014) 4, pp. 845-866
Persistent link: https://www.econbiz.de/10010347837
Cover Image
A reinterpretation of the optimal demand for risky assets in fund separation theorems
Deguest, Romain; Martellini, Lionel; Milhau, Vincent - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4333-4347
Persistent link: https://www.econbiz.de/10011921525
Cover Image
Asset pricing with downside liquidity risks
Anthonisz, Sean A.; Putniņš, Tālis J. - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2549-2572
Persistent link: https://www.econbiz.de/10011741402
Cover Image
Implied ambiguity : mean-variance inefficiency and pricing errors
Hara, Chiaki; Honda, Toshiki - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4246-4260
Persistent link: https://www.econbiz.de/10013369050
Cover Image
Value uncertainty
Bali, Turan G.; Del Viva, Luca; El Hefnawy, Menatalla; … - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4548-4563
Persistent link: https://www.econbiz.de/10015046305
Cover Image
Informed bond trading, corporate yield spreads, and corporate default prediction
Han, Song; Zhou, Xing - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 675-694
Persistent link: https://www.econbiz.de/10010347894