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Limited Market Participation and Volatility of Asset Prices.

Allen, F.; Gale, D. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245187

Options, the Value of Capital, and Investment.

Abel, A.B.; Dixit, A.K.; Eberly, J.C.; Pindyck, R.S. - Rodney L. White Center for Financial Research, Wharton … - 1996

Persistent link: https://www.econbiz.de/10005245195

Quantity-Adjusting Options and Forward Contracts.

Babbel, D.F.; Eisenberg, L.K. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245219

The Effects of Irreversibility and Uncertainty on Capital Accumulation.

Abel, A.B.; Elberly, J.C. - Rodney L. White Center for Financial Research, Wharton … - 1995

Persistent link: https://www.econbiz.de/10005245223

Optimal Consumption Choices for a "Large" Investor.

Cuoco, D.; Cvitanic, J. - Rodney L. White Center for Financial Research, Wharton … - 1996

This paper examines the optimal consumption and investment problem for a "large" investor, whose portfolio choices affect the instantaneous expected returns on the traded assets.

Persistent link: https://www.econbiz.de/10005245231

Soft Dollars and the Brokerage Industry.

Blume, M.E. - Rodney L. White Center for Financial Research, Wharton … - 1992

Persistent link: https://www.econbiz.de/10005245240

Differences in execution Prices among the Nyse, the Regionals and the NASD.

Blume, M.E.; Goldstein, M.A. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245246

ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES.

KANDEL, S.; STAMBAUGH, R.F. - Rodney L. White Center for Financial Research, Wharton … - 1990

Persistent link: https://www.econbiz.de/10005245254

An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility.

Abel, A.B.; Eberly, J.C. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245266

A Unified Model of Investment Under Uncertainty.

Abel, A.B.; Eberly, J.C. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245271