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General equilibrium pricing of options on the market portfolio with discontinuous returns
Naik, Vasanttilak - In: The review of financial studies 3 (1990) 4, pp. 493-521
Persistent link: https://www.econbiz.de/10001105893
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The pooling and tranching of securities : a model of informed intermediation
DeMarzo, Peter M. - In: The review of financial studies 18 (2005) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10002646461
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Financial sector stress and risk sharing : evidence from the weather derivatives market
Weagley, Daniel - In: The review of financial studies 32 (2019) 6, pp. 2456-2497
Persistent link: https://www.econbiz.de/10012033852
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The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter - In: The review of financial studies 3 (1990) 3, pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
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A reexamination of the value of tax options
Dammon, Robert Mark - In: The review of financial studies 2 (1989) 3, pp. 341-372
Persistent link: https://www.econbiz.de/10001106379
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Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.; Sundaresan, Suresh M. - In: The review of financial studies 12 (1999) 4, pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
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Unemployment insurance as a subsidy to risky firms
Doornik, Bernardus Ferdinandus Nazar van; Fazio, Dimas M.; … - In: The review of financial studies 35 (2022) 12, pp. 5535-5595
Persistent link: https://www.econbiz.de/10013547836
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Social risk, fiscal risk, and the portfolio of government programs
Hanson, Samuel G.; Scharfstein, David; Sunderam, Adi - In: The review of financial studies 32 (2019) 6, pp. 2341-2382
Persistent link: https://www.econbiz.de/10012033832
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Do peso problems explain the returns to the carry trade?
Burnside, Craig; Eichenbaum, Martin S.; Kleshchelski, Isaac - In: The review of financial studies 24 (2011) 3, pp. 853-891
Persistent link: https://www.econbiz.de/10008934095
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How firms should hedge
Brown, Gregory W.; Toft, Klaus Bjerre - In: The review of financial studies 15 (2002) 4, pp. 1283-1324
Persistent link: https://www.econbiz.de/10001716113