Similar Search Results

Optimal Consumption and Investment with Capital Gains Taxes

Spatt, Chester; Dammon, Robert; Zhang, Harold - Carnegie Mellon University, Tepper School of Business - 1998

Persistent link: https://www.econbiz.de/10005027586

Equilibrium Asset Pricing Under Heterogeneous Information

Biais, Bruno; Bossaerts, Peter; Spatt, Chester - Carnegie Mellon University, Tepper School of Business

Persistent link: https://www.econbiz.de/10005029110

Equilibrium Forward Curves for Commodities

Routledge, Bryan; Seppi, Duane; Spatt, Chester - Carnegie Mellon University, Tepper School of Business

We develop an equilibrium model of the term structure of forward prices for commodities. Our approach differs from Brennan (1991) and Schwartz (1997) and other two-factor approaches in that we do not assume an exogenous "convenience yield" process as a second factor in forward prices. Rather, we...

Persistent link: https://www.econbiz.de/10005029119

Equilibrium Forward Curves for Commodities

Routledge, Bryan; Seppi, Duane; Spatt, Chester - Carnegie Mellon University, Tepper School of Business

Persistent link: https://www.econbiz.de/10005029140

Market Rules and Order Strategies During the Preopening, Opening and Trading Day

Spatt, Chester - Carnegie Mellon University, Tepper School of Business

Persistent link: https://www.econbiz.de/10005029178

Diversification and Capital Gains Taxes with Multiple Risky Assets

Dammon, Robert; Spatt, Chester; Zhang, Harold - Carnegie Mellon University, Tepper School of Business

Persistent link: https://www.econbiz.de/10005070173

The Spark Spread: An equilibrium model of the Cross-Commodity Price Relationships in Electricity

Spatt, Chester; Routledge, Bryan; Seppi, Duane - Carnegie Mellon University, Tepper School of Business - 1998

Persistent link: https://www.econbiz.de/10005073546

Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing

Dammon, Robert; Spatt, Chester; Zhang, Harold - Carnegie Mellon University, Tepper School of Business

Persistent link: https://www.econbiz.de/10005073551

Imperfect Competition in Financial Markets: ISLAND vs. NASDAQ

Biais, Bruno; Bisiere, Christophe; Spatt, Chester - Carnegie Mellon University, Tepper School of Business - 2002

Persistent link: https://www.econbiz.de/10005073566