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Risk, returns, and values in the presence of differential taxation

Benninga, Simon; Sarig, Oded H. - In: Journal of banking & finance 27 (2003) 6, pp. 1123-1138

Persistent link: https://www.econbiz.de/10001757814

Principles of finance with Excel

Benninga, Simon - 2011 - 2. ed.

Persistent link: https://www.econbiz.de/10008938804

Limiting differences between forward and futures prices in a Lucas consumption model

Wiener, Zvi; Benninga, Simon; Protopapadakis, Aris A. - 1994

Persistent link: https://www.econbiz.de/10000893125

The two-block covariance matrix and the CAPM

Disatnik, David; Benninga, Simon - In: International Journal of Portfolio Analysis and Management 1 (2012) 1, pp. 32-42

Persistent link: https://www.econbiz.de/10009706526

The cost of equity for private firms

Abudy, Menachem; Benninga, Simon; Shust, Efrat - In: The journal of corporate finance : contracting, … 37 (2016), pp. 431-443

Persistent link: https://www.econbiz.de/10011478692

Forward and futures prices with Markovian interest-rate processes

Benninga, Simon - In: The journal of business : B 67 (1994) 3, pp. 401-421

Persistent link: https://www.econbiz.de/10001167693

Limiting differences between forward and futures prices in a Lucas consumption model

Wiener, Zvi; Benninga, Simon; Protopapadakis, Aris A. - 1995

Persistent link: https://www.econbiz.de/10000925751

Leverage, time preference, and the "equity premium puzzle"

Benninga, Simon - In: Journal of monetary economics 25 (1990) 1, pp. 49-58

Persistent link: https://www.econbiz.de/10001086374

The Two-Block Covariance Matrix and the CAPM

Disatnik, David - 2012

The classical assumptions of the Capital Asset Pricing Model do not ensure obtaining a tangency (market) portfolio in which all the risky assets appear with positive proportions. This paper gives an additional set of assumptions that ensure obtaining such a portfolio. Our new set of assumptions...

Persistent link: https://www.econbiz.de/10013113474

New evidence on practical implications of the CAPM : in memory of Simon Benninga

Taussig, Roi D. - In: The journal of corporate accounting & finance 33 (2022) 1, pp. 72-77

Persistent link: https://www.econbiz.de/10012816187