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Prices of state-contingent claims implicit in option prices

Breeden, Douglas T.; Litzenberger, Robert H. - In: Options : classic approaches to pricing and modelling, (pp. 249-279). 1999

Persistent link: https://www.econbiz.de/10001772458

Consumption-based asset pricing, part 1: classic theory and tests, measurement issues, and limited participation

Breeden, Douglas T.; Litzenberger, Robert H.; Jia, Tingyan - In: Annual review of financial economics 7 (2015), pp. 35-83

Persistent link: https://www.econbiz.de/10011567485

Optimal dynamic trading strategies

Breeden, Douglas T. - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 1, pp. 55-81

Persistent link: https://www.econbiz.de/10003690175

Why do firms hedge? : an asymmetric information model

Breeden, Douglas T.; Viswanathan, S. - In: The journal of fixed income 25 (2016) 3, pp. 7-25

Persistent link: https://www.econbiz.de/10011429755

A path-dependent approach to security valuation with application to interest rate contingent claims

Breeden, Douglas T. - In: Journal of banking & finance 21 (1997) 4, pp. 541-562

Persistent link: https://www.econbiz.de/10001215990

Empirical Tests of the Consumption-Oriented CAPM

Breeden, Douglas T. - 2015

The empirical implications of the consumption-oriented capital asset pricing model (CCAPM) are examined, and its performance is compared with a model based on the market portfolio. The CCAPM is estimated after adjusting for measurement problems associated with reported consumption data. The...

Persistent link: https://www.econbiz.de/10013017820

Building green without losing green : managing risks in sustainable design and construction contracts

Gibbons, Michael R. - In: The real estate finance journal 25 (2009/10) 3, pp. 51-76

Persistent link: https://www.econbiz.de/10003918108

A simple econometric approach for utilitybased asset pricing models

Brown, David P.; Gibbons, Michael R. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 359-381

Persistent link: https://www.econbiz.de/10001953296

A test of the Cox, Ingersoll, and Ross model of the term structure

Gibbons, Michael R. - In: The review of financial studies 6 (1993) 3, pp. 619-658

Persistent link: https://www.econbiz.de/10001159893

A test of the efficiency of a given portfolio

Gibbons, Michael R. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1121-1152

Persistent link: https://www.econbiz.de/10001076157