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An arbitrary benchmark CAPM : one additional frontier portfolio is sufficient
Ekern, Steinar (contributor) - 2008
Persistent link: https://www.econbiz.de/10003766442
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Predictions of default probabilities in structural models of debt
Leland, Hayne E. - In: The credit market handbook : advanced modeling issues, (pp. 39-64). 2006
Persistent link: https://www.econbiz.de/10003338038
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Financial synergies and the optimal scope of the firm : implications for mergers, spinoffs, and structured finance
Leland, Hayne Ellis - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 765-807
Persistent link: https://www.econbiz.de/10003445113
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Corporate debt value, bond covenants, and optimal capital structure
Leland, Hayne Ellis - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1213-1252
Persistent link: https://www.econbiz.de/10001171968
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Insider trading: should it be prohibited?
Leland, Hayne Ellis - In: Journal of political economy 100 (1992) 4, pp. 859-887
Persistent link: https://www.econbiz.de/10001128252
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Agency costs, risk management, and capital structure
Leland, Hayne Ellis - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1213-1243
Persistent link: https://www.econbiz.de/10001247202
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Organizations with incomplete information : essays in economic analysis; a tribute to Roy Radner
Majumdar, Mukul (ed.); Radner, Roy (honouree) - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10013493910
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In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A. - In: The journal of economic perspectives : EP ; a journal … 13 (1999) 4, pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
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Exotic unit-linked life insurance contracts
Ekern, Steinar - In: The Geneva papers on risk and insurance theory 21 (1996) 1, pp. 35-63
Persistent link: https://www.econbiz.de/10001334892
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An Arbitrary Benchmark CAPM : One Additional Frontier Portfolio is Sufficient
Ekern, Steinar - 2008
The benchmark CAPM linearly relates the expected returns on an arbitrary asset, an arbitrary benchmark portfolio, and an arbitrary MV frontier portfolio. The benchmark is not required to be on the frontier and may be non-perfectly correlated with the frontier portfolio. The benchmark CAPM...
Persistent link: https://www.econbiz.de/10014047121