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A simple model of the taxable and tax-exempt yield curves

Green, Richard C. - In: The review of financial studies 6 (1993) 2, pp. 233-264

Persistent link: https://www.econbiz.de/10001149988

When will mean-variance efficient portfolios be well diversified?

Green, Richard C. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 1785-1809

Persistent link: https://www.econbiz.de/10001138540

A general equilibrium model of changing risk premia : theory and tests

Bossaerts, Peter L. - In: The review of financial studies 2 (1989) 4, pp. 467-493

Persistent link: https://www.econbiz.de/10001106407

Are there tax effects in the relative pricing of US government bonds?

Green, Richard C. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 609-633

Persistent link: https://www.econbiz.de/10001222440

Financial intermediation and the costs of trading in an opaque market

Green, Richard C. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002635051

Financial expertise as an arms race

Glode, Vincent; Green, Richard C.; Lowery, Richard - 2010 - Rev.

We show that firms intermediating trade have incentives to overinvest in financial expertise, and that these investments can be destabilizing. Financial expertise in our model improves firms' ability to accurately estimate value when trading a security. It creates adverse selection, which under...