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The Design of Bank Loan Contracts, Collateral, and renegotiation.

Gorton, G.; Khan, J. - Rodney L. White Center for Financial Research, Wharton … - 1996

We study a model of renegotiation between a borrower and lender in which there is the potential for moral hazard on each side of the relationship.

Persistent link: https://www.econbiz.de/10005245262

An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility.

Abel, A.B.; Eberly, J.C. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245266

A Unified Model of Investment Under Uncertainty.

Abel, A.B.; Eberly, J.C. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245271

Risk and Returns of low-Grade Bonds: An Update.

Kein, D.B.; Blume, M.E. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245276

the real rate of Interest from 1800-1990: A Study of the U.S. and U.K.

siegel, J.J. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245280

Exact Solutions for Expected Rates of Return Under Markov Regime Switching : Implications for the Equity Premium Puzzele.

Abel, A.B. - Rodney L. White Center for Financial Research, Wharton … - 1992

Persistent link: https://www.econbiz.de/10005245288

Multifactor Models Do not Explain Deviations from the CAPM.

Mackinlay, A.C. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245301

Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing

Grundy, B.D.; Martin, J.S. - Rodney L. White Center for Financial Research, Wharton … - 1998

buying recent winners and shorting recent losers appears profitable in the post 1945 era. In contrast, the risk exposure of … such a strategy has not been well understood; the strategy's unconditional average risk exposure can be deceptive. The … accordance with the performance of the common risk factors during the periods in which stocks were ranked to determine their …

Persistent link: https://www.econbiz.de/10005245316

RETURNS AND VOLATILITY OF LOW-GRADE BOUNDS 1977-1989.

BLUME, M.E.; KEIN, D.B.; PATEL, S.A. - Rodney L. White Center for Financial Research, Wharton … - 1990

Persistent link: https://www.econbiz.de/10005245321

Test of Asset Pricing Models With Changing Expectations.

Ferson, W.E.; Foester, S.R.; Kein, D.B. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245334