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A Continuous-Time Approach to the Pricing of Bonds.

Brennan, Michael J.; Eduardo S. Schwartz. - Department of Economics, University of California-Berkeley - 1979

Persistent link: https://www.econbiz.de/10005292411

On the Estimation of Security Price Volatilities from Historical Data.

Garman, Mark B.; Michael J. Klass. - Department of Economics, University of California-Berkeley - 1977

Persistent link: https://www.econbiz.de/10005292412

Dynamic Market Processes and the Rewards to Up-to-Date Information.

Beja, Avraham; Nils H. Hakansson. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292413

The Efficacy of Insider Trading Regulation.

Spiegel, Matthew; Avanidhar Subrahmanyam. - Department of Economics, University of California-Berkeley - 1995

Regulatory authorities often lack a "smoking gun" (i.e., hard evidence such as a note or a memorandum) when prosecuting individuals for illegal insider trading. As a result, many insider trading cases depend solely on circumstantial evidence, which is usually obtained by associating trades with...

Persistent link: https://www.econbiz.de/10005292414

Direct Evaluation and Corporate Financial Theory.

Beja, Avraham; Hayne E. Leland. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292415

Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies.

Hayne E. Leland. - Department of Economics, University of California-Berkeley - 1996

Persistent link: https://www.econbiz.de/10005292416

Beta as a Measure of Risk in Linear Risk Tolerance Economies.

Robert R. Grauer. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292417

The International Capital Asset Pricing Model in Discrete Time.

James R. F. Guy. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292418

Retractable and Extendable Bonds: The Canadian Experience.

Anathanaranyanan, A. L.; Eduardo S. Schwartz. - Department of Economics, University of California-Berkeley - 1979

Persistent link: https://www.econbiz.de/10005292419

Testing International Asset Pricing: Some Pessimistic Views.

Bruno H. Solnik. - Department of Economics, University of California-Berkeley - 1976

Persistent link: https://www.econbiz.de/10005292420