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A general equilibrium model of the term structure under transaction costs
Pye, Gordon - In: The review of economic studies 38 (1971) 4, pp. 447-455
Persistent link: https://www.econbiz.de/10002659744
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Lifetime portfolio selection in continious time for a multiplicative class of utility functions
Pye, Gordon - In: The American economic review 63 (1973) 5, pp. 1013-1016
Persistent link: https://www.econbiz.de/10002659756
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A Markov model of the term structure
Pye, Gordon - In: The quarterly journal of economics 80 (1966) 1, pp. 60-72
Persistent link: https://www.econbiz.de/10002659764
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Minimax policies for selling an asset and dollar averaging
Pye, Gordon - In: Management science : journal of the Institute for … 17 (1971) 7, pp. 379-393
Persistent link: https://www.econbiz.de/10002659774
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Minimax portfolio policies
Pye, Gordon - In: Financial analysts' journal : FAJ 28 (1972) 2, pp. 56-60
Persistent link: https://www.econbiz.de/10002659779
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On the tax structure of interest rates
Pye, Gordon - In: The quarterly journal of economics 83 (1969) 4, pp. 562-579
Persistent link: https://www.econbiz.de/10002659783
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Preferential tax treatment of capital gains optimal dividend policy, and capital budgeting
Pye, Gordon - In: The quarterly journal of economics 86 (1972) 2, pp. 226-242
Persistent link: https://www.econbiz.de/10002659798
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Present values for imperfect capital markets
Pye, Gordon - In: The journal of business : B 39 (1966) 1, pp. 45-51
Persistent link: https://www.econbiz.de/10002659803
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Sequential policies for bank money management
Pye, Gordon - In: Management science : journal of the Institute for … 20 (1973) 3, pp. 385-395
Persistent link: https://www.econbiz.de/10002659811
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The value of the call option on a bond
Pye, Gordon - In: Journal of political economy 74 (1966) 2, pp. 200-205
Persistent link: https://www.econbiz.de/10002659816