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The Effect of Asset Price Jumps on Consumption and Investment Decisions

Daglish, Toby - Victoria Business School, Victoria University of Wellington - 2008

This paper examines the importance of jumps in asset prices for investment problems potentially incorporating consumption decisions. We present a technique for solving investment-consumption problems when asset prices jump. We also demonstrate how to quantify utility losses using an "optimal...

Persistent link: https://www.econbiz.de/10011199590

The Valuation of Equity Futures on the Tokyo Stock Exchange, 1920-23

Daglish, Toby - Victoria Business School, Victoria University of Wellington - 2011

Presentation made by Toby Daglish to Otago University on 4 November 2011. Based on a working paper (forthcoming) by Toby Daglish NZ Institute for the Study of Competition and Regulation and Lyndon Moore University of Melbourne.

Persistent link: https://www.econbiz.de/10011199596

Fixed Come Hell or High Water? Selection and Prepayment of Fixed‐Rate Mortgages Outside the United States

Daglish, Toby; Patel, Nimesh - In: Real estate economics : journal of the American Real … 40 (2012) 4, pp. 708-742

Persistent link: https://www.econbiz.de/10010061317

Analytic valuation of guaranteed lifetime withdrawal benefits with a modified ratchet

Harcourt, Darcy; Daglish, Toby; Ulm, Eric R. - In: Insurance : mathematics and economics 118 (2024), pp. 59-71

Persistent link: https://www.econbiz.de/10015067006

An efficient market? Going public in London, 1891–1911

Fjesme, Sturla; Galpin, Neal; Moore, Lyndon - In: The Economic History Review 72 (2018) 3, pp. 1008-1027

Persistent link: https://www.econbiz.de/10012089619

Watch Your Basket ‐ to Determine CEO Compensation

Galpin, Neal; Jung, Hae Won (Henny); Moore, Lyndon; … - In: Financial Management 48 (2018) 3, pp. 945-971

Persistent link: https://www.econbiz.de/10012090064

Dividend policies in an unregulated market : the London Stock Exchange 1895 - 1905

Braggion, Fabio (contributor); Moore, Lyndon (contributor) - 2008

Persistent link: https://www.econbiz.de/10003777706

Wily welfare capitalist : Werner von Siemens and the pension plan

Kastl, Jakub; Moore, Lyndon - In: Cliometrica : journal of historical economics and … 4 (2010) 3, pp. 321-348

Persistent link: https://www.econbiz.de/10008659783

The economic benefits of political connections in late Victorian Britain

Braggion, Fabio; Moore, Lyndon - 2011

Persistent link: https://www.econbiz.de/10008987072

Dividend policies in an unregulated market : the London Stock Exchange, 1895 - 1905

Braggion, Fabio; Moore, Lyndon - In: The review of financial studies 24 (2011) 9, pp. 2935-2973

Persistent link: https://www.econbiz.de/10009373087