Narrow search
Showing 1 - 10 of 225
Cover Image
Employee reload options : pricing, hedging, and optimal exercise
Dybvig, Philip H.; Loewenstein, Mark A. - In: The review of financial studies 16 (2003) 1, pp. 145-171
Persistent link: https://www.econbiz.de/10001764188
Cover Image
Employee Reload Options: Pricing, Hedging, and Optimal Exercise
Dybvig, Philip H.; Loewenstein, Mark - In: Review of Financial Studies 16 (2003) 1, pp. 145-171
Reload options, call options granting new options on exercise, are popularly used in compensation. Although the compound option feature may seem complicated, there is a distribution-free dominant policy of exercising reload options whenever they are in the money. The optimal policy implies...
Persistent link: https://www.econbiz.de/10005035185
Cover Image
Discussion of "term structure modeling with supply factors and the Federal Reserve's large-scale asset purchase programs"
Loewenstein, Mark A. - In: International journal of central banking : IJCB 9 (2013) 1, pp. 41-44
Persistent link: https://www.econbiz.de/10009725126
Cover Image
On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market
Loewenstein, Mark A. - In: Journal of mathematical economics 33 (2000) 2, pp. 209-228
Persistent link: https://www.econbiz.de/10001450140
Cover Image
Discussion of "term structure modeling with supply factors and the Federal Reserve's large-scale asset purchase programs"
Loewenstein, Mark - In: International journal of central banking : IJCB 9 (2013) 1, pp. 41-44
Persistent link: https://www.econbiz.de/10010118085
Cover Image
An explicit bound on individual assetsʹ deviations from APT pricing in a finite economy
Dybvig, Philip H. - In: Journal of financial economics 12 (1983) 4, pp. 483-496
Persistent link: https://www.econbiz.de/10002109412
Cover Image
Duality, interest rates, and the theory of present value
Dybvig, Philip H. - In: Journal of economic theory 30 (1983) 1, pp. 98-114
Persistent link: https://www.econbiz.de/10002109572
Cover Image
Recovering additive utility functions
Dybvig, Philip H. - In: International economic review 24 (1983) 2, pp. 379-396
Persistent link: https://www.econbiz.de/10002109587
Cover Image
Recovering preferences from preferences over nominal gambles
Dybvig, Philip H. - In: Journal of economic theory 28 (1982) 2, pp. 354-360
Persistent link: https://www.econbiz.de/10002109595
Cover Image
Short sales restrictions and kinks on the mean variance frontier
Dybvig, Philip H. - In: The journal of finance : the journal of the American … 39 (1984) 1, pp. 239-244
Persistent link: https://www.econbiz.de/10003534870