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1.
Discussion of the pricing of relative performance based incentives for executive compensation by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5647
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2.
Optimal portfolio insurance by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1981
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3.
An equilibrium model of bond pricing and a test of market efficiency by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1982
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4.
Necessary conditions for aggregation in securities markets by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1978
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5.
Analyzing Convertible bonds by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1980
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6.
The optimal number of securities in a risky asset portfolio when there are fixed costs of transacting: theory and some empirical results by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1975
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7.
Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1978
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8.
The geometry of separation and myopia by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1976
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9.
On the geometric mean index: a note by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1985
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10.
Abstract: finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1977
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11.
Abstract: alternative investment strategies for the issuers of equity-linked life insurance policies with an asset value guarantee by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1977
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12.
Investment analysis and price formation in securities markets by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1995
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13.
Market microstructure and asset pricing: on the compensation for illiquidity in stock returns by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1996
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14.
Underpricing, ownership and control in initial public offerings of equity securities in the UK by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1997
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15.
Stock splits, stock prices, and transaction costs by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1988
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16.
A theory of price limits in futures markets by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1986
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17.
Underpricing, ownership and control in initial public offerings of equity securities in the UK by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1997
Other title:
  • J4324
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18.
Conditional predictions of bond prices and returns by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1980
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19.
International portfolio investment flows by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1997
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20.
Valuation and the cost of capital for regulated utilities: comment by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1972
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