Frontiers of finance: the Batterymarch Fellowship papers
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass. u.a.
Blackwell
1990
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIX, 747 S. |
| ISBN: | 1557860858 |
Internformat
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Datensatz im Suchindex
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| adam_text | Contents
Acknowledgments ix
Foreword Dean LeBaron xi
Introduction Deborah H. Miller and Evan Schulman xv
CHAPTER 1 DOUGLAS T. BREEDEN, Duke University, 1
The Fuqua School of Business;
Batterymarch Fellow 1981, Stanford University
Background and Comments 3
Futures Markets and Commodity Options: 7
Hedging and Optimality in Incomplete Markets
CHAPTER 2 STEPHEN FIGLEWSKI, New York University, 33
Leonard N. Stern School of Business;
Batterymarch Fellow 1981, New York University
Background and Comments 35
Optimal Aggregation of Money Supply Forecasts: 38
Accuracy, Profitability, and Market Efficiency
CHAPTER 3 JONATHAN E. INGERSOLL, Yale University, 55
School of Organization and Management;
Batterymarch Fellow 1981, University of Chicago
Background and Comments 57
Optimal Bond Trading with Personal Taxes 60
CHAPTER 4 JOHN C. COX, Massachusetts Institute of Technology, 101
Alfred P. Sloan School of Management;
Batterymarch Fellow 1982, Stanford University x
Background and Comments . 103
vi Contents
Optimal Consumption and Portfolio Policies when 105
Asset Prices Follow a Diffusion Process
CHAPTER 5 PHILIP H. DYBVIG, Washington University, 155
John M. Olin School of Business;
Batterymarch Fellow 1982, Yale University
Background and Comments 157
Inefficient Dynamic Portfolio Strategies or How 160
to Throw Away a Million Dollars in the Stock
Market
CHAPTER 6 G. WILLIAM SCHWERT, University of Rochester, 185
William E. Simon Graduate School of Business
Administration; Batterymarch Fellow 1982,
University of Rochester
Background and Comments 187
Expected Stock Returns and Volatility 190
CHAPTER 7 SUDIPTO BHATTACHARYA, University of Delhi, 217
The Delhi School of Economics;
Batterymarch Fellow 1983, Stanford University
Background and Comments 219
On Timing and Selectivity 221
CHAPTER 8 MICHAEL R. GIBBONS, University of Pennsylvania, 239
The Wharton School;
Batterymarch Fellow 1983, Stanford University
Background and Comments 241
A Simple Econometric Approach for Utility Based 243
Asset Pricing Models
CHAPTER 9 KOSE JOHN, New York University, 267
Leonard N. Stern School of Business;
Batterymarch Fellow 1983, New York University
Background and Comments 269
Risky Debt, Investment Incentives, and Reputation 273
in a Sequential Equilibrium
CHAPTER 10 DOUGLAS W. DIAMOND, University of Chicago, 301
Graduate School of Business;
Batterymarch Fellow 1984, University of Chicago
Background and Comments 303
Reputation Acquisition in Debt Markets 305
Contents vii
CHAPTER 11 TERRY A. MARSH, University of California 343
at Berkeley, Walter A. Haas School of Business;
Batterymarch Fellow 1984, Massachusetts Institute of
Technology
Background and Comments 345
Dividend Behavior for the Aggregate Stock Market 348
CHAPTER 12 RICHARD S. RUBACK, Harvard University, 391
Graduate School of Business Administration;
Batterymarch Fellow 1984, Massachusetts Institute of
Technology
Background and Comments 393
An Empirical Analysis of the Interfirm Equity 396
Investment Process
CHAPTER 13 ROBERT F. STAMBAUGH, University of 429
Pennsylvania, The Wharton School;
Batterymarch Fellow 1985, University of Chicago
Background and Comments 431
On Correlations and Inferences about 434
Mean Variance Efficiency
CHAPTER 14 MEIR STATMAN, Santa Clara University, 463
Leavey School of Business and Administration;
Batterymarch Fellow 1985, Santa Clara University
Background and Comments 465
How Many Stocks Make a Diversified Portfolio? 468
CHAPTER 15 SHERIDAN TITMAN, University of California 481
at Los Angeles, The John E. Anderson Graduate
School of Management; Batterymarch Fellow 1985,
University of California at Los Angeles
Background and Comments 483
The Determinants of Capital Structure Choice 486
CHAPTER 16 KENNETH R. FRENCH, University of Chicago, 509
Graduate School of Business;
Batterymarch Fellow 1986, University of Chicago
Background and Comments 511
Dividend Yields and Expected Stock Returns 513
viii Contents
CHAPTER 17 JAMES M. POTERBA, Massachusetts Institute of 539
Technology; Batterymarch Fellow 1986,
Massachusetts Institute of Technology
Background and Comments 541
Mean Reversion in Stock Prices: Evidence and 543
Implications
CHAPTER 18 JAY A. SHANKEN, University of Rochester, 575
William E. Simon Graduate School of
Business Administration; Batterymarch Fellow 1986,
University of Rochester
Background and Comments 577
Intertemporal Asset Pricing: An Empirical 580
Investigation
CHAPTER 19 ANAT R. ADMATI, Stanford University, 603
Graduate School of Business;
Batterymarch Fellow 1987, Stanford University
Background and Comments 605
A Theory of Intraday Patterns: Volume and Price 607
Variability
CHAPTER 20 B. ESPEN ECKBO, The University of British 647
Columbia, Faculty of Commerce and Business
Administration; Batterymarch Fellow 1987,
University of British Columbia
Background and Comments 649
Information Disclosure, Method of Payment, and 652
Takeover Premiums: Public and Private Tender
Offers in France
CHAPTER 21 CHI FU HUANG, Massachusetts Institute of 695
Technology, Alfred P. Sloan School of Management;
Batterymarch Fellow 1987, Massachusetts Institute of
Technology
Background and Comments 697
Auctions with Resale Markets: An Exploratory 700
Model of Treasury Bill Markets
Index 735
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| spelling | Frontiers of finance the Batterymarch Fellowship papers ed. by Deborah H. Miller ... 1. publ. Cambridge, Mass. u.a. Blackwell 1990 XIX, 747 S. txt rdacontent n rdamedia nc rdacarrier Finances Financieel management gtt Financiën gtt Finance Finanzierung (DE-588)4017182-6 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Finanzierung (DE-588)4017182-6 s DE-604 Miller, Deborah H. Sonstige oth Batterymarch Fellowship Sonstige (DE-588)16116007-4 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002667406&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
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| title | Frontiers of finance the Batterymarch Fellowship papers |
| title_auth | Frontiers of finance the Batterymarch Fellowship papers |
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| title_short | Frontiers of finance |
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