1. Option Pricing - A Review
T. Berglund and M. Gripenberg 2. General-Properties of Option Prices
Y. Bergman, B. Grundy and Z. Wiener 3. Comments on the Valuation of Derivative Assets
A. Bick 4. A Note on the Valuation of Contingent Claims
S. Dilworth 5. Super Contact and Related Optimality Conditions
B. Dumas 6. Models for Option Prices
S. Rachev and L. Ruschendorf 7. Toward the Theory of Pricing of Options of Both European and American Types and Continuous-Time
A. Shiryaev, Y. Kabanov, D. Kramkov and A. Melnikov 8. Option Pricing Methods - An Overview
C. Vanhulle 9. Decreasing Absolute Risk-Aversion and Option Pricing Bounds
A. Basso and P. Pianca 10. American Option Valuation - New Bounds, Approximations, and a Comparison of Existing Methods
M. Broadie and J. Detemple 11. Upper-Bounds for American Futures Options - A Note
M. Chaudhury and J. Wei 12. Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences
G. Constantinides and T. Zariphopoulou 13. A Put Option Paradox
M. Grinblatt and H. Johnson 14. Upper and Lower Bounds of Put and Call Option Value - Stochastic-Dominance Approach
H. Levy 15. Semiparametric Upper-Bounds for Option Prices and Expected Payoffs
A. Lo 16. Option Pricing Bounds in Discrete-Time
S. Perrakis and P. Ryan 17. Option Bounds in Discrete-Time - Extensions and the Pricing of the American Put
S. Perrakis 18. On Option Pricing Bounds
P. Ritchken 19. Option Bounds with Finite Revision Opportunities
P. Ritchken and S. Kuo 20. On Stochastic-Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds
P. Ritchken and S. Kuo 21. The Accelerated Binomial Option Pricing Model
R. Breen 22. Currency Lookback Options and Observation Frequency - A Binomial Approach
T. Cheuk and T. Vorst 23. An Extension of the Black-Scholes Model of Security Valuation
D. Duffie 24. Multinomial Approximating Models for Options with K-State Variables
B. Kamrad and P. Ritchken 25. A Lattice Claims Model for Capital-Budgeting
B. Kamrad 26. The Multinomial Option Pricing Model and Its Brownian and Poisson Limits
D. Madan, F. Milne and H. Shefrin 27. Simple Binomial Processes as Diffusion Approximations in Financial Models
D. Nelson and K. Ramaswamy 28. A Note on the Convergence of Binomial-Pricing and Compound-Option Models
E. Omberg 29. Option Pricing for Multinomial Stock Returns in Diffusion and Mixed Processes
S. Perrakis 30. The Valuation of Options When Asset Returns Are Generated by a Binomial Process
R. Stapleton and M. Subrahmanyam 31. An Alternative Valuation Model for Contingent Claims
G. Bakshi and Z. Chen 32. Notes on Multi-Period Valuation and the Pricing of Options
S. Bhattacharya 33. Implied Interest-Rates
M. Brenner and D. Galai 34. The Valuation of Options for Alternative Stochastic Processes
J. Cox and S. Ross 35. Option Pricing: A Simplified Approach
J. Cox, S. Ross and M. Rubinstein 36. Anomalies in Option Pricing - The Black-Scholes Model Revisited
P. Fortune 37. Pricing Contingent Claims Under Interest-Rate and Asset Price Risk
N. Kishimoto 38. Arbitrage Pricing of Contingent Claims
S. Muller 39. Displaced Diffusion Option Pricing
M. Rubinstein 40. A Note on a Simplified Approach to the Valuation of Risky Streams
S. Sethi 41. On the Valuation of American Call Options on Stocks with Known Dividends
R. Whaley 42. Prices of State-Contingent Claims Implicit in Option Prices
D. Breeden and R. Litzenberger 43. Optimal Consumption and Portfolio Policies When Asset Prices Follow a Diffusion Process
J. Cox and C. Huang 44. A Continuous-Time Portfolio Turnpike Theorem
J. Cox and C. Huang 45. On the Use of Semimartingales and Stochastic Integrals to Model Continuous Trading
J. Denny and G. Suchanek 46. Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
P. Dybvig and C. Huang 47. Dusenberrys Ratcheting of Consumption - Optimal Dynamic Consumption and Investment Given Intolerance for Any Decline in Standard-of-Living
P. Dybvig 48. Option Pricing by Esscher Transforms
H. Gerber and E. Shiu 49. Martingales and Arbitrage in Multiperiod Securities Markets
J. Harrison and D. Kreps 50. Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices
J. Heaney and G. Poitras 51. A Characterization Theorem for Unique Risk Neutral Probability-Measures
R. Jarrow 52. Option Pricing and the Martingale Restriction
F. Longstaff 53. On Complete Securities Markets and the Martingale Property of Securities Prices
S. Muller 54. Information and Volatility - The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
S. Ross 55. How to Grow a Smiling Tree
S. Barle and N. Cakici 56. Transatlantic Trees
N. Chriss 57. Riding on a Smile
E. Derman and I. Kani 58. Implied Trinomial Trees of the Volatility Smile
E. Derman, I. Kani and N. Chriss 59. Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
E. Derman and I. Kani 60. Pricing with a Smile
B. Dupire 61. Option-Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review
J. Jackwerth 62. Implied Binomial Trees
M. Rubinstein 63. Do Option Markets Correctly Price the Probabilities of Movement of the Underlying Asset
Y. Aitsahalia, Y. Wang and F. Yared 64. Total Risk-Aversion and the Pricing of Options
E. Barron and R. Jensen 65. Empirical Pricing Kernels
J. Rosenberg and R. Engle 66. Risk-Aversion and the Intertemporal Behavior of Asset Prices
R. Stapleton and M. Subrahmanyam 67. Option Evaluation Techniques by Parallel Processing - A Review
M. Bertocchi 68. Options: A Monte Carlo Approach
P. Boyle 69. A Lattice Framework for Option Pricing with Two State Variables
P. Boyle 70. Monte Carlo Methods for Security Pricing
P. Boyle, M. Broadie and P. Glasserman 71. Estimating Security Price Derivatives Using Simulation
M. Broadie and P. Glasserman 72. Pricing American-Style Securities Using Simulation
M. Broadie and P. Glasserman 73. The Use of the Control Variate Technique in Option Pricing
J. Hull and A. White 74. Valuing American Options by Simulation: A Lease-squares Approach
F. Longstaff and E. Schwartz 75. Jackknifing Bond Option Prices
P. Phillips and J. Yu 76. Simulating Financial Prices
S. Taylor 77. A Modified Lattice Approach to Option Pricing
Y. Tian 78. Asset Market Equilibrium in Infinite Dimensional Complete Markets
H. Cheng 79. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
P. Collin-Dufresne and R. Goldstein 80. Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
D. Duffie and C. Huang 81. Stochastic Equilibria - Existence, Spanning Number, and the No Expected Financial Gain from Trade Hypothesis
D. Duffie 82. Mean-Variance Theory in Complete Markets
P. Dybvig and J. Ingersoll 83. Options, Short Sales, and Market Completeness
S. Figlewski and G. Webb 84. Convergence from Discrete to Continuous-Time Contingent Claims Prices
H. He 85. Weak-Convergence of Term Structure Movements and the Connection of Prices and Interest-Rates
D. Ji and G. Yin 86. When is Time Continuous?
D. Bertsimas, L. Kogan and A. Lo 87. An Analytic Approximation for the American Put Price for Options on Stocks with Dividends
E. Blomeyer 88. Randomization and the American Put
P. Carr 89. Valuation by Approximation - A Comparison of Alternative Option Valuation Techniques
R. Geske and K. Shastri 90. Approximate Option Valuation for Arbitrary Stochastic-Processes
R. Jarrow and A. Rudd 91. An Analytic Approximation for the American Put Price
H. Johnson 92. The Analytic Valuation of American Options
I. Kim 93. Relative Implied Volatility Arbitrage with Index Options
M. Ammann and S. Herriger 94. On Inferring Standard Deviations from Path Dependent Options
C. Ball, W. Torous and A. Tschoegl 95. A Note on a Simple, Accurate Formula to Compute Implied Standard Deviations
C. Corrado and T. Miller 96. The Model-Free Implied Volatility and Its Information Content
G. Jiang and Y. Tian 97. Forecasting Stock-Return Variance - Toward an Understanding of Stochastic Implied Volatilities
C. Lamoureux and W. Lastrapes 98. The Calculation of Implied Variances from the Black-Scholes Model - A Note
S. Manaster and G. Koehler 99. Alternative Specifications of the Errors in the Black Scholes Option-Pricing Model and Various Implied-Variance Formulas
A. Rahman and L. Kryzanowski 100. The Pricing of Stock Index Options in a General Equilibrium-Model
W. Bailey and R. Stulz 101. Equilibrium Valuation of Foreign-Exchange Claims
G. Bakshi and Z. Chen 102. Price Barriers and the Dynamics of Asset Prices in Equilibrium
P. Balduzzi, S. Foresi and D. Hait 103. On the Consistency of the Black-Scholes Model with a General Equilibrium Framework
A. Bick 104. Noise
F. Black 105. Rational-Expectations, Information and Asset Markets - An Introduction
M. Bray 106. An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities
D. Breeden 107. Consumption, Production, Inflation and Interest-Rates - A Synthesis
D. Breeden 108. Information, Trade, and Derivative Securities
M. Brennan and H. Cao 109. Capital-Market Equilibrium with Personal Tax
G. Constantinides 110. A General Equilibrium-Analysis of Option and Stock-Market Interactions
J. Detemple and L. Selden 111. The Risk and Price Volatility of Stock-Options in General Equilibrium
B. Drees and B. Eckwert 112. Dynamic Equilibrium and the Real Exchange-Rate in a Spatially Separated World
B. Dumas 113. Asset Preference, Skewness, and the Measurement of Expected Utility
M. Hassett, R. Sears and G. Trennepohl 114. On Equilibrium Asset Price Processes
H. He and H. Leland 115. General Equilibrium Stock Index Futures Prices - Theory and Empirical-Evidence
M. Hemler and F. Longstaff 116. Construction of a State-Space for Interrelated Securities with an Application to Temporary Equilibrium-Theory
P. Henrotte 117. Quasi-Mean Reversion in an Efficient Stock-Market - The Characterization of Economic Equilibria Which Support Black Scholes Option Pricing
S. Hodges and A. Carverhill 118. Heterogeneous Beliefs and the Effect of Replicatable Options on Asset Prices
A. Kraus and M. Smith 119. Arbitrage and Equilibrium in Economies with Infinitely Many Commodities
D. Kreps 120. Informational Efficiency and Information Subsets
M. Latham 121. The Existence of Security Market Equilibrium with a Nonatomic State-Space
A. Mascolell and W. Zame 122. Option Pricing When the Underlying Asset Earns a Below-Equilibrium Rate of Return - A Note
R. McDonald and D. Siegel 123. Arbitrage, Rationality, and Equilibrium
R. Nau and K. Mccardle 124. Options and Equilibrium
H. Polemarchakis and B. Ku 125. A Continuous-Time Equilibrium-Model of Forward Prices and Futures Prices in a Multigood Economy
S. Richard and M. Sundaresan 126. Explicit Solution of a General Consumption Portfolio Problem with Subsistence Consumption and Bankruptcy
S. Sethi, M. Taksar and E. Presman 127. Efficiency and Speculation in a Model with Price-Contingent Contracts
L. Svensson 128. A General Equilibrium-Model of International Portfolio Choice
R. Uppal 129. Options Trading and the CAPM
J. Vanden 130. Option Valuation with Systematic Stochastic Volatility
K. Amin and V. Ng 131. The Price of a Smile: Hedging and Spanning in Option Markets
A. Buraschi and J. Jackwerth 132. Option Pricing with Stochastic Volatility - Information-Time vs Calendar-Time
C. Chang and J. Chang 133. Black-Scholes Approximations of Call Option Prices with Stochastic Volatilities
T. Finucane 134. Bayesian-Analysis of Stochastic Volatility Models - Comment
E. Ghysels and J. Jasiak 135. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
S. Heston 136. A Closed-form GARCH Option Valuation Model
S. Heston and S. Nandi 137. The Pricing of Options on Assets with Stochastic Volatilities
J. Hull and A. White 138. Option Pricing When the Variance Is Changing
H. Johnson and D. Shanno 139. Conditional Heteroskedasticity, Asymmetry, and Option Pricing
T. Kang and B. Brorsen 140. A Simple Option Pricing Model with Markovian Volatilities
M. Kijima and T. Yoshida 141. Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns
V. Naik 142. Changing Volatility and the Pricing of Options on Stock Index Futures
H. Park and R. Sears 143. Contingent Claims and Market Completeness in a Stochastic Volatility Model
M. Romano and N. Touzi 144. Option Pricing When the Variance Changes Randomly - Theory, Estimation, and an Application
L. Scott 145. Stock-Price Distributions with Stochastic Volatility - An Analytic Approach
E. Stein and J. Stein 146. Option Values Under Stochastic Volatility - Theory and Empirical Estimates
J. Wiggins 147. Jump-Diffusion Processes and the Term Structure of Interest-Rates
C. Ahn and H. Thompson 148. Jump Diffusion Option Valuation in Discrete-Time
K. Amin 149. A Simplified Jump Process for Common-Stock Returns
C. Ball and W. Torous 150. On Jumps in Common-Stock Prices and Their Impact on Call Option Pricing
C. Ball and W. Torous 151. Stochastic Multiagent Equilibria in Economies with Jump-Diffusion Uncertainty
I. Bardhan and X. Chao 152. Using Jump-Diffusion Return Models to Measure Differential Information by Firm Size
G. Brauer 153. Finite Difference Methods and Jump Processes arising in the Pricing of Contingent Claims: A Synthesis
M. Brennan and E. Schwartz 154. Discrete-Time Bond and Option Pricing for Jump-Diffusion Processes
S. Das 155. Jump Risks and the Intertemporal Capital-Asset Pricing Model
R. Jarrow and E. Rosenfeld 156. Optimal Portfolio for a Small Investor in a Market Model with Discontinuous Prices
M. Jeanblancpicque and M. Pontier 157. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
M. Joannes 158. On Jump-Processes in the Foreign-Exchange and Stock Markets
P. Jorion 159. Are Jumps in Stock Returns Diversifiable - Evidence and Implications for Option Pricing
M. Kim, Y. Oh and R. Brooks 160. General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns
V. Naik and M. Lee 161. A General Derivation of the Jump Process Option Pricing Formula
F. Page and A. Sanders 162. Optimal Hedged Portfolios - The Case of Jump-Diffusion Risks
K. Park, C. Ahn and R. Fujihara 163. Optimal Stopping, Free-Boundary, and American Option in a Jump-Diffusion Model
H. Pham 164. Futures Markets and Commodity Options - Hedging and Optimality in Incomplete Markets
D. Breeden 165. Dynamic Consumption and Portfolio Choice with Stochastic Volatilility in Incomplete Markets
G. Chacko and L. Viceira 166. Options Arbitrage in Imperfect Markets
S. Figlewski 167. An Introduction to General Equilibrium with Incomplete Asset Markets
J. Geanakoplos 168. Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices
R. Jarrow 169. Market Resolution and Valuation in Incomplete Markets
K. John 170. On the Pricing of Contingent Claims Under Constraints
I. Karatzas and S. Kou 171. Efficient Funds for Meager Asset Spaces
D. Nachman 172. On the Computation of Continuous-Time Option Prices Using Discrete Approximations
K. Amin 173. The Pricing of Contingent Claims in Discrete Time Models
M. Brennan 174. Option Pricing in a Lognormal Securities Market with Discrete Trading - A Comment
D. Brown and C. Huang 175. A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives
A. Camara 176. Option Pricing in a Lognormal Securities Market with Discrete Trading
W. Lee, R. Rao and J. Auchmuty 177. An Equilibrium Debt Option Pricing Model in Discrete-Time
K. Maloney and M. Byrne 178. Efficient Discrete-Time Jump Process Models in Option Pricing
E. Omberg 179. A Hilbert-Space Proof of the Fundamental Theorem of Asset Pricing in Finite Discrete-Time
W. Schachermayer 180. Risk-Neutral Parameter Shifts and Derivatives Pricing in Discrete Time
M. Schroder 181. The Equilibrium Valuation of Risky Discrete Cash Flows in Continuous-Time
D. Shimko 182. The Valuation of Multivariate Contingent Claims in Discrete-Time Models
R. Stapleton and M. Subrahmanyam 183. Continuously Traded Options on Discretely Traded Commodity Futures Contracts
R. Webb, G. Iwata, K. Fujiwara and H. Sunada 184. A Consistent Model for the Pricing of Derivative Assets in a Discrete-Time Framework
J. Wilhelm 185. Term Structure of Interest Rates with Regime Shifts
R. Bansal and H. Zhou 186. A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options
F. Black, E. Derman and W. Toy 187. A Comparative-Evaluation of Alternative Models of the Term Structure of Interest-Rates
G. Boero and C. Torricelli 188. Another Look at Models of the Short-Term Interest-Rate
R. Brenner, R. Harjes and K. Kroner 189. The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest-Rates
S. Brown and P. Dybvig 190. The Term Structure of Real Interest-Rates and the Cox, Ingersoll, and Ross Model
R. Brown and S. Schaefer 191. Recent Advances in Estimating Term Structure Models
D. Chapman and N. Pearson 192. On the Feasibility of Arbitrage-Based Option Pricing When Stochastic Bond Price Processes Are Involved
S. Cheng 193. A Theory of the Nominal Term Structure of Interest Rates
G. Constantinides 194. A Theory of the Term Structure of Interest-Rates
J. Cox, J. Ingersoll and S. Ross 195. An Intertemporal General Equilibrium-Model of Asset Prices
J. Cox, J. Ingersoll and S. Ross 196. On Alternative Interest-Rate Processes
M. Dahlquist 197. Term Structure Dynamics in Theory and Reality
Q. Dai and K. Singleton 198. Term Premia and Interest Rate Forecasts in Affine Models
G. Duffee 199. Multifactor Term Structure Models
D. Duffie and R. Ikan 200. A Yield Factor Model of Interest Rates
D. Duffie and R. Kan 201. An Econometric Model of the Term Structure of Interest Rate Swap Yields
D. Duffie and K. Singleton 202. Modeling Real Interest-Rates
L. Evans, S. Keef and J. Okunev 203. Term Premiums and Default Premiums in Money Markets
E. Fama 204. Arbitrage Free Pricing of Interest-Rate Futures and Forward Contracts
B. Flesaker 205. Bond Pricing and the Term Structure of Interest Rates: A New Methodology
D. Heath, R. Jarrow and A. Morton 206. Term Structure Movements and Pricing Interest-Rate Contingent Claims
T. Ho and S. Lee 207. Time-Varying Term Premia and Traditional Hypotheses About the Term Structure
F. Longstaff 208. Closed-Form Solutions for Term Structure Derivatives with Log-Normal Interest-Rates
K. Miltersen, K. Sandmann and D. Sondermann 209. Nonlinear Interest-Rate Dynamics and Implications for the Term Structure
G. Pfann, P. Schotman and R. Tschernig 210. The Term Structure of Interest-Rates - Alternative Approaches and Their Implications for the Valuation of Contingent Claims
M. Subrahmanyam 211. The Term Structure of Interest-Rate Differentials in a Target Zone - Theory and Swedish Data
L. Svensson 212. An Equilibrium Characterization of the Term Structure
O. Vasicek 213. A Survey of Stochastic Continuous-Time Models of the Term Structure of Interest-Rates
K. Vetzal 214. Derivative Asset Pricing with Transaction Costs
B. Bensaid, J. Lesne, H. Pages and J. Scheinkman 215. The Price of Options Illiquidity
M. Brenner, R. Eldor and S. Hauser 216. Stochastic Interest-Rates, Transaction Costs, and Immunizing Foreign-Currency Risk
R. Chiang, J. Okunev and M. Tippett 217. Optimal Delta-Hedging Under Transactions Costs
L. Clewlow and S. Hodges 218. European Option Pricing with Transaction Costs
M. Davis, G. Panas and T. Zariphopoulou 219. An Exact Solution to a Dynamic Portfolio Choice Problem Under Transactions Costs
B. Dumas and E. Luciano 220. Optimal Replication of Options with Transactions Costs and Trading Restrictions
C. Edirisinghe, V. Naik and R. Uppal 221. Trading Costs and the Relative Rates of Price Discovery in Stock Futures, and Option Markets
J. Fleming, B. Ostdiek and R. Whaley 222. The Effects of Transaction Costs and Different Borrowing and Lending Rates on the Option Pricing Model - A Note
J. Gilster and W. Lee 223. Martingales and Arbitrage in Securities Markets with Transaction Costs
E. Jouini and H. Kallal 224. Option Pricing and Replication with Transactions Costs
H. Leland 225. On the Possibility of Hedging Options in the Presence of Transaction Costs
S. Levental and A. Skoroho 226. Competing Methods for Option Hedging in the Presence of Transaction Costs
L. Martellini and P. Priaulet 227. Structuring an Option to Facilitate Replication with Transaction Costs
S. Shaffer 228. There is No Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs
H. Soner, E. Shreve and J. Cvitanic 229. On the Mean-Variance Tradeoff in Option Replication with Transactions Costs
K. Toft 230. An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
A. Whalley and P. Wilmott 231. A PDE Approach to Asian Options - Analytical and Numerical Evidence
B. Alziary, J. Decamps and P. Koehl 232. Efficient Analytic Approximation of American Option Values
G. Baroneadesi and R. Whaley 233. Numerical Valuation of High-Dimensional Multivariate American Securities
J. Barraquand and D. Martineau 234. Computational Methods in Finance - Option Pricing
E. Barucci, L. Landi and U. Cherubini 235. Some Easy-to-Implement Methods of Calculating American Futures Option Prices
M. Chaudhury 236. A More Accurate Finite-Difference Approximation for the Valuation of Options
G. Courtadon 237. The American Put - Computational Issues and Value Comparisons
W. Eckardt 238. The American Put Option Valued Analytically
R. Geske and H. Johnson 239. On Valuing American Call Options with the Black-Scholes European Formula
R. Geske and R. Roll 240. The Valuation of American Options with Stochastic Interest-Rates - A Generalization of the Geske-Johnson Technique
T. Ho, R. Stapleton and M. Subrahmanyam 241. Pricing and Hedging American Options - A Recursive Integration Method
J. Huang, M. Subrahmanyam and G. Yu 242. Valuing Derivative Securities Using the Explicit Finite-Difference Method
J. Hull and A. White 243. A Log-Transformed Binomial Numerical-Analysis Method for Valuing Complex Multi-Option Investments
L. Trigeorgis 244. Numerical-Analysis of American Option Pricing in a Jump-Diffusion Model
X. Zhang 245. Nonparametric Pricing of Interest-Rate Derivative Securities
Y. Aitsahalia 246. Improving the Pricing of Options: A Neural Network Approach
U. Anders, O. Korn and C. Schmitt 247. Integrating Mathematical and Symbolic Models Through Aesop - An Expert for Stock-Options Pricing
J. Clifford, H. Lucas and R. Srikanth 248. A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks
J. Hutchinson, A. Lo and T. Poggio 249. Nonparametric Pricing of Multivariate Contingent Claims
J. Rosenberg 250. A Graphical Note on European Put Thetas
G. Alexander and M. Stutzer 251. Stochastic-Models for Bond Prices, Function-Space Integrals and Immunization Theory
J. Beekman and E. Shiu 252. An Alternative Approach to Stochastic Calculus for Economic and Financial Models
L. Blenman, R. Cantrell, R. Fennell, D. Parker, J. Reneke, L. Wang and N. Womer 253. The Stop-Loss Start-Gain Paradox and Option Valuation - A New Decomposition into Intrinsic and Time Value
P. Carr and R. Jarrow 254. Noncausality in Continuous-Time Models
F. Comte and E. Renault 255. The Pricing of Convexity Risk and Time Decay in Options Markets
S. Figlewski and S. Freund 256. Stock-Price Fluctuation as a Diffusion in a Random Environment
H. Follmer 257. Towards a Semigroup Pricing Theory
M. Garman 258. Changes of Numeraire, Changes of Probability Measure and Option Pricing
H. Geman, N. Elkaroui and J. Rochet 259. Nonuniqueness of Option Prices
H. Gerber and E. Shiu 260. A Unified Method for Pricing Options on Diffusion-Processes
D. Goldenberg 261. Continuous Price Processes in Frictionless Markets Have Infinite Variation
J. Harrison, R. Pitbladdo and S. Schaefer 262. Invisible Parameters in Option Prices
S. Heston 263. Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes
J. Huang and L. Wu 264. Call Options and the Risk of Underlying Securities
R. Jagannathan 265. A Class of Options with Stochastic Lives and an Extension of the Black-Scholes Formula
L. Jennergren and B. Naslund 266. Explicit Solution of a General Consumption Investment Problem
I. Karatzas, J. Lehoczky, S. Sethi and S. Shreve 267. Itos Calculus in Financial Decision-Making
A. Malliaris 268. Dominance Relations Among Standardized Variables
F. Milne and E. Neave 269. Pricing via Anticipative Stochastic Calculus
E. Platen and R. Rebolledo 270. Call Option Valuation for Discrete Normal Mixtures
R. Ritchey 271. A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period
M. Rubinstein 272. Change of Numeraire for Pricing Futures, Forwards, and Options
M. Schroder 273. A Comparison of the ITO and Stratonovich Formulations of Problems in Finance
S. Sethi and J. Lehoczky 274. System Dynamics and Operational-Research - An Appraisal - Reply
J. Sharp and D. Price 275. Stochastic Differential-Equations in Finance
K. Sharp 276. On Some Basic Concepts and Some Basic Stochastic-Models Used in Finance
A. Shiryaev 277. Applicable Stochastic-Control - From Theory to Practice
C. Tapiero 278. Optimal Cross-Hedge Portfolios for Hedging Stock Index Options
M. Alderson and T. Zivney 279. Can a Dynamic Strategy Replicate the Returns of an Option
M. Asay and C. Edelsburg 280. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
G. Bakshi and N. Kapadia 281. Hedging Derivative Securities and Incomplete Markets: An epsilon-Arbitrage Approach
D. Bertsimas, L. Kogan and A. Lo 282. Producing Derivative Assets with Forward Contracts
A. Bick 283. Residual Risks and Hedging Strategies in Markovian Markets
N. Bouleau and D. Lamberton 284. Discretely Adjusted Option Hedges
P. Boyle and D. Emanuel 285. An Intertemporal Measure of Hedging Effectiveness
J. Chang and F. Hsing 286. Hedging Options
N. Chen and H. Johnson 287. A Note on the Riskless Option Hedge
T. Conine 288. Pricing Continuously Resettled Contingent Claims
D. Duffie and R. Stanton 289. Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock-Market
P. Dybvig 290. Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets
R. Fan, A. Gupta and P. Ritchken 291. Dynamic Immunization Under Stochastic Interest-Rates
L. Gagnon and L. Johnson 292. The Components of the Return from Hedging Options Against Stocks
D. Galai 293. Option Pricing Theory, Is Risk-Free Hedging Feasible - Comment
G. Gastineau 294. Actuarial Bridges to Dynamic Hedging and Option Pricing
H. Gerber and E. Shiu 295. Option Pricing Theory - Is Risk-Free Hedging Feasible
J. Gilster 296. An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
S. Grossman 297. Continuous Maturity Diversification of Default-Free Bond Portfolios and a Generalization of Efficient Diversification
W. Heaney and P. Cheng 298. Multiperiod Minimax Hedging Strategies
M. Howe, B. Rustem and M. Selby 299. A Robust Hedging Algorithm
M. Howe and B. Rustem 300. Robustness of the Black and Scholes Formula
N. Karoui, M. Jeanblac-Picque and S. Shreve 301. Optimal Weights and International Portfolio Hedging with United-States Dollar Index Futures - An Empirical-Investigation
S. Krull and A. Rai 302. Perfect Option Hedging and the Hedge Ratio
S. Muller 303. Leverage Constraints and the Optimal Hedging of Stock and Bond Options
V. Naik and R. Uppal 304. Optimal Hedging Policies
R. Stulz 305. Optimal Hedging with Futures Options
A. Wolf 306. A Note on the Design of Commodity Option Contracts
M. Asay 307. A Note on the Effects of Contract Adjustments on the Prices of Put and Call Options
R. Brown, S. Easton and P. Lalor 308. Financial Market Innovation and Security Design - An Introduction
D. Duffie and R. Rahi 309. Interpreting Signs
J. Finnerty 310. Competing Derivative Equity Instruments - Empirical-Evidence on Hedged Portfolio Performance
G. Hancock and P. Weise 311. International Listings and Risk
J. Howe, J. Madura and A. Tucker 312. Convertible Bond Design and Capital Investment: The Role of Call Provisions
T. Korkeamaki and W. Moore 313. A Note on the Design of Commodity Options Contracts - A Comment
R. McDonald and D. Siegel 314. The Log Contract
A. Neuberger 315. Behavioral-Aspects of the Design and Marketing of Financial Products
H. Shefrin and M. Statman 316. Superunits and Supershares
E. Weigel 317. Binomial Option Pricing and the Conditions for Early Exercise - An Example Using Foreign-Exchange Options
R. Breen 318. Strategic Analysis of the Competitive Exercise of Certain Financial Options
G. Constantinides and R. Rosenthal 319. Warrant Exercise and Bond Conversion in Competitive Markets
G. Constantinides 320. Put-Call Parities and the Value of Early Exercise for Put Options on a Performance Index
F. Deroon and C. Veld 321. Early Exercise of American Index Options
D. French and E. Maberly 322. The Early Exercise of American Puts
R. Geske and K. Shastri 323. American Put Options with a Finite-Set of Exercisable Time Epochs
H. Iwaki, M. Kijima and T. Yoshida 324. Analytic Approximation of the Optimal Exercise Boundaries for American Futures Options
I. Kim 325. A Note on the No Premature Exercise Condition of Dividend Payout Unprotected American Call Options - A Clarification
R. Klemkosky and B. Resnick 326. A Dynamic-Model of Firewalls and Nontraditional Banking
A. Chen and S. Mazumdar 327. Financial and Futures Markets - Introduction
J. Danthine 328. Valuing Models and Modeling Value
E. Derman 329. Capital Gains and Asset Switching
J. Hartwick 330. A Generalized Framework for Pricing Contingent Cash Flows
D. Jacob, G. Lord and J. Tilley 331. Improving the Performance of the Stock-Market
A. Kyle 332. Financial Analysis and Planning - An Overview
C. Lee and J. Junkus 333. The Contingent-Claims Arms-Race
R. Lochoff 334. Financial Engineering - Information Technology and Its Place in the New Finance
J. Marshall and M. Dorigan 335. Methodology and Finance
R. Schmidt 336. Cash Settlement of Futures Contracts - An Economic-Analysis
K. Garbade and W. Silber 337. The Market Making of Forward Contracts with Premature Delivery Provision
E. Kraizberg 338. Derivative Assets Analysis
M. Rubinstein 339. Futures Options and the Volatility of Futures Prices
C. Ball and W. Torous 340. The Italian Market for Premium Contracts - An Application of Option Pricing Theory
E. Barone and D. Cuoco 341. A Model and Some Evidence on Pricing Compound Call Options
J. Boot, G. Frankfurter and A. Young 342. Options on the Spot and Options on Futures
M. Brenner, G. Courtadon and M. Subrahmanyam 343. Options on Stock Indexes and Options on Futures
M. Brenner, G. Courtadon and M. Subrahmanyam 344. A Note on the Premium Market of the Paris Stock-Exchange
G. Courtadon 345. Employee Reload Options: Pricing, Hedging, and Optimal Exercise
P. Dybvig and M. Loewenstein 346. The Valuation of Compound Options
R. Geske 347. Option Pricing with Futures-Style Margining
D. Lieu 348. The Valuation of Options on Futures Contracts
K. Ramaswamy and S. Sundaresan 349. On the Evaluation of Compound Options
M. Selby and S. Hodges 350. Options on Futures Contracts - A Comparison of European and American Pricing-Models
K. Shastri and K. Tandon 351. Options on Leveraged Equity - Theory and Empirical Tests
K. Toft and B. Prucyk 352. Options of Futures - Pricing and the Effect of an Anticipated Price Change
A. Wolf 353. A Note on the Valuation of an Exotic Timing Option
M. Bellalah and J. Prigent 354. A Note on the Pricing of Double Choice Bonds
N. Biger and R. Israel 355. The Pricing of Forward-Starting Asian Options
L. Bouaziz, E. Briys and M. Crouhy 356. Pricing and Hedging Capped Options
P. Boyle and S. Turnbull 357. American Capped Call Options on Dividend-Paying Assets
M. Broadie and J. Detemple 358. The Valuation of American Options on Multiple Assets
M. Broadie and J. Detemple 359. The Valuation of Sequential Exchange Opportunities
P. Carr 360. Static Hedging of Exotic Options
P. Carr, K. Ellis and V. Gupta 361. The Pricing and Hedging of Limited Exercise CAPS and Spreads
D. Chance 362. The 1990 Mexico and Venezuela Recapture Clauses - An Application of Average Price Options
S. Claessens and S. Vanwijnbergen 363. Path Dependent Options - The Case of Lookback Options
A. Conze and V. Viswanathan 364. The Value of Wildcard Options
J. Fleming and R. Whaley 365. Pricing and Hedging Double-Barrier Options
H. Geman and M. Yor 366. Path Dependent Options: Buy at the Low, Sell at the High
M. Goldman, H. Sossin and M. Gatto 367. Valuing Futures and Options on Volatility
A. Grunbichler and F. Longstaff 368. Time-Dependent Barrier Option Values
C. Hui 369. Options on the Maximum or the Minimum of Several Assets
H. Johnson 370. A Pricing Method for Options Based on Average Asset Values
A. Kemna and A. Vorst 371. Pricing Options with Extendible Maturities - Analysis and Applications
F. Longstaff 372. The Valuation of Options on Yields
F. Longstaff 373. The Value of an Option to Exchange On Asset for Another
W. Margrabe 374. Averaging Options for Capping Total Costs
P. Ritchken, L. Sankarasubramanian and A. Vijh 375. Averaging and Deferred Payment Yield Agreements
P. Ritchken and L. Sankarasubramanian 376. Setting the Limits on a Flexible Forward
J. Schnabel and E. Roumi 377. Options on Futures Spreads - Hedging, Speculation, and Valuation
D. Shimko 378. Options on the Minimum or the Maximum of 2 Risky Assets - Analysis and Applications
R. Stulz 379. Quick Valuation of the Bermuda Capped Option
R. Trippi and D. Chance 380. Bond Price Dynamics and Options
C. Ball and W. Torous 381. The Pricing of Default-Free Interest-Rate Cap, Floor, and Collar Agreements
E. Briys, M. Crouhy and R. Schobel 382. Valuing Risky Fixed Rate Debt - An Extension
E. Briys and F. Devarenne 383. Determinants of the Value of Call Options on Default-Free Bonds
S. Buser, P. Hendershott and A. Sanders 384. The Bond Call Option Strategy - Is It a Free Lunch
M. Carletti and E. Weigel 385. Pricing Interest Rate Derivatives: A General Approach
G. Chacko and S. Das 386. Pricing Interest-Rate Futures Options with Futures-Style Margining
R. Chen and L. Scott 387. A 2-Factor, Preference-Free Model for Interest-Rate Sensitive Claims
R. Chen 388. The Pricing of Options on Default-Free Bonds
G. Courtadon 389. A Simplified Model for Valuing Debt Options
R. Dattatreya and F. Fabozzi 390. European Options on Bond Futures - A Closed Form Solution
D. Feldman 391. Pricing of Optional Bonds
D. Galai 392. Valuing Swiss Default-Free Callable Bonds - Theory and Empirical-Evidence
R. Gibsonasner 393. The Relative Yields on Taxable and Tax-Exempt Debt
H. Heaton 394. An Ex-Post Valuation of the Quality Option Implicit in the Treasury Bond Futures Contract
S. Hegde 395. Pricing Interest-Rate-Derivative Securities
J. Hull and A. White 396. An Exact Bond Option Formula
F. Jamshidian 397. Normal Backwardation in Short-Term Interest-Rate Futures Markets
T. Krehbiel and R. Collier 398. Are Negative Option Prices Possible - The Callable United-States Treasury-Bond Puzzle
F. Longstaff 399. The Valuation of Options on Coupon Bonds
F. Longstaff 400. Forward and Futures Pricing of Treasury Bills
G. Morgan 401. A Discounted Cash-Flow Model of Fixed-Income Securities Subject to Multiple Calls
J. Murphy 402. The Duration Vector - A Continuous-Time Extension to Default-Free Interest-Rate Contingent Claims
S. Nawalkha 403. Face Value Convergence for Stochastic Bond Price Processes - A Note on Mertons Partial Equilibrium Option Pricing Model
S. Nawalkha 404. The Duration Vector - A Continuous-Time Extension to Default-Free Interest-Rate Contingent Claims
S. Nawalkha 405. The Pricing of Options on Debt Securities
M. Pitts 406. Pricing Stock and Bond Options When the Default-Free Rate Is Stochastic
R. Rabinovitch 407. Time-Dependent Variance and the Pricing of Bond Options
S. Schaefer and E. Schwartz 408. Bond Options and Bond Portfolio Insurance
P. Sercu 409. The Analysis and Valuation of Interest-Rate Options
R. Stapleton and M. Subrahmanyam 410. A Simple Approach to Interest-Rate Option Pricing
S. Turnbull and F. Milne 411. Biases in Option Prices - Evidence from the Foreign-Currency Option Market
P. Adams and S. Wyatt 412. On the Pricing of European and American Foreign-Currency Call Options
P. Adams and S. Wyatt 413. Optimal Put Currency Option Size for an Uncertain Convertible Amount
R. Adkins 414. Pricing Foreign-Currency Options Under Stochastic Interest-Rates
K. Amin and R. Jarrow 415. Exchange-Rate Shocks, Currency Options and the Siegel Paradox
I. Bardhan 416. Foreign-Exchange Pricing Under Free Floating Versus Admissible Band Regimes
S. Beckers and P. Sercu 417. The Valuation of Currency Options
N. Biger and J. Hull 418. Options on Foreign-Exchange and Exchange-Rate Expectations
E. Borensztein and M. Dooley 419. Managing Foreign Exchange Risk with Derivatives
G. Brown 420. An Expository Note on the Valuation of Foreign-Exchange Options
H. Buttler 421. Hedging Effectiveness of Currency Options and Currency Futures
J. Chang and L. Shanker 422. An Alternative Formulation on the Pricing of Foreign-Currency Options
R. Chiang and J. Okunev 423. The Effects of Domestic and Foreign Yield Curves on the Value of Currency American Call Options
J. Choi and S. Hauser 424. The Pricing of Dollar-Denominated Yen/DM Warrants
A. Dravid, M. Richardson and T. Sun 425. Exchange-Rate Shocks, Currency Options and the Siegel Paradox - Comment
B. Dumas, L. Jennergren and B. Naslund 426. Siegels Paradox and the Pricing of Currency Options
B. Dumas, L. Jennergren and B. Naslund 427. On the Valuation of Currency Options and Exchange-Rate Insurance Programs
R. Eldor 428. Currency Options As Theoretical and Practical Instrument in Hedging the Exchange Risk in Excess of Loss Reinsurance
R. Eldor and Y. Kahane 429. The Pricing of Dollar Index Futures Contracts
T. Eytan, G. Harpaz and S. Krull 430. The Probability-Distribution of Futures Prices in the Foreign-Exchange Market - A Comparison of Candidate Processes
R. Fujihara and K. Park 431. Foreign-Currency Option Values
M. Garman and S. Kohlhagen 432. Perpetual Currency Options
M. Garman 433. Foreign-Exchange Options
I. Giddy 434. Are Foreign-Currency Options Overvalued - The Early Experience of the Philadelphia-Stock-Exchange
L. Goodman, S. Ross and F. Schmidt 435. The Pricing of Call and Put Options on Foreign-Exchange
J. Grabbe 436. Composite Model-Building for Foreign-Exchange Rates
J. Guerard 437. The Efficiency of the United-States Dollar Index Futures Market
G. Harpaz, S. Krull and J. Yagil 438. Foreign-Exchange Rates - A Multiple Currency and Maturity Analysis
A. Havenner and B. Modjtahedi 439. Currency Option Pricing with Stochastic Domestic and Foreign Interest-Rates
J. Hilliard, J. Madura and A. Tucker 440. Hedging the Risks from Writing Foreign-Currency Options
J. Hull and A. White 441. ECU Interest-Rates and ECU Basket Adjustments - An Arbitrage Pricing Approach
M. Klein and S. Muller 442. Trade Deficit Surprises and the Ex-Ante Volatility of Foreign-Exchange Rates
J. Madura and A. Tucker 443. Using Option Prices to Estimate Realignment Probabilities in the European Monetary-System - The Case of Sterling-Mark
A. Malz 444. Parity-Based Valuation of Foreign-Exchange Options
C. Maxwell and N. Gressis 445. The Pricing of Foreign-Currency Options
A. Melino and S. Turnbull 446. Optimal Use of Currency Options
B. Murtagh 447. The Valuation of Currency Options - Comment
M. Pitts 448. A Theoretical-Analysis of the Volatility Premium in the Dollar Index Contract
C. Redfield 449. Pricing Cross-Currency Options
J. Rumsey 450. On the Use of European Models to Price American Options on Foreign-Currency
K. Shastri and K. Tandon 451. The Valuation of Currency Options for Alternate Stochastic-Processes
K. Shastri and K. Wethyavivorn 452. International Currency Relationship Information Revealed by Cross-Option Prices
A. Siegel 453. A Note on the Design of Commodity Option Contracts - A Reply
M. Asay 454. An Empirical-Investigation of the EOE Gold Options Market
C. Ball, W. Torous and A. Tschoegl 455. Gold Options, an Attractive Investment Instrument for the Non-United-States Investor - The Case of the Belgian and Dutch Investor
S. Beckers and L. Soenen 456. The Pricing of Commodity Contracts
F. Black 457. Interpreting New Evidence About China and United-States Silver Purchases
L. Brandt and T. Sargent 458. How Sweet Is Silver
G. Brauer and R. Ravichandran 459. A Note on the Pricing of Commodity-Linked Bonds
P. Carr 460. The Impact of Delivery Options on Futures Prices - A Survey
D. Chance and M. Hemler 461. Futures Pricing and the Cost of Carry Under Price Limits
D. Chance 462. Returns to Speculators and the Theory of Normal Backwardation
E. Chang 463. Initial Margin Policy and Stochastic Volatility in the Crude-Oil Futures Market
T. Day and C. Lewis 464. Futures Contracts on Commodities with Multiple Varieties - An Analysis of Premiums and Discounts
K. Garbade and W. Silber 465. Nominal Contracts in a Bimetallic Standard
P. Garber 466. Ex Ante Basis Risk in the Live Hog Futures Contract - Has Hedgers Risk Increased
P. Garcia and D. Sanders 467. Markets and Pricing for Interruptible Electric-Power
T. Gedra and P. Varaiya 468. Pricing Options on Agricultural Futures - Departures from Traditional Theory
R. Hauser and D. Neff 469. Hedging with Options Under Variance Uncertainty - An Illustration of Pricing New-Crop Soybeans
R. Hauser and D. Andersen 470. The Pricing of Commodity-Linked Bonds - Discussion
J. Ingersoll 471. The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market
R. Leuthold, P. Garcia and R. Lu 472. Backwardation in Oil Futures Markets - Theory and Empirical-Evidence
R. Litzenberger and N. Rabinowitz 473. A Note on Agricultural Options and the Variance of Futures Prices
N. Milonas 474. Convenience Yield and the Option to Liquidate for Commodities with a Crop Cycle
N. Milonas and S. Thomadakis 475. Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
K. Miltersen and E. Schwartz 476. Pricing Commodity Options When the Underlying Futures Price Exhibits Time-Varying Volatility
R. Myers and S. Hanson 477. Ex Ante Evidence of Backwardation Contango in Commodities Futures Markets
T. Obrien and P. Schwarz 478. Information and Normal Backwardation as Determinants of Trading Performance - Evidence from the North-Sea-Oil Forward Market
G. Phillips and R. Weiner 479. Options on Commodity Forward Contracts
E. Thorp 480. Supplementary Information and Markov-Processes in Soybean Futures Trading
S. Turner, J. Houston and T. Shepherd 481. Hedging with Commodity Options When Price Distributions Are Skewed
J. Vercammen 482. Option Price Behavior in Grain Futures Markets
W. Wilson, H. Fung and M. Ricks 483. Fundamentals of Commodity Options on Futures
A. Wolf 484. Predicting Long-Term Stock Return Volatility - Implications for Accounting and Valuation of Equity Derivatives
A. Alford and J. Boatsman 485. Stock Returns and Option Prices - An Exploratory-Study
E. Ancel and R. Rao 486. The CBOE Call Option Index - A Historical Record
D. Chance and S. Ferris 487. Puttable Stock - A New Innovation in Equity Financing
A. Chen and J. Kensinger 488. The Market for Equity Options in the 1870S
J. Kairys and N. Valerio 489. LYON Taming
J. Mcconnell and E. Schwartz 490. An Analytical Formula for Unprotected American Call Options on Stocks with Known Dividends
R. Roll 491. Market Index Depository Liabilities - Analysis, Interpretation, and Performance
D. Chance and J. Broughton 492. An Analysis of Market-Index Certificates of Deposit
A. Chen and J. Kensinger 493. Pricing the Spin
K. Chen and R. Sears 494. Pricing Nikkei Put Warrants - Some Empirical-Evidence
K. Chen, R. Sears and M. Shahrokhi 495. An Analysis of Index Option Pricing
J. Cotner and J. Horrell 496. Index Options - The Early Evidence
J. Evnine and A. Rudd 497. The Pricing of Futures and Options Contracts on the Value Line Index
T. Eytan and G. Harpaz 498. Margins and Market Integrity - Margin Setting for Stock Index Futures and Options
S. Figlewski 499. A Capm-Based Analysis of Stock Index Futures
N. Gressis, G. Vlahos and G. Phillipatos 500. The Relationship Between the Volatilities of the S-and-P 500 Index and Futures Contracts Implicit in Their Call Option Prices
L. Han and L. Misra 501. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices
A. Mackinlay and K. Ramaswamy 502. The Benefits of Index Options-Based Strategies for Institutional Portfolios
R. Spurgin and T. Schneeweis 503. Option Values and Endogenous Uncertainty in ESOPs, MBOs and Asset-Backed Loans
G. Chichilnisky, G. Heal and D. Tsomocos 504. Pricing Mortgage Default and Foreclosure Delay
B. Ambrose, R. Buttimer and C. Capone 505. Modeling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions
B. Ambrose and C. Capone 506. Embedded Options in the Mortgage Contract
B. Ambrose and R. Buttimer 507. Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure
B. Ambrose, C. Capone and Y. Deng 508. The Valuation Of Complex Derivatives By Major Investment Firms: Empirical Evidence
A. Bernado and B. Cornell 509. FNMA Mortgage Purchase Commitments As Put Options - An Empirical-Examination
T. Berry and A. Gehr 510. Determinants of GNMA Mortgage Prices
M. Brennan and E. Schwartz 511. Pricing Default-Free Fixed-Rate Mortgages
S. Buser and P. Hendershott 512. Pricing Life-of-Loan Rate Caps on Default-Free Adjustable-Rate Mortgages
S. Buser, P. Hendershott and A. Sanders 513. Mortgage Rate Insurance and the Canadian Mortgage Market
D. Capozza and G. Gau 514. The Pricing and Implementation of Mortgage Rate Insurance
D. Capozza and G. Gau 515. Pricing FHA Mortgage Default Insurance
D. Cunningham and P. Hendershott 516. On the Economics of Subprime Lending
A. Cutts and R. Order 517. Mortgage Termination - An Empirical Hazard Model with a Stochastic Term Structure
Y. Deng 518. A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities
K. Dunn and J. Mcconnell 519. Valuation of GNMA Mortgage-Backed Securities
K. Dunn and J. Mcconnell 520. On the Design and Pareto-Optimality of Participating Mortgages
M. Ebrahim 521. Pricing Default Risk in Mortgages
J. Epperson, J. Kau, D. Keenan and W. Muller 522. FHA Terminations - A Prelude to Rational Mortgage Pricing
C. Foster and R. Vanorder 523. Pricing the Shared-Appreciation Mortgage in a Stochastic Environment
D. French and R. Haney 524. A Comparison of Conventional and Rate Reduction Option Mortgages
R. Gorman, J. Kehr and D. Marshall 525. Valuing the Mortgage Borrowers Prepayment Option
A. Hall 526. Pricing Mortgages - An Interpretation of the Models and Results
P. Hendershott and R. Vanorder 527. Integration of Mortgage and Capital-Markets and the Accumulation of Residential Capital
P. Hendershott and R. Vanorder 528. The Valuation and Securitization of Commercial and Multifamily Mortgages
J. Kau, D. Keenan, W. Muller and J. Epperson 529. The Valuation and Analysis of Adjustable Rate Mortgages
J. Kau, D. Keenan, W. Muller and J. Epperson 530. A Generalized Valuation Model for Fixed-Rate Residential Mortgages
J. Kau, D. Keenan, W. Muller and J. Epperson 531. Option Theory and Floating-Rate Securities with a Comparison of Adjustable-Rate and Fixed-Rate Mortgages
J. Kau, D. Keenan, W. Muller and J. Epperson 532. The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment
J. Kau, D. Keenan, W. Muller and J. Epperson 533. A Contingent Claims Analysis of Price Level-Adjusted Mortgages
T. Kim 534. Loan Loss Severity and Optimal Mortgage Default
V. Lekkas, J. Quigley and R. Vanorder 535. Mortgage-Backed Futures and Options
D. Ling 536. Government Intervention in the Mortgage Market - A Study of Anti-Redlining Regulations
R. Masulis 537. Mortgage Instruments and Interest-Rate Volatility
J. Murphy 538. An Empirical-Test of an Option Pricing Model of Mortgage-Backed Securities Pricing
J. Murphy 539. Making Markets for Structured Mortgage Derivatives
G. Oldfield 540. On the Pricing of Shared-Appreciation Mortgages
F. Page and A. Sanders 541. Efficiency in the Mortgage Market - The Borrowers Perspective
J. Quigley and R. Vanorder 542. An Arbitrage-Free Estimate of Prepayment Option Prices in Fixed-Rate GNMA Mortgage-Backed Securities
E. Ronn, P. Rubinstein and F. Pan 543. Valuing the Implicity Guarantee of the Federal National Mortgate Assocition
E. Schwartz and R. Order 544. Real-Estate Taxation and Commercial Mortgage Underwriting
L. Shilton, W. Oconnor, J. Teall and J. Webb 545. The Mortgage Refinancing Decision
J. Siegel 546. Valuing Commercial Mortgages - An Empirical-Investigation of the Contingent-Claims Approach to Pricing Risky Debt
S. Titman and W. Torous 547. User Fees and Mortgage Markets
R. Vanorder 548. The US Mortgage Market: A Model of Dueling Charters
R. Van Order 549. Mortgages and Markov-Chains - A Simplified Evaluation Model
P. Zipkin 550. Evaluating CDO Equity Tranches
L. Goodman and P. Millman 551. Synthetic CDOs: An Introduction
L. Goodman 552. Synthetic Collateralized Loan Obligations: Olan Enterprises, PLC
C. A. Stone and A. Zissu 553. Debt Equity Swaps as Bond Conversions - Implications for Pricing
D. Blake and M. Pradhan 554. The Default Risk of Swaps
I. Cooper and A. Mello 555. LIBOR and Swap Market Models and Measures
F. Jamshidian 556. The Pricing of Commodity-Linked Bonds
E. Schwartz 557. The Silver-Lined Bonds of Sunshine Mining
R. Swieringa 558. Pricing Credit Derivatives with Rating Transitions
V. Acharya, S. Das and R. Sundaram 559. A Comparative Analysis of Current Credit Risk Models
M. Crouhy, D. Galai and R. Mark 560. Modeling Term Structures of Defaultable Bonds
D. Duffie and K. Singleton 561. The Markets Perception of the Riskiness of Large Us Bank Commercial Letters of Credit
M. Hassan 562. An Analysis of Revolving Credit Agreements
G. Hawkins 563. Pricing Default Swaps: Empirical Evidence
P. Houweling and T. Vorst 564. Pricing Derivatives on Financial Securities Subject to Credit Risk
R. Jarrow and S. Turnbull 565. A Markov Model for the Term Structure of Credit Risk Spreads
R. Jarrow, D. Lando and S. Turnbull 566. Counterparty Risk and the Pricing of Defaultable Securities
R. Jarrow and F. Yu 567. The Pricing of Options with Default Risk
H. Johnson and R. Stulz 568. Pricing Black-Scholes Options with Correlated Credit Risk
P. Klein 569. Credit Derivatives: New Financial Instruments for Controlling Credit Risk
R. Neal 570. An Analysis of Default Correlation and Multiple Default
C. Zhou 571. Relationship Between Bank-Holding Company Risk and Nonbank Activity
E. Brewer 572. The Creative Financing of an Unprofitable Enterprise - The Grand Trunk Railway of Canada, 1853-1881
A. Carlos and F. Lewis 573. Incentives, Downsizing, and Value Creation at General Dynamics
J. Dial and K. Murphy 574. Reputation Acquisition in Debt Markets
D. Diamond 575. Organizational Form and Risk-Taking in the Savings-and-Loan Industry
B. Esty 576. Corporate-Planning and Capital-Maintenance
K. Hellwig 577. Quality Awards and the Market Value of the Firm - An Empirical-Investigation
K. Hendricks and V. Singhal 578. Agency Costs, Risk Management and Capital Structure
H. Leland 579. Whats It Worth - A General Managers Guide to Valuation
T. Luehrman 580. CEO Overconfidence and Corporate Investment
U. Malmendier and G. Tate 581. Risk Sharing and the Theory of the Firm
A. Marcus 582. Futures Markets and Production Decisions
A. Marcus and D. Modest 583. Myopia, Capital-Budgeting and Decision-Making
G. Pinches 584. Risk vs Profit Potential - A Model for Corporate-Strategy
R. Radner and L. Shepp 585. Implications of Capital-Markets Research for Corporate-Finance
J. Shanken and C. Smith 586. A Certainty-Equivalent Approach to Capital-Budgeting
G. Sick 587. Institutions and Entrepreneurs in American Corporate-Finance
T. Smith 588. Capital-Budgeting for Volume Flexible Equipment
G. Tannous 589. Bank Loan Commitments and Interest-Rate Volatility
A. Thakor, H. Hong and S. Greenbaum 590. Toward a Theory of Bank Loan Commitments
A. Thakor 591. Financial Structure in Small Business - Theory, Tests and Applications
D. Vanderwijst 592. The State Preference Approach to General Equilibrium in Corporate-Finance
H. Wiesmeth 593. On Valuation, Beta, and the Cost of Equity Capital - A Note
J. Yagill 594. An Interest-Rate Risk Management Model for Commercial-Banks
W. Bessler and G. Booth 595. How Corporations Use Derivatives
G. Bodnar, G. Hayt, R. Marston and C. Smithson 596. How Firms Should Hedge
G. Brown and K. Toft 597. Solvency Measurement for Property-Liability Risk-Based Capital Applications
R. Butsic 598. Bank Capital and Portfolio Management: The 1930s Capital Crunch and the Scramble to Shed Risk
C. Calomiris and B. Wilson 599. Derivatives and Risk Management
B. Collins and F. Fabozzi 600. A Market Evaluation of the Risk-Based Capital Standards for the Us Financial-System
L. Cordell and K. King 601. An Overview of Value at Risk
D. Duffie and J. Pan 602. Options, Futures, and Business Risk
J. Gammill and J. Stone 603. The Systematic-Risk of Discretely Rebalanced Option Hedges
J. Gilster 604. The Impact of Derivatives on Firm Risk: An Empirical Examination of New Derivatives Users
W. Guay 605. How Much Do Firms Hedge with Derivatives
W. Guay and S. P. Kothari 606. The Off-Balance Sheet Banking Risk of Large United-States Commercial-Banks
M. Hassan 607. A Methodological Investigation of Risk Exposure of Bank Off-Balance Sheet Loan Commitment Activities
M. Hassan and W. Sackley 608. Growth Opportunities and Risk-Taking by Financial-Intermediaries
R. Herring and P. Vankudre 609. The Three P's of Total Risk Management
A. Lo 610. Liquidation Costs and Risk-Based Bank Capital
H. Mullins and D. Pyle 611. Insurance Companies and Firm-Wide Risk: A Barrier Option Approach
S. Mutenga and S. Staikouras 612. A Portfolio Risk-Management Simulation Game
P. Ritchken and G. Getts 613. A Multiattribute Comparative-Evaluation of Relative Risk for a Sample of Banks
E. Ronn and A. Verma 614. Risk in International Banking
A. Shapiro 615. Value at Risk - New Approaches to Risk Management
K. Simons 616. Real Options and Corporate Risk Management
A. J. Triantis 617. An Equilibrium-Analysis of Debt Financing Under Costly Tax Arbitrage and Agency Problems
A. Barnea, R. Haugen and L. Senbet 618. The Interaction Between the Financial and Investment Decisions of the Firm - The Case of Issuing Warrants in a Levered Firm
M. Crouhy and D. Galai 619. A Variational Approach for Pricing Options and Corporate-Bonds
J. Decamps and J. Rochet 620. Equity as a Call Option on Assets - Some Tests for Failed Banks
B. Diba, C. Guo and M. Schwartz 621. The Effects of Maturing Debt on Equity Risk
D. Dubofsky 622. Adverse Selection and the Rights Offer Paradox
B. Eckbo and R. Masulis 623. A Theoretical-Model for Valuing Preferred Stock
D. Emanuel 624. Stockholder Bondholder Conflict and Dividend Constraints
A. Kalay 625. How Big Is the Tax-Advantage to Debt
A. Kane, A. Marcus and R. Mcdonald 626. Evidence on the Impact of the Agency Costs of Debt on Corporate-Debt Policy
W. Kim and E. Sorensen 627. The Pricing of Corporate-Debt - A Note
C. Lee 628. Measuring the Benefit of a Bond Refunding - The Problem of Nonmarketable Call Options
M. Livingston 629. Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effects
F. Longstaff and B. Tuckman 630. A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
F. Longstaff and E. Schwartz 631. The Pricing of Risky Corporate-Debt to Be Issued at par Value
F. Lowenthal, A. Langsen and C. Benson 632. An Explanation of Why Shareholders Losses Are So Large After Drug Recalls
R. Marcus, S. Swidler and T. Zivney 633. Measuring the Agency Cost of Debt
A. Mello and J. Parsons 634. A Contingent Claims Analysis of the Interest-Rate Risk Characteristics of Corporate-Liabilities
S. Nawalkha 635. Determinants of the Ratings and Yields on Corporate-Bonds - Tests of the Contingent Claims Model
J. Ogden 636. Competition and Geographical Integration in Commercial Bank Lending
D. Osborne 637. Debt and Market Incompleteness
E. Ronn and L. Senbet 638. A Relational Theory of Secured Financing
R. Scott 639. The Systematic-Risk of Corporate-Bonds
M. Weinstein 640. Bond Systematic-Risk and the Option Pricing Model
M. Weinstein 641. Design and Valuation of Debt Contracts
R. Anderson and S. Sundaresan 642. Creditors Decisions to Waive Violations of Accounting-Based Debt Covenants
K. Chen and K. Wei 643. Bond Yield Spreads Revisited
C. Dialynas 644. Bond Yield Spreads - A Postmodern View - Another Look at Bond Yield Spreads
C. Dialynas and D. Edington 645. Risk and Return on Corporate-Bonds - A Synthesis
J. Gatti 646. Establishing the Common-Stock Equivalence of Convertible Bonds
B. Gaumnitz and J. Thompson 647. Are the Barbarians After the Bondholders - Event Risk in Law, Fact, and Fiction
K. Scott 648. An Analysis of Secured Debt
R. Stulz and H. Johnson 649. Risk Avoidance Under Limited-Liability
W. Suen 650. The Choice of Call Provision Terms - Evidence of the Existence of Agency Costs of Debt
J. Thatcher 651. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
V. Acharya and J. Carpenter 652. Financial and Political Theories of American Corporate Bankruptcy
B. Adler 653. Finances Theoretical Divide and the Proper Role of Insolvency Rules
B. Adler 654. A Reexamination of Near-Bankruptcy Investment Incentives
B. Adler 655. Looting - The Economic Underworld of Bankruptcy for Profit
G. Akerlof and P. Romer 656. Default Premiums in Commodity-Markets - Theory and Evidence
W. Bailey and E. Ng 657. Corporate Reorganizations and the Treatment of Diverse Ownership Interests - A Comment on Adequate Protection of Secured Creditors in Bankruptcy
D. Baird and T. Jackson 658. The Resolution of Claims in Financial Distress the Case of Ferguson,Massey
C. Baldwin and S. Mason 659. The Untenable Case for Chapter-11
M. Bradley and M. Rosenzweig 660. A Barrier Option Framework for Corporate Security Valuation
P. Brockman and H. Turtle 661. Default Risk and the Duration of Zero Coupon Bonds
D. Chance 662. A Note on the Components and Segmentation of Bond Default Risk
R. Chiang and R. Pettway 663. Some Results on Bond Yield and Default Probability
R. Chiang 664. Is Default Event Risk Priced in Corporate Bonds
J. Driessen 665. On Measuring Credit Risks of Derivative Instruments
G. Duffee 666. Estimating the Price of Default Risk
G. Duffee 667. Recursive Valuation of Defaultable Securities and the Timing of Resolution of Uncertainty
D. Duffie, M. Schroder and C. Skiadas 668. Absolute Priority Rule Violations and Risk Incentives for Financially Distressed Firms
A. Eberhart and L. Senbet 669. Credit-Scoring by Enlarged Discriminant Models
P. Falbo 670. Assessing the Probability of Bankruptcy
S. Hillegeist, E. Keating, D. Cram and K. Lundstedt 671. The Impact of Default Risk on the Prices of Options and Other Derivative Securities
J. Hull and A. White 672. Translating Assets and Liabilities to the Bankruptcy Forum
T. Jackson 673. Default Parameter Estimation Using Market Prices
R. Jarrow 674. Managing Financial Distress and Valuing Distressed Securities - A Survey and a Research Agenda
K. John 675. Transaction Costs, Suboptimal Termination and Default Probabilities
J. Kau, D. Keenan and T. Kim 676. Default Probabilities for Mortgages
J. Kau, D. Keenan and T. Kim 677. Quantifying Credit Risk I: Default Prediction
S. Kealhofer 678. Quantifying Credit Risk II: Debt Valuation
S. Kealhofer 679. The 1986 UK Insolvency and Company Directors Disqualification Acts - An Evaluation of Their Impacts upon Small Firm Financing Decisions
K. Keasey and R. Watson 680. Does Default Risk in Coupons Affect the Valuation of Corporate-Bonds - A Contingent Claims Model
I. Kim, K. Ramaswamy and S. Sundaresan 681. Pricing the Risks of Default
D. Madan and H. Unal 682. High-Yield Bond Default and Call Risks
C. McDonald and L. Van De Gucht 683. Bankruptcy Risk and Impaired Investment Decisions
J. Schnabel and J. Frank 684. The Probability of Bankruptcy - A Comparison of Empirical Predictions and Theoretical-Models
J. Scott 685. A Capital-Markets Approach to Mass Tort Bankruptcy
T. Smith 686. Default Risk in Equity Returns
M. Vassalou and Y. Xing 687. Credit Risk Measurement: Developments Over the Last 20 Years
E. Altman and A. Saunders 688. Equity Volatility and Corporate Bond Yields
J. Campbell and G. Taksler 689. The Determinants of Credit Spread Changes
P. Collin-Dufresne, R. Goldstein and J. S. Martin 690. Term Structures of Credit Spreads with Incomplete Accounting Information
D. Duffie and D. Lando 691. Explaining the Rate Spread on Corporate Bonds
E. Elton, M. Gruber, D. Agrawal and C. Mann 692. Structural Models of Corporate Bond Pricing: An Empirical Analysis
Y. Eom, J. Helwege and J. Huang 693. Estimating Structural Bond Pricing Models
J. Ericsson and J. Reneby 694. Bond Indenture Provisions and the Risk of Corporate-Debt
T. Ho and R. Singer 695. The Value of Corporate-Debt with a Sinking-Fund Provision
T. Ho and R. Singer 696. Risky Debt, Jump-Processes, and Safety Covenants
S. Mason and S. Bhattacharya 697. Warrant Valuation and Exercise Strategy
D. Emanuel 698. A Note on Equilibrium Warrant Pricing-Models and Accounting for Executive Stock-Options
D. Galai 699. Investment Incentives, Debt, and Warrants
R. Green 700. Warrant Pricing - Jump-Diffusion vs Black-Scholes
J. Kremer and R. Roenfeldt 701. The Pricing of Japanese Equity Warrants
H. Kuwahara and T. Marsh 702. On Using the Black-Scholes Model to Value Warrants
D. Leonard and M. Solt 703. Robustness of Option-Like Warrant Valuation
G. Schulz and S. Trautmann 704. The Use of Warrants in the Bail Out of 1st-Pennsylvania-Bank - An Application of Option Pricing
J. Sincategory and J. Miles 705. Convertible Debt - Corporate Call Policy and Voluntary Conversion
P. Asquith and D. Mullins 706. On the Nonstationarity of Convertible Bond Betas - Theory and Evidence
R. Beatty, C. Lee and K. Chen 707. Explaining Yield Savings on New Convertible Bond Issues
R. Billingsley, R. Lamy, M. Marr and G. Thompson 708. Valuation of Primary Issue Convertible Bonds
R. Billingsley, R. Lamy and G. Thompson 709. The Economics and Jurisprudence of Convertible Bonds
W. Bratton 710. Analyzing Convertible Bonds
M. Brennan and E. Schwartz 711. Revisiting Optimal Call Pollicy for Convertibles
A. Butler 712. Death Spiral Convertibles
P. Hillion and T. Vermaelen 713. Choice of Model in Convertible Valuation - A Case-Study
L. Jennergren and T. Sorensson 714. The Effect of Convertible Bond Equity Values on Dilution and Leverage
R. King 715. Convertible Debt - Valuation and Conversion in Complex Capital Structures
C. Lewis 716. Convertible Calls and Security Returns
W. Mikkelson 717. The Net Benefit of Refunding Callable Bonds
E. Zarruk and J. Caks 718. A Rationale for Debt Maturity Structure and Call Provisions in the Agency Theoretic Framework
A. Barnea, R. Haugen and L. Senbet 719. Market Imperfections, Agency Problems, and Capital Structure - A Review
A. Barnea, R. Haugen and L. Senbet 720. The Choice Among Debt, Equity, and Convertible Bonds
R. Billingsley, R. Lamy and G. Thompson 721. Evidence of the Market Value of Me-1st Rules
G. Brauer 722. Optimal Financial Policy and Firm Valuation
M. Brennan and E. Schwartz 723. Tax Options, Capital Structure, and Miller Equilibrium - A Numerical Illustration
D. Emery and A. Gehr 724. Tax-Timing Options, Leverage, and the Choice of Corporate Form
D. Emery, W. Lewellen and D. Mauer 725. Dynamic Capital Structure Choice - Theory and Tests
E. Fischer, R. Heinkel and J. Zechner 726. Dynamic Recapitalization Policies and the Role of Call Premia and Issue Discounts
E. Fischer, R. Heinkel and J. Zechner 727. Debt Maturity and the Deadweight Cost of Leverage - Optimally Financing Banking Firms
M. Flannery 728. On the Asset Substitution Problem
B. Gavish and A. Kalay 729. An EBIT-Based Model of Dynamic Capital Structure
R. Goldstein, N. Ju and H. Leland 730. Market Discipline and Bank Subordinated Debt
G. Gorton and A. Santomero 731. Operating Leverage, Financial Leverage, and Equity Risk
L. Huffman 732. Contingent Claims Analysis of Corporate Capital Structures - An Empirical-Investigation
E. Jones, S. Mason and E. Rosenfeld 733. Risky Debt, Managerial Ownership and Capital Structure - New Fundamental Doubts on the Classical Agency Approach
W. Kursten 734. Corporate-Debt Value, Bond Covenants, and Optimal Capital Structure
H. Leland 735. Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
H. Leland and K. Toft 736. Debt Versus Equity Under Asymmetric Information
M. Narayanan 737. Implications of Corporate Capital Structure-Theory for Banking Institutions
Y. Orgler and R. Taggart 738. Managerial Discretion and Optimal Financing Policies
R. Stulz 739. Contingent Claims, Personal Loans and the Irrelevance of Corporate Financial Structure
D. Webb 740. What MM Have Wrought
J. Weston 741. The Relation Between Risk and Optimal Debt Maturity and the Value of Leverage
J. Wiggins 742. Equity Issues and Offering Dilution
P. Asquith and D. Mullins 743. The Valuation of Firm Commitment Underwriting Contracts for Seasoned New Equity Issues - Theory and Evidence
S. Bae and H. Levy 744. Underwriter Warrants, Underwriter Compensation, and the Costs of Going Public
C. Barry, C. Muscarella and M. Vetsuypens 745. The Timing of Initial Public Offerings
S. Benninga, M. Helmantel and O. Sarig 746. Initial Public offerings and Underwriter Reputation
R. Carter and S. Manaster 747. Pricing New-Issue and Seasoned Preferred Stocks - A Comparison of Valuation Models
E. Ferreira, M. Spivey and C. Edwards 748. The over-Allotment Option and Equity Financing Flotation Costs - An Empirical-Investigation
R. Hansen, B. Fuller and V. Janjigian 749. Valuation of Underwriting Agreements for Raising Capital in the Japanese Capital-Market
M. Kunimura and Y. Iihara 750. Timing Performance and the Flotation of Shelf-Registered Bonds
J. Thatcher 751. The Optimal Spread and Offering Price for Underwritten Securities
J. Yeoman 752. Restricted Voting-Rights and Takeovers
H. Albach 753. Risk Reduction As a Managerial Motive for Conglomerate Mergers
Y. Amihud and B. Lev 754. Locking Out Rival Bidders: The Use of Lockup Options in Corporate Mergers
T. Burch 755. Ownership Structures, Agency Relationship and Financial Performance
G. Charreaux 756. The Impact of the Manager-Shareholder Conflict on Acquiring Bank Returns
M. Cornett, G. Hovakimian, D. Palia and H. Tehranian 757. An Empirical-Test of the Redistribution Effect in Pure Exchange Mergers
C. Eger 758. Does Hierarchical Governance Facilitate Adaptation to Changed Circumstances - Some Formal Examples
G. Garvey 759. Antitakeover Provisions in Bonds - Bondholder Protection or Management Entrenchment
M. Kahan and M. Klausner 760. Managing Acquisitions of Strategic Business Units with the Aid of the Arbitrage Pricing Model
M. Kroll and S. Caples 761. Changes in Ownership Structure - Conversions of Mutual Savings and Loans to Stock Charter
R. Masulis 762. Banking and Antitrust - Limiting Industrial Ownership by Banks
D. Neuberger and M. Neumann 763. Takeovers Improve Firm Performance - Evidence from the Banking Industry
M. Schranz 764. Agency Theory, Managerial Welfare, and Takeover Bid Resistance
R. Walkling and M. Long 765. Who Shall Govern - CEO/Board Power, Demographic Similarity, and New Director Selection
J. Westphal and E. Zajac 766. Defections from the Inner Circle - Social-Exchange, Reciprocity, and the Diffusion of Board Independence in US Corporations
J. Westphal and E. Zajac 767. Director Reputation, CEO-Board Power, and the Dynamics of Board Interlocks
E. Zajac and J. Westphal 768. The Pricing Effects of Interfirm Cash Tender offers
S. Bhagat, J. Brickley and U. Loewenstein 769. Optimal Cash Tender Offers
J. Schnabel and E. Roumi 770. Option Pricing on Stocks in Mergers and Acquisitions
A. Subramanian 771. Tender offers in a Contingent Claims Framework
H. Vanauken 772. The Uneasy Case for Corporate Reorganizations
D. Baird 773. Corporate-Debt Relationships - Legal Theory in a Time of Restructuring
W. Bratton 774. Financial Distress and Restructuring Models
Y. Chen, J. Weston and E. Altman 775. Pricing the Strategic Value of Putable Securities in Liquidity Crises
A. David 776. Securityholder Taxes and Corporate Restructurings
D. Mauer and W. Lewellen 777. On Mergers, Divestments, and Options - A Note
O. Sarig 778. Corporate Governance and Firm Diversification
R. Anderson, T. Bates, J. Bizjak and M. Lemmon 779. Corporate Diversification: What Gets Discounted?
S. Mansi and D. Reeb 780. Maximizing the Market Value of a Firm to Choose Dynamic Policies for Managerial Hiring, Compensation, Firing and Tenuring
S. Acharya 781. An Empirical Examination of the Role of the CEO and the Compensation Committee in Structuring Executive Pay
R. Anderson and J. Bizjak 782. Measuring Executive-Compensation - Methods and an Application
R. Antle and A. Smith 783. An Empirical-Investigation of the Relative Performance Evaluation of Corporate-Executives
R. Antle and A. Smith 784. Investment Opportunities and the Structure of Executive-Compensation
W. Baber, S. Janakiraman and S. Kang 785. CEO Incentives and Firm Size
G. Baker and B. Hall 786. Managerial Incentives, Monitoring, and Risk Bearing - A Study of Executive-Compensation, Ownership, and Board Structure in Initial Public Offerings
R. Beatty and E. Zajac 787. Managerial Incentives, Monitoring and Risk-Bearing in Initial Public Offering Firms
R. P. Beatty and E. Zajac 788. CEO Contracting and Antitakeover Amendments
K. Borokhovich, K. Brunarski and R. Parrino 789. You Can Pay Me Now and You Can Pay Me Later - The Dynamic-Response of Executive-Compensation to Firm Performance
J. Boschen and K. Smith 790. Leverage Decision and Manager Compensation with Choice of Effort and Volatility
A. Cadenillas, J. Cvitanic and F. Zapatero 791. Executive Stock Option Repricing, Internal Governance Mechanism, and Management Turnover
N. Chidambaran and N. Prabhala 792. The Relationship Between Corporate Compensation Policies and Investment Opportunities - Empirical-Evidence for Large Bank-Holding Companies
M. Collins, D. Blackwell and J. Sincategory 793. The Prince and the Pauper? CEO Pay in the United States and United Kingdom
M. Conyon and K. Murphy 794. The Use of Equity Grants to Manage Optimal Equity Incentive Levels
J. Core and W. Guay 795. Bank CEO Pay-Performance Relations and the Effects of Deregulation
A. Crawford, J. Ezzell and J. Miles 796. Corporate Governance, Takeovers, and Top-Management Compensation: Theory and Evidence
R. Cyert, S. Kang and P. Kumar 797. Economic Consequences of Accounting for Stock-Based Compensation
P. Dechow, A. Hutton and R. Sloan 798. Agency, Delayed Compensation, and the Structure of Executive Remuneration
J. Eaton and H. Rosen 799. Chief Executive-Compensation - A Study of the Intersection of Markets and Political Processes
S. Finkelstein and D. Hambrick 800. The Sensitivy of DEO Wealth to Equity Risk: An Analysis of the Magnitude and Determinants
W. Guay 801. The Influence of Risk Diversification on the Early Exercise of Employee Stock-Options by Executive officers
T. Hemmer, S. Matsunaga and T. Shevlin 802. CEO Tenure as a Determinant of CEO Pay
C. Hill and P. Phan 803. Executive Pay and Performance - Evidence from the Us Banking Industry
R. Hubbard and D. Palia 804. Performance Pay and Top-Management Incentives
M. Jensen and K. Murphy 805. Boards of Directors, Top Management Compensation, and Shareholder Returns
J. Kerr and R. Bettis 806. Effect of Relative Decision Monitoring on Chief Executive-Compensation
J. Kerr and L. Kren 807. The Volatility and Price Sensitivities of Managerial Stock Option Portfolios and Corporate Hedging
J. Knopf, J. Nam and J. Thornton Jr. 808. Form of Control - A Critical Determinant of Acquisition Performance and CEO Rewards
M. Kroll, P. Wright, L. Toombs and H. Leavell 809. Portfolio Considerations in Valuing Executive-Compensation
R. Lambert, D. Larcker and R. Verrecchia 810. Executive-Compensation and Executive Incentive Problems - An Empirical-Analysis
W. Lewellen, C. Loderer and K. Martin 811. Total Board Remuneration and Company Performance
B. Main, A. Bruce and T. Buck 812. An Explanation of Top Executive Pay - A UK Study
P. McKnight 813. Corporate Performance and Managerial Remuneration - An Empirical-Analysis
K. Murphy 814. Incentives, Learning, and Compensation - A Theoretical and Empirical-Investigation of Managerial Labor Contracts
K. Murphy 815. Taking Stock: Equity-Based Compensation and the Evolution of Managerial Ownership
E. Ofek and D. Yermack 816. The Endogeneity of Managerial Compensation in Firm Valuation: A Solution
D. Palia 817. Does Executive Portfolio Structure Affect Risk Management? CEO Risk-Taking Incentives and Corporate Derivatives Usage
D. Rogers 818. The Choice Among Accounting Alternatives and Management Compensation - Effects of Corporate-Tax
J. Ronen and A. Aharoni 819. Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry
P. Tufano 820. Substance and Symbolism in CEOs Long-Term Incentive Plans
J. Westphal and E. Zajac 821. The Costs and Benefits of Managerial Incentives and Monitoring in Large US Corporations - When Is More Not Better
E. Zajac and J. Westphal 822. On the Optimality of Resetting Executive Stock Options
V. Acharya, K. John and R. Sundaram 823. Exercise Behavior, Valuation, and the Incentive Effects of Employee Stock Options
J. Bettis, J. Bizjak and M. Lemmon 824. Altering the Terms of Executive Stock Options
M. Brenner, R. Sundaram and D. Yermack 825. The Exercise and Valuation of Executive Stock Options
J. Carpenter 826. The Repricing of Executive Stock Options
D. Chance, R. Kumar and R. Todd 827. Stock Option Plans for Non-executive Employees
J. Core and W. Guay 828. Valuing Executive Stock-Options with Endogenous Departure
C. Cuny and P. Jorion 829. The Effect of Executive Stock Option Plans on Stockholders and Bondholders
R. Defusco, R. Johnson and T. Zorn 830. Valuation of Executive Stock-Options and the FASB Proposal
T. Foster, P. Koogler and D. Vickrey 831. On the Valuation of Non-Transferable Employee Share Option Plans
J. Frank and J. Schnabel 832. Accounting for Employee Stock Options
W. Guay, S. P. Kothari and R. Sloan 833. The Trouble with Stock Options
B. Hall and K. Murphy 834. Employee Stock-Options
S. Huddart 835. Employee Stock Option Exercises - An Empirical-Analysis
S. Huddart and M. Lang 836. How to Value Employee Stock Options
J. Hull and A. White 837. Valuation of Executive Stock-Options and the FASB Proposal - Comment
L. Jennergren and B. Naslund 838. The Value and Incentive Effects of Non-traditional Executive Stock Option Plans
S. Johnson and Y. Tian 839. Indexed Executive Stock Options
S. Johnson and Y. Tian 840. Estimating the Value of Employee Stock Option Portfolios and Their Sensitivities to Price and Volatility
S.P. Kothari and J. Core 841. Equilibrium Warrant Pricing-Models and Accounting for Executive Stock-Options
E. Noreen and M. Wolfson 842. Why Do Some Firms Give Stock Options to All Employees? An Empirical Examination of Alternative Theories
P. Oyer and S. Schaefer 843. Repricing Executive Stock-Options in a Down Market
P. Saly 844. The Evaluation of Employee Stock-Options - An Inquiry into the Use of Warrant Pricing-Models
J. Sisson 845. Accounting for Stock-Based Awards Using the Minimum Value Method
W. Taylor and J. Weygandt 846. Do Corporations Award CEO Stock-Options Effectively
D. Yermack 847. A Binomial Contingent Claims Model for Valuing Risky Ventures
P. Ritchken and B. Kamrad 848. Convertible Securities and Venture Capital Finance
K. M. Schmidt 849. An Evaluation Technique for Financial Leasing in Belgium
E. Durinck and J. Fabry 850. Valuing Lease Contracts - A Real-Options Approach
S. Grenadier 851. Corporate-Taxation and Leasing
H. Heaton 852. Valuation and Hedging of Risky Lease Payments
S. Heston 853. The Valuation of Variable-Rate Leases
S. Hodges 854. The Case for Using Options to Evaluate Salvage Values in Financial Leases
W. Lee, J. Martin and A. Senchack 855. Valuation of Asset Leasing Contracts
J. Mcconnell and J. Schallheim 856. A Model for the Determination of Fair Premiums on Lease Cancellation Insurance Policies
J. Schallheim and J. Mcconnell 857. Economics of Automobile Leasing: The Call Option Value
S. Miller 858. Aspects of Insurance, Intermediation and Finance
M. Brennan 859. Relevant Distributions for Insurance Prices in an Arbitrage Free Equilibrium
P. Brockett and R. Witt 860. On the Derivation of Reinsurance Premiums
J. Chang, C. Cheung and I. Krinsky 861. Insurance Futures and Hedging Insurance Price Risk
S. Cox and R. Schwebach 862. Risk-Based Premiums for Insurance Guarantee Funds
J. Cummins 863. Statistical and Financial Models of Insurance Pricing and the Insurance Firm
J. Cummins 864. Insurance by Large Corporations - The Melamet Commission
J. Devilliers and R. Vivian 865. Insurance Contracts and Securitization
N. Doherty and H. Schlesinger 866. Weak-Convergence of Random Growth-Processes with Applications to Insurance
D. Dufresne 867. On the Application of Finance Theory to the Insurance Firm
J. Garven 868. Risks in Derivatives Markets - Implications for the Insurance Industry
L. Hentschel and C. Smith 869. The Valuation of PBGC Insurance Premiums Using an Option Pricing Model
S. Hsieh, A. Chen and K. Ferris 870. The Determination of Fair Profits for the Property-Liability Insurance Firm
A. Kraus and S. A. Ross 871. Efficiency Analysis of Deductible Insurance Policies
Y. Kroll 872. Considerations of Cost Trade-offs in Insurance Solvency Surveillance Policy
J. Lammtennant, L. Starks and L. Stokes 873. Evaluation of the Gic Rollover Option
H. Pedersen and E. Shiu 874. The Valuation of Multiple Claim Insurance Contracts
D. Shimko 875. On the Convergence of Insurance and Finance Research
C. Smith 876. Premium Allocation and Risk Avoidance in a Large Firm - A Continuous Model
C. Tapiero and L. Jacque 877. Do Brokerage Analysts Recommendations Have Investment Value
K. Womack 878. Budgetary Time Bombs - Controlling Government Loan Guarantees
C. Baldwin, D. Lessard and S. Mason 879. On the Management of Financial Guarantees
Z. Bodie and R. C. Merton 880. Valuation of Capped Variable-Rate Loan Commitments
J. Chateau 881. An Analysis of Private Loan Guarantees
V. Lai 882. On Financial Guarantee Insurance Under Stochastic Interest-Rates
V. Lai and M. Gendron 883. Valuing and Accounting for Loan Guarantees
A. Mody and D. Patro 884. Bond Insurance: What Is Special About Munis
V. Nanda and R. Singh 885. An Option-Pricing Approach to the Costs of Export Credit Insurance
S. Schich 886. On the Valuation of Federal-Loan Guarantees to Corporations
H. Sosin 887. Pricing the Cost of Expropriation Risk
E. Clark 888. Pricing Expropriation Risk
A. Mahajan 889. Exchange Rate and Expropriation Risk in Multinational Capital Budgetting: A Stochastic Calculus Approach
J. Pointon and V. Hooper 890. A Valuation Model for Developing-Country Debt with Endogenous Rescheduling
G. Gennotte, H. Kharas and S. Sadeq 891. Price Regulation in Property-Liability Insurance - A Contingent-Claims Approach
N. Doherty and J. Garven 892. An Exposition of the Implications of Limited-Liability and Asymmetric Taxes for Property-Liability Insurance
J. Garven 893. Limited-Liability, Corporate Value, and the Demand for Liability Insurance
R. Macminn and L. Han 894. The Firms Insurance Decision - Some Questions Raised by the Capital-Asset Pricing Model
B. Main 895. Solvency Risk and the Tax Sheltering Behavior of Property-Liability Insurers
R. Ponarul and P. Viswanath 896. Evaluating Premiums for a Farm Income Insurance Policy
C. Turvey and V. Amanorboadu 897. An Option-Based Pricing Model of Private Mortgage Insurance
J. Kau, D. Keenan and W. Muller 898. An Option-Theoretic Model of Catastrophes Applied to Mortgage Insurance
J. Kau and D. Keenan 899. Home Equity Insurance
R. Shiller, A. Weiss 900. Inflation Insurance
Z. Bodie 901. Optimal Bank Reorganization Policies and the Pricing of Federal Deposit Insurance
S. Acharya and J. Dreyfus 902. Forbearance and Valuation of Deposit Insurance as a Callable Put
L. Allen and A. Saunders 903. Insuring Banks Against Systematic Credit Risk
D. Babbel 904. What the Pension Benefit Guaranty Corporation Can Learn from the Federal Savings-and-Loan Insurance Corporation
Z. Bodie 905. Off-Balance Sheet Liabilities, Deposit Insurance and Capital Regulation
A. Boot and A. Thakor 906. An Empirical-Test of the Incentive Effects of Deposit Insurance
E. Brewer and T. Mondschean 907. The Impact of Deposit Insurance on Savings-and-Loan Shareholders Risk Return Trade-offs
E. Brewer 908. Risk, Regulation, and Savings-and-Loan Diversification into Nontraditional Assets
E. Brewer, W. Jackson and T. Mondschean 909. Access to Deposit Insurance, Insolvency Rules and the Stock Returns of Financial Institutions
J. Brickley and C. James 910. Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital
S. Buser, A. Chen and E. Kane 911. Deposit Insurance in a Deregulated Environment
T. Campbell and D. Glenn 912. Is Fairly Priced Deposit Insurance Possible
Y. Chan, S. Greenbaum and A. Thakor 913. A Contingent Claim Analysis of a Regulated Depository Institution
M. Crouhy and D. Galai 914. Bank Runs, Deposit Insurance, and Liquidity
D. Diamond and P. Dybvig 915. Deposit Insurance and Regulatory Forbearance - Are CAPS on Insured Deposits Optimal
J. Dreyfus, A. Saunders and L. Allen 916. Fixed-Rate Deposit Insurance and Risk-Shifting Behavior at Commercial-Banks
J. Duan, A. Moreau and C. Sealey 917. Forbearance and Pricing Deposit Insurance in a Multiperiod Framework
J. Duan and M. Yu 918. Deposit Insurance and Bank Interest-Rate Risk - Pricing and Regulatory Implications
J. Duan, A. Moreau and C. Sealey 919. The Shifting Value of Federal Deposit Insurance - Implications for Reform
D. Ely and R. Weaver 920. Assessing the FDICS Premium and Examination Policies Using Soviet Put Options
T. Epps, L. Pulley and D. Humphrey 921. Evaluating Deposit Insurance for Japanese Banks
S. Fries, R. Mason and W. Perraudin 922. Market Valuation of Bank Assets and Deposit Insurance in Canada
R. Giammarino, E. Schwartz and J. Zechner 923. Variable-Rate Deposit Insurance - A Reexamination
L. Goodman and A. Santomero 924. Deposit Insurance, Market Discipline and Off-Balance Sheet Banking Risk of Large United-States Commercial-Banks
M. Hassan, G. Karels and M. Peterson 925. Effectiveness of Capital Regulation at U.S. Commercial Banks, 1985 to 1994
A. Hovakimian and E. Kane 926. No Room for Weak Links in the Chain of Deposit-Insurance Reform
E. Kane 927. 3 Paradigms for the Role of Capitalization Requirements in Insured Financial Institutions
E. Kane 928. A Note on the Existence and Characteristics of Fair Deposit Insurance Premia
S. Kendall 929. Actuarial Pricing of Deposit Insurance
C. Kerfriden and J. Rochet 930. Bank Risk and Deposit Insurance
L. Laeven 931. The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates
A. Marcus and I. Shaked 932. Early Warnings of the Hazards of Federal Deposit Insurance at the Time of Its Inception
J. Mccallie 933. Interest-Risk Sensitive Deposit Insurance Premia - Stable ACH Estimates
J. Mcculloch 934. An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory
R. C. Merton 935. The Effect of Subordinated Debt and Surety Bonds on the Cost of Capital for Banks and the Value of Federal Deposit Insurance
W. Osterberg and J. Thomson 936. A Reexamination of the over-Pricing or Under-Pricing of Deposit Insurance
G. Pennacchi 937. Alternative Forms of Deposit Insurance - Pricing and Bank Incentive Issues
G. Pennacchi 938. Capital Regulation and Deposit Insurance
D. Pyle 939. Pricing Risk-Adjusted Deposit Insurance - An Option-Based Model
E. Ronn and A. Verma 940. Aggregate Deposit Insurance Funding and Taxpayer Bailouts
S. Shaffer 941. The Use of Market-Information in Pricing Deposit Insurance
J. Thomson 942. The Cost of Deposit Insurance - Derivation of a Risk-Adjusted Premium
J. Urrutia 943. Optimal Non-Linear Health Insurance
A. Blomqvist 944. Time Consistent Health Insurance
J. Cochrane 945. Problems with Health Insurance
R. Ferguson and D. Leistikow 946. Health Insurance Derivatives: The Newest Application of Modern Financial Risk Management
J. Hayes, J. Cole and D. Meiselman 947. College Tuition and Household Savings and Consumption
N. Souleles 948. Pricing Catastrophe Insurance Futures Call Spreads - A Randomized Operational Time Approach
C. Chang, J. Chang and M. Yu 949. Pricing Catastrophe Insurance Futures and Call Spreads: An Arbitrage Approach
J. Cummins and H. Geman 950. The Basis Risk of Catastrophic-loss Index Securities
J. D. Dummins, D. Lalonde and R. Phillips 951. Catastrophe Insurance, Capital-Markets, and Uninsurable Risks
D. Jaffee and T. Russell 952. Portfolio Applications for CBOT Catastrophic Insurance Spreads
L. Langowski, Larry 953. Pricing and Capital Allocation in Catastrophe Insurance
G. Zanjani 954. A General Equilibrium-Model of Portfolio Insurance
S. Basak 955. On the Optimality of Portfolio Insurance
S. Benninga and M. Blume 956. A Stop Loss Approach to Portfolio Insurance
R. Bird, D. Dennis and M. Tippett 957. Portfolio Insurance - A Simulation Under Different Market Conditions
R. Bird, R. Cunningham, D. Dennis and M. Tippett 958. Efficiency, Risk-Aversion and Portfolio Insurance - An Analysis of Financial Asset Portfolios Held by Investors in the United-Kingdom
D. Blake 959. Optimal Portfolio Insurance
M. Brenan and R. Solanki 960. Time-Invariant Portfolio Insurance Strategies
M. Brennan and E. Schwartz 961. Rebalance Disciplines for Portfolio Insurance
E. Etzioni 962. Stock-Market Crashes - What Have We Learned from October 1987
P. Fortune 963. Stocks, Bonds Options, Futures, and Portfolio Insurance - A Rose by Any Other Name...
P. Fortune 964. The Mechanics of Portfolio Insurance
T. Obrien 965. Synthetic Portfolio Insurance on the Italian Stock Index - From Theory to Practice
F. Pressacco and P. Stucchi 966. Portfolio Insurance and Other Investor Fashions as Factors in the 1987 Stock-Market Crash
R. Shiller 967. A Reexamination of Portfolio Insurance - The Use of Index Put Options
Y. Tian 968. An Empirical-Analysis of Insured Portfolio Strategies Using Listed Options
G. Trennepohl, J. Booth and H. Tehranian 969. Performance of Portfolio Insurance Strategies
Y. Zhu and R. Kavee 970. Interest-Rate Risk Management and Valuation of the Surrender Option in Life-Insurance Policies
M. Albizzati and H. Geman 971. Pricing Equity-Linked Life-Insurance with Endogenous Minimum Guarantees
A. Bacinello and F. Ortu 972. Life-Insurance Company Risk Exposure - Market Evidence and Policy Implications
E. Brewer and T. Mondschean 973. Life-Insurance in a Contingent Claim Framework - Pricing and Regulatory Implications
E. Briys and F. Devarene 974. Exotic Unit-Linked Life-Insurance Contracts
S. Ekern and S. Persson 975. Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrrender Options and Bonus Policies
A. Grosen and P. Jorgensen 976. Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework
A. Grosen and P. Jorgensen 977. Measuring Prospective Probabilities of Insolvency - An Application to the Life-Insurance Industry
I. Shaked 978. Free Cash Flow in the Life-Insurance Industry
B. Wells, L. Cox and K. Gaver 979. Optimal Annuitization Policies: Analysis of the Options
M. Milevsky 980. Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market
K. Aase 981. Optimal Reinsurance and Dividend Distribution Policies in the Cramer-Lundberg Model
P. Azcue and N. Muler 982. Approximation of Optimal Reinsurance and Dividend Payout Policies
N. Bauerle 983. The Uses and Abuses of Finite Risk Reinsurance
C. Culp and J. B. Heaton 984. Reinsurance Arrangements Maximizing Insurer's Survival Probability
L. Gajek and D. Zagrodny 985. Pricing Double-Trigger Reinsurance Contracts: Financial versus Actuarial Approach
H, Grundl and H. Schmeiser 986. Insurer Capital Structure Decisions and the Viability of Insurance Derivatives
S. Harrington, S. Mann and G. Niehaus 987. U.S. Reinsurance Prices, Financial Quality, and Global Capacity
M. Weiss and J. Chung 988. An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance
J. Brown, J. Cummins, C. Lewis and R. Wei 989. Terrorism Insurance
H. Kunreuther and E. Michel-Kerjan 990. Analysts Forecasts, Earnings Variability, and Option Pricing - Empirical-Evidence
L. Daley, D. Senkow and R. Vigeland 991. An Option-Theoretic Approach to the Valuation of Dividend Reinvestment and Voluntary Purchase Plans
R. Dammon and C. Spatt 992. From Equilibrium to Nonlinear Dynamics in Investment Management
S. Focardi 993. Industry Rotation in the United-States Stock-Market - 1934-1986 Returns on Passive, Semipassive, and Active Strategies
R. Grauer, N. Hakansson and F. Shen 994. How Clients Can Win the Gaming Game
M. Grinblatt and S. Titman 995. Another Puzzle - The Growth in Actively Managed Mutual Funds
M. Gruber 996. The Rocking Horse Analyst
A. Kane and S. Marks 997. Puzzles - Penny Stocks, Discount Brokers, Better Bidding, and More
B. Nalebuff 998. A Theory of Portfolio Revision - Robustness and Truncation Problems
J. Sengupta 999. What Makes Stock-Prices Move
D. Whitford and F. Reilly 1000. Measuring Investment Performance in a Rational-Expectations Equilibrium-Model
A. Admati and S. Ross 1001. The Use of Options in Performance Structuring
R. Bookstaber 1002. Economic-Significance of Predictable Variations in Stock Index Returns
W. Breen, L. Glosten and R. Jagannathan 1003. Linear and Nonlinear Non-Forecastability of High-Frequency Exchange-Rates
C. Brooks 1004. Predicting Excess Returns in Financial-Markets
F. Canova and J. Marrinan 1005. Portfolio Performance-Measurement - Theory and Applications
Z. Chen and P. Knez 1006. The Investment Performance of United-States Equity Pension Fund Managers - An Empirical-Investigation
T. Coggin, F. Fabozzi and S. Rahman 1007. Results of a Price Forecasting Competition
J. Dorfman and C. Mcintosh 1008. Results of a Price-Forecasting Competition - Reply
J. Dorfman and C. Mcintosh 1009. Investment Performance of International Mutual Funds
W. Droms and D. Walker 1010. Mutual Fund Investment Performance
W. Droms and D. Walker 1011. Differential Information and Performance-Measurement Using a Security Market Line
P. Dybvig and S. Ross 1012. The Analytics of Performance-Measurement Using a Security Market Line
P. Dybvig and S. Ross 1013. Survivorship Bias and Mutual Fund Performance
E. Elton, M. Gruber and C. Blake 1014. Measuring Fund Strategy and Performance in Changing Economic-Conditions
W. Ferson and R. Schadt 1015. System-Theoretic Time-Series Forecasts of Weekly Live Cattle Prices
K. Foster, A. Havenner and A. Walburger 1016. Is the Stock-Market Predictable
R. Fuller and J. Kling 1017. Can Regression-Based Models Predict Stock and Bond Returns
R. Fuller and J. Kling 1018. Performance-Measurement Under Asymmetric Information and Investment Constraints
M. Gendron and C. Genest 1019. The Performance of Exchange-Rate Forecasting Models - An Economic-Evaluation
M. Gerlow and S. Irwin 1020. Economic-Evaluation of Commodity Price Forecasting Models
M. Gerlow, S. Irwin and T. Liu 1021. Portfolio Performance Evaluation - Old Issues and New Insights
M. Grinblatt and S. Titman 1022. Luck Versus Forecast Ability - Determinants of Trader Performance in Futures Markets
M. Hartzmark 1023. Hot Hands in Mutual Funds - Short-Run Persistence of Relative Performance, 1974-1988
D. Hendricks, J. Patel and R. Zeckhauser 1024. Cointegration, Error-Correction Models, and Forecasting Using Realigned Foreign-Exchange Rates
N. Joseph 1025. Predicting Sign Changes in the Equity Risk Premium Using Commercial Paper Rates
J. Kairys 1026. The Financial Performance of Low-Grade Municipal Bond Funds
J. Kihn 1027. A Comparison of Artificial Neural-Network and Time-Series Models for Forecasting Commodity Prices
N. Kohzadi, M. Boyd, B. Kermanshahi and I. Kaastra 1028. How Well Do Analysts Forecast Interest-Rates
R. Kolb and H. Stekler 1029. Performance Attribution Using an APT with Prespecified Macrofactors and Time-Varying Risk Premia and Betas
L. Kryzanowski, S. Lalancette and M. To 1030. Forecasting Exchange-Rates Using Feedforward and Recurrent Neural Networks
C. Kuan and T. Liu 1031. An Evaluation of Survey Exchange-Rate Forecasts
K. Lai 1032. UK Investment Trusts - Performance, Timing and Selectivity
L. Leger 1033. A Stochastic-Dominance Analysis of Trading Losses from Using Sample Estimates of the Variance in the Black-Scholes Model
H. Levy and J. Yoder 1034. The Performance of Alternative VAR Models in Forecasting Exchange-Rates
T. Liu, M. Gerlow and S. Irwin 1035. Measuring Investment Performance with a Stochastic Parameter Regression-Model
L. Lockwood and K. Kadiyala 1036. Bond Dynamic Hedging and Return Attribution - Empirical-Evidence
W. Mccoy 1037. Qualitative Forecast Evaluation - A Comparison of 2 Performance-Measures
C. McIntosh and J. Dorfman 1038. The Predictability of Real-Estate Returns and Market Timing
J. Mei and C. Liu 1039. A New and More Complete Performance-Measure
E. Moses, J. Cheyney and E. Veit 1040. The Expected Utility of the Doubling Strategy
E. Omberg 1041. The Impact of Information Timeliness on the Predictability of Stock and Futures Returns - An Application of Vector Models
R. Ostermark and H. Hernesniemi 1042. A Simple Nonparametric Test of Predictive Performance
M. Pesaran and A. Timmermann 1043. Forecasting Stock Returns - An Examination of Stock-Market Trading in the Presence of Transaction Costs
M. Pesaran and A. Timmermann 1044. Predictability of Stack Returns - Robustness and Economic-Significance
M. Pesaran and A. Timmermann 1045. Implied Spot Rates as Predictors of Currency Returns - A Note
D. Peterson and A. Tucker 1046. An Assessment of the Economic Value of Nonlinear Foreign-Exchange Rate Forecasts
S. Satchell and A. Timmermann 1047. Evaluating Predictions of Change
M. Schnader and H. Stekler 1048. Macroeconomic Forecast Evaluation Techniques
H. Stekler 1049. Are Economic Forecasts Valuable
H. Stekler 1050. A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear-Models and Artificial Neural Networks
N. Swanson and H. White 1051. Forecasting Provincial Business Indicator Variables and Forecast Evaluation
P. Talwar and E. Chambers 1052. Forecasting Market Prices
S. Taylor 1053. Results of a Price-Forecasting Competition - Comment
A. Tegene 1054. Evaluating Forecasting Models of Farmland Prices
A. Tegene and F. Kuchler 1055. Government Security Dealers Positions, Information and Interest-Rate Expectations - A Note
J. Vanhorne and H. Heaton 1056. On Timing and Selectivity
A. Admati, S. Bhattacharya, P. Pfleiderer and S. Ross 1057. Timing Decisions and the Behavior of Mutual Fund Systematic-Risk
G. Alexander, P. Benson and C. Eger 1058. Correcting for Heteroscedasticity in Tests for Market Timing Ability
W. Breen, R. Jagannathan and A. Ofer 1059. How Well Do Asset Allocation Mutual Fund Managers Allocate Assets
A. Chan and C. Chen 1060. Market Timing and Mutual Fund Investment Performance
E. Chang and W. Lewellen 1061. The Timing Performance of Small Traders
E. Chang and R. Stevenson 1062. Selectivity, Market Timing, and Random Beta-Behavior of Mutual Funds - A Generalized-Model
C. Chen and S. Stockum 1063. Required Accuracy for Successful Asset Allocation
R. Clarke, M. Fitzgerald, P. Berent and M. Statman 1064. Tracking Errors, Regret, and Tactical Asset Allocation
R. Clarke, S. Krase and M. Statman 1065. Market Timing: Style and Size Rotation Using the FIX
M. Copeland and T. Copeland 1066. Testing for Market Timing Ability - A Framework for Forecast Evaluation
R. Cumby and D. Modest 1067. The Stability of UK Risk Measures and the Problem of Thin Trading
E. Dimson and P. Marsh 1068. Differential Information and Timing Ability
E. Elton and M. Gruber 1069. Asset Allocation and Options
J. Evnine and R. Henriksson 1070. Market Timing Ability and Volatility Implied in Investment Newsletters Asset Allocation Recommendations
J. Graham and C. Harvey 1071. On Market Timing and Investment Performance - Statistical Procedures for Evaluating Forecasting Skills
R. Henriksson and R. Merton 1072. Market Timing and Mutual Fund Performance - An Empirical-Investigation
R. Henriksson 1073. Dynamic Asset Allocation - Insights from Theory
S. Hodges 1074. Assessing the Market Timing Performance of Managed Portfolios
R. Jagannathan and R. Korajczyk 1075. Performance Evaluation of Market Timers - Theory and Evidence
A. Kane and S. Marks 1076. The Market-Timing Performance of Mutual Fund Managers
S. Kon 1077. An Examination of the Super Bowl Stock-Market Predictor
T. Krueger and W. Kennedy 1078. Market Timing, Selectivity, and Mutual Fund Performance - An Empirical-Investigation
C. Lee and S. Rahman 1079. On Market Timing and Investment Performance - An Equilibrium-Theory of Value for Market Forecasts
R. C. Merton 1080. A Generalization of the Nonparametric Henriksson-Merton Test of Market Timing
M. Pesaran and A. Timmermann 1081. Market Timing and Risk Reduction
P. Pfeifer 1082. Timing Ability of German Investment Funds - An Empirical-Investigation
B. Scherer 1083. Market Timing on the Johannesburg Stock-Exchange Using Derivative Instruments
G. Waksman, M. Sandler, M. Ward and C. Firer 1084. Exchange Risk Surprises in International Portfolios
M. Adler and D. Simon 1085. Morphology of Asset Asymmetry
W. Beedles and M. Simkowitz 1086. Testing Density Forecasts, with Applications to Risk Management
J. Berkowitz 1087. On the Risk of Stocks in the Long Run
Z. Bodie 1088. An Algorithm to Calculate the Return Distribution of Portfolios with Option Positions
R. Bookstaber and R. Clarke 1089. Market-Oriented Risk Assessment in Models of Neoclassical Finance Theory
V. Breid 1090. Analyzing Portfolios with Derivative Assets - A Stochastic-Dominance Approach Using Numerical-Integration
R. Brooks 1091. Market Risk Adjustment in Portfolio Valuation
G. Constantinides 1092. Explanations for the Instability of Equity Beta - Risk-Free Rate Changes and Leverage Effects
D. Dejong and D. Collins 1093. Risk and Return of Long and Short Option Portfolios Using the Black-Scholes Model
D. French and G. Henderson 1094. Are Corporations Reducing or Taking Risks with Derivatives?
L. Hentschel and S. P. Kothari 1095. An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques
R. Robins and B. Schachter 1096. Measuring Portfolio Risk in Options
R. Sears and G. Trennepohl 1097. Skewness, Sampling Risk, and the Importance of Diversification
R. Sears and G. Trennepohl 1098. Measuring Systematic-Risk Using Implicit Beta
A. Siegel 1099. A Dymimic Model of Forward Foreign-Exchange Risk, with Estimates for 3 Major Exchange-Rates
M. Taylor 1100. Efficiency Analysis and Option Portfolio Selection
J. Booth, H. Tehranian and G. Trennepohl 1101. Thrift Asset-Class Returns and the Efficient Diversification of Thrift Institution Portfolios
R. Cole and J. Mckenzie 1102. Efficiency with Costly Information - A Reinterpretation of Evidence from Managed Portfolios
E. Elton, M. Gruber, S. Das and M. Hlavka 1103. Factors Influencing the Decisions of Bank Managers - The Evidence from Investment Portfolios
A. Heggestad and J. Houston 1104. Enhancing Mean-Variance Analysis with Options
P. Ritchken 1105. A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Nonsingular Variance-Covariance Matrix
P. Ryan and J. Lefoll 1106. Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
M. Steinbach 1107. Empirical Characteristics of Dynamic Trading Strategies - The Case of Hedge Funds
W. Fung and D. Hsieh 1108. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
W. Fung and D. Hsieh 1109. Risks and Portfolio Decisions Involving Hedge Funds
A. Vikas and N. Naik 1110. The Cost of Liquidity Services in Listed Options - A Note
J. Baesel, G. Shows and E. Thorp 1111. Market Microstructure and Stock Return Predictions
R. Huang and H. Stoll 1112. The information content of the limit order book: evidence from NYSE specialist trading decisions
L. Harris and V. Panchapagesan 1113. Econometric Models of Limit-Order Executions
A. Lo, A. C. MacKinlay and J. Zhang 1114. Modeling the Bid/Ask Spread: Measuring the Inventory-holding Premium
N. Bollen, T. Smith and R. Whaley 1115. Information Effects on the Bid-Ask Spread
T. Copeland and D. Galai 1116. Transactions Costs and Option Bid/Ask Spread on the Swiss Options and Financial Futures Exchange Soffex
J. Lefoll and S. Perrakis 1117. Price Movement Effects on the State of the Electronic Limit-Order Book
Y. Chan 1118. Estimation Bias Induced by Discrete Security Prices
C. Ball 1119. Whats Special About the Specialist
L. Benveniste, A. Marcus and W. Wilhelm 1120. Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing
M. Jameson and W. Wilhelm 1121. Option Portfolio Strategies - Measurement and Evaluation
R. Bookstaber and R. Clarke 1122. The Cash Management Implications of a Hedged Dividend Capture Strategy
K. Brown and S. Lummer 1123. Optimal Trading of Stock-Options Under Alternative Strategy
T. Dohi and S. Osaki 1124. The Duration of Option Portfolios
M. Garman 1125. Arbitrage, Continuous Trading, and Margin Requirements
D. Heath and R. Jarrow 1126. Subjective Stochastic-Dominance, Put Writing, and Stock Purchases with Extensions to Option Pricing and Portfolio Composition
C. Henin and W. Rentz 1127. An Expert Decision-Support System for Option-Based Investment Strategies
T. Huynh and C. Lassez 1128. Alpha Transport With Derivatives
B. Jacobs and K. Levy 1129. Option Arbitrage and Strategy with Large Price Changes
E. Jones 1130. Time-Varying Risk Premia, Volatility, and Technical Trading Rule Profits - Evidence from Foreign-Currency Futures Markets
B. Kho 1131. Serial Dependence in Currency Returns - Investment Implications
M. Kritzman 1132. Derivatives in Portfolio Management: Why Beating the Market is Easy
F. Lhabitant 1133. Dynamic Derivative Strategies
J. Liu and J. Pan 1134. Optimizing Returns with Stock Option Strategies - An Integer Programming Approach
R. Mehta 1135. The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies
R. C. Merton, M. Scholes and M. Gladstein 1136. Options and Investment Strategies
B. Morard and A. Naciri 1137. Covered Options - An Alternative Investment Strategy
P. Mueller 1138. Mean Reversion of Interest-Rate Term Premiums and Profits from Trading Strategies with Treasury Futures Spreads
T. Park and L. Switzer 1139. Optimal Bond Trading and the Tax-Timing Option in Canada
E. Prisman, G. Roberts and Y. Tian 1140. Optimal Long-Run Option Investment Strategies
R. Rendleman 1141. The Box Spread Arbitrage Conditions - Theory, Tests, and Investment Strategies
A. Ronn and E. Ronn 1142. Decision-Analysis Models of Futures Options Purchase Decisions
D. Samson and A. Wirth 1143. Setting Stops with Standard Deviations
D. Schalow 1144. The Economics of Hedging and Spreading in Futures Markets
M. Scholes 1145. Construction of a Decision-Support System for a Combination of Options
H. Tanaka, T. Dohi, H. Fujiwara, S. Osaki and N. Kaio 1146. Tutorial On Using Options In Active Strategies
M. Tsu 1147. Hedging Mispriced Options
A. Wolf, M. Castelino and J. Francis 1148. Hedged Dividend Capture with Stock Index Options
T. Zivney and M. Alderson 1149. Capital Accumulation in a Stochastic Decentralized Economy
S. Barta 1150. Output Decision Under Demand Uncertainty with Stochastic Production Function - A Contingent Claims Approach
K. Chung 1151. A Goal Seeking Investment Model
K. Cogger, O. Joy, W. Ruland and P. Yu 1152. Economic Events, Information-Structure, and the Return-Generating Process
A. Damodaran 1153. Inflation, Output, and Money
E. Fama 1154. Economists as Innovators - Practical Products of Theoretical Research
G. Faulhaber and W. Baumol 1155. Implications of Security Market Data for Models of Dynamic Economies
L. Hansen and R. Jagannathan 1156. Ideal Structures of Path-Independent Choice Functions
M. Johnson 1157. A Market Utility Approach to Investment Valuation
E. Kasanen and L. Trigeorgis 1158. Stochastic-Dominance and Expected Utility - Survey and Analysis
H. Levy 1159. Banking, Securities, and Commerce - A European Perspective
M. Lewis 1160. The Financial-System and Economic-Performance
R. C. Merton 1161. Presidential-Address - Cycles, Context, and Change
J. Schmit 1162. Case-Studies on Real Options
A. Kemna 1163. Real Options and Pre-emption Under Incomplete Information
B. Lambrecht and W. Perraudin 1164. When Are Real Options Exercised? An Empirical Study of Mine Closing
A. Moel and P. Tufano 1165. Stochastic-Models and Option Values - Applications to Resources, Environment and Investment Problems, by D. Lund, B. Oksendal
M. Selby 1166. Real Options: State of the Practice
A. J. Triantis and A. Borison 1167. Equilibrium and Options on Real Assets
J. Williams 1168. Managing Investment Opportunities Under Price Uncertainty - From Last Chance to Wait and See Strategies
P. Bjerksund and S. Ekern 1169. Financial Leverage and Use of the Net Present Value Investment Criterion - A Reexamination
E. Brigham and T. Tapley 1170. On the Interaction of Real and Financial Decisions of the Firm Under Uncertainty
A. Dotan and S. Ravid 1171. Governance and Uncertainty: the Trade-off Between Administrative Control and Commitment
T. Folta 1172. Sequential Binary Investment Decisions - A Bayesian-Approach
W. Jammernegg 1173. The Analysis of Risky Investment - A State-Contingent Approach
Y. Kroll 1174. Stochastic-Control of Corporate-Investment When Output Affects Future Prices
T. Langetieg 1175. Investment Under Uncertainty - The Case of Replacement Investment Decisions
D. Mauer and S. Ott 1176. Technology Adoption Decisions Under Irreversibility and Uncertainty - An Ex Ante Appproach
A. Purvis, W. Boggess, C. Moss and J. Holt 1177. Investment Under Uncertain in Information Technology: Acquisition and Development Projects
E. Schwartz and C. Zozaya-Gorostiza 1178. Rental Software Valuation in IT Investment Decisions
C. Singh, R. Shelor, J. Jiang and G. Klein 1179. Justifying Electronic Banking Network Expansion Using Real Options Analysis
M. Benaroch and R. Kauffman 1180. Option Methods for Incorporating Risk into Linear Capacity Planning Models
J. Birge 1181. Value-based Software Re-use Investment
J. Favaro, K. Favaro and P. Favaro 1182. Integrating Long- and Short-Term Contracting via Business-to-Business Exchanges for Capital-Intensive Industries
P. Kleindorfer and D. Wu 1183. Multi-stage Real Options: The Cases of Information Technology Infrastructure and International Bank Expansion
S. Panayi and L. Trigeorgis 1184. Infrastructure Investment as a Real Options Game: The Case of European Airport Expansion
H. Smit 1185. Equilibrium Investment Strategies and Output Price Behavior: A Real Options Approach
F. Aguerrevere 1186. The Intensity and Timing of Investment - The Case of Land
D. Capozza and Y. Li 1187. Capital Budgetting for Interrelated Projects: A Real Options Approach
P. Childs, S. Ott and A. J. Triantis 1188. Investment Options, Assets in Place, and the Risk of Stocks
K. Chung and C. Charoenwong 1189. Evaluating Cyclical Projects
J. Guzman 1190. Waiting to Invest - Investment and Uncertainty
J. Ingersoll and S. Ross 1191. Today's Options for Tomorrow's Growth
W. C. Kester 1192. Time to Build, Option Value, and Investment Decisions
S. Majd and R. Pindyck 1193. The Value of Waiting to Invest
R. McDonald and D. Siegel 1194. The Opportunity Cost of Using Excess Capacity
R. McLaughlin and R. Taggart 1195. Real Options and Interactions with Financial Flexibility
L. Trigeorgis 1196. The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options
L. Trigeorgis 1197. The Financing of Technological Innovation - The Contribution of Financial Theory
M. Adam and A. Farber 1198. Paying Attention to Real Options
M. Barnett 1199. Portfolio Choice in Research-and-Development
S. Bhattacharya and D. Mookherjee 1200. Dynamic R&D Investment Policies
P. Childs and A. J. Triantis 1201. Applying Options Thinking to R-and-D Valuation
T. Faulkner 1202. Investment in Technological Innovations: An Option Pricing Approach
S. Grenadier and A. M. Weiss 1203. The Use of Options Theory to Value Research in the Service Sector
K. Jensen and P. Warren 1204. R&D as an Option on Market Introduction
O. Lint and E. Pennings 1205. Application of Option Pricing Theory to Research-and-Development
D. Newton and A. Pearson 1206. Real R&D Options
D. Newton, D. Paxson and M. Widdicks 1207. The Valuation of Research-and-Development Firms with Research-and-Development Limited Partnerships
T. Shevlin 1208. Assessing Value in Platformed Product Family Design
J. Gonzalez-Zugasti, K. Otto and J. Baker 1209. A Real Options-Driven Theory of Business Incubation
S. Hackett and D. Dilts 1210. Inventory Accounting Switch and Uncertainty
C. Lee and C. Petruzzi 1211. Contingent Claims Contracting for Purchasing Decisions in Inventory Management
P. Ritchken and C. Tapiero 1212. Entry and Exit Decisions Under Uncertainty
A. Dixit 1213. Anticipated Competitive Entry and Early Preemptive Investment in Deferrable Projects
L. Trigeorgis 1214. Evaluating Natural-Resource Investments
M. Brennan and E. Schwartz 1215. A New Approach to Evaluating Natural Resource Investments
M. Brennan and E. Schwartz 1216. Evaluating Natural Resource Investments
M. Brennan and E. Schwartz 1217. Applications of Optimal Stopping in Resource Economics
H. Clarke and W. Reed 1218. The Optimal Production of an Exhaustible Resource When Price Is Exogenous and Stochastic
R. Pindyck 1219. Valuation of Certain Long-Term Timber Cutting Contracts
R. Shaffer 1220. Investment Analysis of Offshore Concession in the Nethelands
H. Smit 1221. Optimal Investments Using Empirical Dynamic-Programming with Application to Natural-Resources
G. Stensland and D. Tjostheim 1222. Equilibrium Valuation of Natural-Resources
S. Sundaresan 1223. Optimal Forest Rotation When Stumpage Prices Follow a Diffusion Process
T. Thomson 1224. Trading and Valuing Depreciable Assets
J. Williams 1225. Option Pricing - A New Approach to Valuing Mining Projects
M. Armstrong and A. Galli 1226. Option Valuation of Real Assets - Application to a Copper Mine with Operating Flexibility
J. Mardones 1227. Option Valuation of Claims on Real Assets - The Case of offshore Petroleum Leases
J. Paddock, D. Siegel and J. Smith 1228. A Dynamic Programming Model of the U. S. Strategic Petroleum Reserve
T. Teisberg 1229. Environmental Protection and Forward Contracts: Sulfur Dioxide Emission Allowances
J. Byrd and T. Zwirlein 1230. Regulated Firms in Pollution Permit Markets with Banking
M. Cronshaw and J. Kruse 1231. Optimal Growth with Pollution: How to Use Pollution Permits
P. Jouvet, P. Michel and G. Rotillon 1232. Potential for Derivative Instruments on Sulfur Dioxide Emission Reduction Credits
M. Walsh 1233. Oil-Well Valuation and Abandonment with Price and Extraction Rate Uncertainty
H. Clarke and W. Reed 1234. Rural Road Abandonment: Policy Criteria and Empirical Analysis
C. Hamlett and C. P. Baumel 1235. Investment and the Valuation of Firms When There Is an Option to Shut Down
R. McDonald and D. Siegel 1236. The Probability of Exit
M. Schary 1237. Resources, Real Options and Corporate Strategy
A. Bernado and B. Chowdhry 1238. Strategy Through the Option Lens - An Integrated View of Resource Investments and the Incremental-Choice Process
E. Bowman and D. Hurry 1239. Real Options Analysis and Strategic Decision Making
E. Bowman and G. Moskowitz 1240. Valuing Operational Flexibility Under Exchange-Rate Risk
A. Huchzermeier and M. Cohen 1241. Waiting to Default - The Value of Delay
J. Kau and T. Kim 1242. The Value of the Option to Wait and See
M. Kelly 1243. Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network
B. Kogut and N. Kulatilaka 1244. Capabilities as Real Options
B. Kogut and N. Kulatilaka 1245. Strategic Options in Capital-Budgeting and Program Selection Under Fee-for-Service and Managed Care
F. Magiera and R. Mclean 1246. An Integrated Model of Multinational Flexibility and Financial Hedging
A. Mello, J. Parsons and A. Triantis 1247. Valuing Risk and Flexibility - A Comparison of Methods
N. Moyen, M. Slade and R. Uppal 1248. Economic Justification of Advanced Manufacturing Technology
R. Ramasesh and M. Jayakumar 1249. A Real Options and Game-Theoretic Approach to Corporate Investment Strategy Under Competition
H. Smit and L. Ankum 1250. Valuing Flexibility as a Complex Option
A. J. Triantis and J. Hodder 1251. Optimal Bidding and Contracting Strategies for Capital-Intensive Goods
D. Wu, P. Kleindorfer and J. Zhang 1252. Random Walks, Non-Cooperative Games and the Complex Mathematics of Patent Pricing
F. Denton and P. Heald 1253. Probabilistic Patents
M. Lemley and C. Shapiro 1254. An Option Market on Land Option Index - New Instrument for Housing Policy
D. Achour and R. Brown 1255. The Pricing of Land Options
R. Brown and D. Achour 1256. On the Use of the Financial Option Price Model to Value and Explain Vacant Urban Land
D. Geltner 1257. A Theory and Empirical-Test of Land Option Pricing
J. Shilling, C. Sirmans, G. Turnbull and J. Benjamin 1258. Option Pricing and Timberlands Land-Use Conversion Option - Comment
T. Thomson 1259. Vacant Land Options - A Theoretical-Analysis
G. Turnbull and C. Sirmans 1260. Option Pricing and Timberland Land-Use Conversion Option
F. Zinkhan 1261. Contracting, Contingencies and Single-Family House Prices
P. Allen, J. Shilling and C. Sirmans 1262. An Examination of the Role of Security Clauses and Deposits in Residential Lease Contracts
M. Allen, R. Buttimer and N. Waller 1263. The Risk Structure of Land Markets
D. Capozza and G. Sick 1264. From Classical Rents to Rent Options - An Analysis of the Evolution of Land Prices
J. Cavailhes, A. Richard and N. Taverdet 1265. Retail Leasehold Interests - A Contingent Claim Analysis
R. Chiang, T. Lai and D. Ling 1266. Mixed-Uses and the Redevelopment Option
P. Childs, T. Riddiough and A. J. Triantis 1267. A Stochastic-Analysis of Land-Development Timing and Property Valuation
H. Clarke and W. Reed 1268. Throwing Good Money After Bad - Cash Infusions and Distressed Real-Estate
B. Cornell, F. Longstaff and E. Schwartz 1269. Hedged Real-Estate Portfolios and the Wealth Redistribution Effect of Real-Estate Option
L. Farrell 1270. Insights on the Effect of Land-Use Choice - The Perpetual Option on the Best of 2 Underlying Assets
D. Geltner, T. Riddiough and S. Stojanovic 1271. Market Conditions, Risk, and Real-Estate Portfolio Returns - Some Empirical-Evidence
J. Glascock 1272. Gains from Diversifying into Real-Estate - 3 Decades of Portfolio Returns Based on the Dynamic Investment Model
R. Grauer and N. Hakansson 1273. Flexibility and Tenant Mix in Real-Estate Projects
S. Grenadier 1274. The Persistence of Real-Estate Cycles
S. Grenadier 1275. The Strategic Exercise of Options - Development Cascades and Overbuilding in Real-Estate Markets
S. Grenadier 1276. Modeling the Behavior of Real Asset Prices
T. Kim 1277. On Option-Pricing Models in Real-Estate - A Critique
J. Shilling, C. Sirmans and J. Benjamin 1278. A Bound for Option Value
V. K. Smith 1279. Urban Land Prices Under Uncertainty
S. Titman 1280. Real-Estate Development as an Option
J. Williams 1281. Exotic Electricity Options and the Valuation of Electricity Generation and Transmission Assets
S. Deng, B. Johnson and A. Sogomonian 1282. An Implausible Theory of Inflation
P. Bernholz and H. Jaksch 1283. The Present Monetary-Theory of Advanced Inflation - A Failure
P. Bernholz and H. Gersbach 1284. The Monetary Approach to Stock Returns and Inflation
V. Canto, M. Findlay and M. Reinganum 1285. Economic-Implications of Extraordinary Movements in Stock-Prices
B. Friedman and D. Laibson 1286. Inflation and Foreign-Exchange Rates Under Production and Monetary Uncertainty
M. Garman and S. Kohlhagen 1287. Stock Returns and Inflation - The Role of the Monetary Sector
G. Kaul 1288. Money, Credit, and Prices in a Real Business-Cycle
R. King and C. Plosser 1289. Equilibria Under Active and Passive Monetary and Fiscal-Policies
E. Leeper 1290. Common-Stock Returns, Real Activity, Money, and Inflation - Some International Evidence
G. Mandelker and K. Tandon 1291. Bank Regulation and Monetary-Policy
J. Merrick and A. Saunders 1292. Sticky Prices and Disequilibrium Adjustment in a Rational Model of the Inflationary Process
M. Mussa 1293. International Passive Money and Monetary Hegemony
J. Olivera 1294. Identifying the Dynamics of Real Interest-Rates and Inflation - Evidence Using Survey Data
G. Pennacchi 1295. Contracting Costs, Inflation, and Relative Price Variability
P. Reagan and R. Stulz 1296. Further Thoughts on the Banking Imputation in the National Accounts
T. Rymes 1297. The Heritage of International Finance
J. Schmitz 1298. Uncertain Inflation, Exchange-Rates, and Bond Yields
R. Stapleton and M. Subrahmanyam 1299. Competitive Payments Systems and the Unit of Account
L. White 1300. Hedging Business Cycle Risk with Macro Swaps and Options
V. Bansal, A. Herbst, J. Marshall and A. Tucker 1301. Hedging Business Cycle Risk with Macro Economic Swaps: Some Preliminary Evidence
V. Bansal, J. Marshall and R. Yuyunyongwatana 1302. Macroeconomic Derivatives More Viable Than First Thought
V. Bansal, J. Marshall and R. Yuyunyongwatana