|
Politically Motivated Corporate Decisions as Tournament Participation/Inclusion Games
|
Journal of Corporate Finance |
2021 |
A* |
|
Gender Competitiveness and Predictability, and Prize Money in Grand Slam Tennis Tournaments
|
Quarterly Journal of Finance |
2020 |
A |
|
Is the Active Fund Management Industry Concentrated Enough?
|
Journal of Financial Economics |
2020 |
A* |
|
Contrarians or Momentum Chasers? Individual Investors’ Behavior when Trading exchange-traded funds
|
The Journal of Futures Markets |
2019 |
A |
|
Equilibrium-Based Volatility Models of the Market Portfolio Rate of Return (Peacock Tails or Stotting Gazelles)
|
Annals of Operations Research |
2018 |
A |
|
Non-Transferable non-hedgeable executive stock option pricing
|
Journal of Economic Dynamics and Control |
2015 |
A* |
|
Pricing Under Noisy Signaling
|
Review of Quantitative Finance and Accounting |
2015 |
B |
|
Linear Beta Pricing with Inefficient Benchmarks
|
Quarterly Journal of Finance |
2013 |
A |
|
Incomplete Information Equilibria: Separation Theorems and Other Myths
|
Annals of Operations Research |
2007 |
A |
|
Mortgage Default: Classification Trees Analysis
|
Journal of Real Estate Finance and Economics |
2005 |
A |
|
Forum Selection in International Business Contracts: Home Bias Portfolio Puzzle and Managerial Moral Hazard
|
Review of Quantitative Finance and Accounting |
2004 |
B |
|
Separating Signaling Equilibria Under Random Relations Between Costs and Attributes: Continuum of Attributes
|
Mathematical Social Sciences |
2004 |
A |
|
Separating Signaling Equilibria Under Random Relations Between Costs and Attributes: Discrete Attributes
|
Mathematical Social Sciences |
2004 |
A |
|
Signaling-Screening Equilibrium in the Mortgage Market
|
Journal of Real Estate Finance and Economics |
2003 |
A |
|
Simple Construction of the Efficient Frontier
|
European Financial Management |
2003 |
A |
|
The Term Structure of Interest Rates: Bounded or Falling?
|
Review of Finance |
2003 |
A* |
|
Production and the Real Rate of Interest: A Sample Path Equilibrium
|
Review of Finance |
2002 |
A* |
|
European Options on Bond Futures - A Closed Form Solution
|
The Journal of Futures Markets |
1993 |
A |
|
Logarithmic Preferences, Myopic Decisions, and Incomplete Information
|
Journal of Financial and Quantitative Analysis |
1992 |
A* |
|
The Term Structure of Interest Rates in a Partially Observable Economy
|
The Journal of Finance |
1989 |
A* |
|
The Term Structure of Interest-Rates in a Partially Observable Economy
|
The Journal of Finance |
1989 |
A* |
|
Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy
|
The Journal of Finance |
1986 |
A* |
|
Optimal Portfolio Choice Under Incomplete Information - Discussion
|
The Journal of Finance |
1986 |
A* |