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Showing results 3159 to 3178 of 6135
Issue DateTitleAuthor(s)
Jan-2008Estimating Operational Risk for Hedge Funds: The ω-ScoreBrown, Stephen; Goetzmann, William; Liang, Bing
1999Estimating Risk ParametersDamodaran, Aswath
1999Estimating Risk ParametersDamodaran, Aswath
2008Estimating Search with LearningKoulayev, Sergei - Columbia University
2-Feb-2009Estimating the Implied Risk Neutral DensityFiglewski, Stephen
2010Estimating the Option Value of Waiting: A Dynamic Entry Game of the U.S. Local Telephone CompetitionFan, Ying - University of Michigan; Xiao, Mo - University of Arizona
2-Sep-2008Estimating the Socio-Economic Impact of Product Reviews: Mining Text and Reviewer CharacteristicsGhose, Anindya; Ipeirotis, Panagiotis G.
29-Jun-2003Estimation Error in the Assessment of Financial Risk ExposureFiglewski, Stephen
19-Dec-2002Estimation in the continuous time mover-stayer model with an application to bond ratings migrationFrydman, Halina; Kadam, Ashay
9-Jan-2003Estimation in the Mixture of Markov ChainsFrydman, Halina
28-Jan-2009Estimation of Employee Stock Option Exercise RatesCarpenter, Jennifer; Stanton, Richard; Wallace, Nancy
1-Feb-2012Estimation of Employee Stock Option Exercise Rates and Firm CostCarpenter, Jennifer; Stanton, Richard; Wallace, Nancy
26-Jan-2010Estimation of Employee Stock Option Exercise Rates and Firm CostCarpenter, Jennifer; Stanton, Richard; Wallace, Nancy
15-Dec-2006Estimation of Employee Stock Option Exercise Rates and Firm Cost: MethodologyCarpenter, Jennifer N.; Stanton, Richard; Wallace, Nancy
25-Jul-2002Estimation of long memory in the presence of a smooth nonparametric trendHurvich, Clifford; Lang, Gabriel; Soulier, Philippe
2000Estimation of Long Memory in VolatilityDeo, Rohit S.; Hurvich, C. M.
Apr-2016Ethics in wildlife photographyDatatri, Shekar; Sreenivasan, Ramki
9-Aug-2005Euler Equation ErrorsLettau, Martin; Ludvigson, Sydney C.
24-Oct-2006Euler Equation ErrorsLettau, Martin; Ludvigson, Sydney C.
Feb-1998The European Securities Industry Under A Single CurrencySmith, Roy C.
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