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Finance Working Papers

The Department of Finance Working Paper Series has been generously sponsored by

Collection's Items: 1 to 20 of 838

Issue DateTitleAuthor(s)
Oct-19991998 Survey of Derivatives and Risk Management Practices by U.S. Institutional InvestorsHayt, Gregory S.; Levich, Richard M.; Ripston, Beth A.
17-Jun-2009The 2007-2009 Financial Crisis and Executive Compensation: Analysis and a Proposal for a Novel StructureLandskroner, Yoram; Raviv, Alon
Nov-1998An Adaptive Evolutionary Approach to Option Pricing via Genetic ProgrammingChidambaran, N. K.; Lee, Chi-Wen Jevons; Trigueros, Joaguin R.
Dec-2003The Adequacy of Investment Choices Offered By 401K PlansElton, Edwin J.; Gruber, Martin J.; Blake, Christopher R.
Sep-2003Adverse Selection and Re-TradeGarleanu, Nicolae; Pedersen, Lasse Heje
16-Apr-1996Affine Models of Currency PricingDavid, Backus; Foresi, Silverio; Telmer, Chris
7-Jun-2007The Age of Reason: Financial Decisions Over the LifecycleAgarwal, Sumit; John C., Driscoll; Xavier, Gabaix; Laibson, David
18-Feb-1996Alternate Hedge Ratios for Bonds Subject to Credit RiskSkinner, Frank S.
30-Nov-2011Ambiguity and OverconfidenceBrenner, Menachem; Izhakian, Yehuda; Sade, Orly
Nov-1999AN ANALYSIS AND CRITIQUE OF THE BIS PROPOSAL ON CAPITAL ADEQUACY AND RATINGSAltman, Edward I.; Saunders, Anthony
1-Jan-2000AN ANALYSIS AND CRITIQUE OF THE BIS PROPOSAL ON CAPITAL ADEQUACY AND RATINGSAltman, Edward I; Saunders, Anthony
Feb-1998Analysis of Senior-Subordinated Structures Backed by Private-Label MortgagesJohn, Klose; Liu, Crocker; Radhakrishnan, R A
25-Sep-2002An analysis of the relative performance of Japanese and foreign money managementBrown, Stephen J.; Goetzmann, William N.; Hiraki, Takato; Shiraishi, Noriyoshi
2-May-2001An analysis of the relative performance of Japanese and foreign money managementBrown, Stephen J.; Goetzmann, William N.; Hiraki, Takato; Shiraishi, Noriyoshi
4-Oct-1996An Analytic Approach to the Valuation of American Path Dependent OptionsGao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti G.
8-Jul-2003Appearing and disappearing dividends: The link to catering incentivesBaker, Malcolm; Wurgler, Jeffrey
20-Oct-2001An Approximation Algorithm for Optimal Consumption/Investment ProblemsDas, Sanjiv Ranjan; Sundaram, Rangarajan K.
Sep-1999Arbitrage and Investment OpportunitiesJouini, Elyès; Napp, Clotilde
Jul-1999Arbitrage And Viability in Securities Markets With Fixed Trading CostsJouini, Elyès; Kallal, Hédi; Napp, Clotilde
16-Apr-1996Arbitrage Opportunities in Arbitrage-Free Models of Bond PricingDavid, Backus; Foresi, Silverio; Zin, Stanley