◆ Bond Risk Premia(John H. Cochrane&Monika Piazzesi )

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John H. Cochrane Monika Piazzesi ...

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2004-07-01

◆ Analysts Conflict of Interest and Biases in Earnings Forecasts(Louis K. C. Chan&

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Louis K. C. Chan Jason Karceski Josef Lakonishok ...

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2004-07-01

◆ The Time Series of the Cross Section of Asset Prices(Lior Menzly&Tano Santos)

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In this paper we propose a general equilibrium model that successfully reproduces the historical experience of the cross section of US stock prices as well as the realized history of the market portfo...

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2004-07-01

◆ Finance Applications of Game Theory(Franklin Allen&Stephen Morris)

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Finance Applications of Game Theory...

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2004-07-01

◆ Maximum Likelihood Estimation of Latent Affine Processes(David S. Bates)

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David S. Bates...

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2004-06-29

◆ Household Risk Management and Optimal Mortgage Choice(John Y. Campbell&Joao F. C

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John Y. Campbell Joao F. Cocco 有关风险管理的重要论文。...

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2004-06-29

◆ Efficiency and the Bear:Short Sales and Markets around the World(Arturo Bris&Wil

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Arturo Bris Yale School of Management William N. etzmann Yale School of Management Ning Zhu Yale School of Management January 2003 Abstract: We analyze cross-sectional and time series informati...

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2004-06-29

◆ Stocks as Money: Convenience Yield and the Tech-Stock Bubble(John H. Cochrane1)

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John H. Cochrane1 May 23, 2002 1Graduate School of Business, University of Chica, 1101 E. 58th St. Chica IL 60637. This paper was prepared for the Federal Reserve Bank of Chica Conference on Asset...

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2004-06-29

◆ Portfolio advice for a multifactor world(John H. Cochrane1)

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还是芝加哥大学研究生院金融学教授Cochrane的文章...

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2004-06-29

◆ New facts in finance(John H. Cochrane)

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John H. Cochrane is the Sigmund E. Edelstone Professor of Finance in the Graduate School of Business at the University of Chica, a consultant to the Federal Reserve Bank of Chica, and a research assoc...

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2004-06-29

◆ Topics in Asset Pricing(Lasse H. Pedersen&Jessica Wachter)

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Lasse H. Pedersen Email: lpederse@stern.nyu.edu Homepage: http://www.stern.nyu.edu/~lpederse/ Jessica Wachter Email: jwachter@stern.nyu.edu Homepage: http://www.stern.nyu.edu/~jwachter/ 这是...

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2004-06-29

◆ 论金融演进及其运行机制(刘洪海)

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论金融演进及其运行机制...

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2004-06-28

◆ 德意志联邦共和国金融演进史（1947--1968）(刘洪海)

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德意志联邦共和国金融演进史（1947--1968）...

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2004-06-28

◆ Elements of financial risk management(Peter F. Christoffersen)

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Elements of Financial Risk Management Peter F. Christoersen McGill University and CIRANO It seems that it is still on VaR, Em, I think Riskmetrics Technical documents may be more helpful. As for...

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2004-06-28

◆ THE CURRENT FINANCIAL RISK SCENE(Jonathan A.Batten&Thomas A.Fetherston)

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THE CURRENT FINANCIAL RISK SCENE ...

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2004-06-28