◆ The Impact of Delivery Risk on Optimal Productionand Futures Hedging

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Multiple delivery specifications exist on nearly all commodityfutures contracts. Sellers are typically allowed to choose among several grades of the underlying commodity. On the delivery day, the futu...

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2005-05-12

◆ Pricing and Hedging American Options Using Approximations by Kim Integral Equati

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We present an approximationmethod for pricing and hedging American options written on adividend-paying asset. This method is based on Kim (1990)equations. We demonstrate that a simple approximation of...

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2005-05-12

◆ Harvard Business Review Feb 2005

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不用多说了,哈佛商业评论2005二月的. 英文版...

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2005-05-08

◆ Business Weekly Jan 24 2005 Chinese

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商业周刊中文版2005年1月24日...

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2005-03-15

◆ Business Weekly Dec 27 2004 Chinsese

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商业周刊杂志中文版2004年12月27日...

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2005-03-15

◆ Business Weekly Jan 17 2005 Chinese

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商业周刊杂志中文一月十七日...

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2005-03-15

◆ REVIEW OF MARITIME TRANSPORT, 2004

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联合国贸发组织出版的2004年海运回顾报告。 Report by the UNCTAD secretariat...

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2005-03-11

◆ Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Const

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We examine the optimal dynamic portfolio decisions for investors who acquire housing services from either renting or owning a house. Our results show that when indifferent between owning and renting,...

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2005-02-10

◆ Is Default Event Risk Priced in Corporate Bonds?(Joost Driessen)

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This article provides an empirical decomposition of the default, liquidity, and tax factors that determine expected corporate bond returns. In particular, the risk premium associated with a default ev...

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2005-02-10

◆ Nonparametric Specification Testing for Continuous-Time Models with Applications

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We develop a nonparametric specification test for continuous-time models using the transition density. Using a data transform and correcting for the boundary bias of kernel estimators, our test is rob...

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2005-02-10

◆ The Pooling and Tranching of Securities: A Model of Informed Intermediation(Pete

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I show that when an issuer has superior information about the value of its assets, it is better off selling assets separately rather than as a pool due to the information destruction effect of poolin...

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2005-02-10

◆ Business Weekly Jan 03 2005 Chinese

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商业周刊繁体中文版2005年1月3日...

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2005-01-19

◆ Business Weekly Jan 10 2005 Chinese

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商业周刊繁体中文版2005年1月10日...

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2005-01-19

◆ Business Week Jan 10 2005

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商业周刊2005年第一期...

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2005-01-18

◆ EUROPEAN FINANCE REVIEW(Issue 7-1)

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Issue 7-1 Trader Anonymity, Price Formation and Liquidity Erik Theissen Research and Development Expenditures, Real Options and the Explanation of Expected Returns A. Al-Horani, Peter F. Pope, a...

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2004-07-20