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1-20 of 48
Subject: Theoretical Asset Pricing
Journal Article
Recovery with Unbounded Diffusion Processes Get access
Review of Finance, Volume 21, Issue 4, July 2017, Pages 1403–1444, https://doi.org/10.1093/rof/rfw068
Published: 05 January 2017
Journal Article
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle Get access
Review of Finance, Volume 21, Issue 1, March 2017, Pages 269–298, https://doi.org/10.1093/rof/rfv062
Published: 11 February 2016
Journal Article
Corporate Fraction and the Equilibrium Term Structure of Equity Risk Get access
Review of Finance, Volume 20, Issue 2, March 2016, Pages 855–905, https://doi.org/10.1093/rof/rfv019
Published: 20 May 2015
Journal Article
Intertemporal Substitution and Equity Premium Get access
Review of Finance, Volume 20, Issue 1, March 2016, Pages 403–445, https://doi.org/10.1093/rof/rfv004
Published: 21 March 2015
Journal Article
Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics Get access
Review of Finance, Volume 19, Issue 3, May 2015, Pages 1223–1279, https://doi.org/10.1093/rof/rfu023
Published: 31 May 2014
Journal Article
Default Correlations in the Merton Model Get access
Review of Finance, Volume 18, Issue 5, August 2014, Pages 1775–1809, https://doi.org/10.1093/rof/rft030
Published: 13 October 2013
Journal Article
Financial Markets Equilibrium with Heterogeneous Agents Get access
Review of Finance, Volume 16, Issue 1, January 2012, Pages 285–321, https://doi.org/10.1093/rof/rfr018
Published: 12 July 2011
Journal Article
Equilibrium Implications of Delegated Asset Management under Benchmarking Get access
Review of Finance, Volume 16, Issue 4, October 2012, Pages 935–984, https://doi.org/10.1093/rof/rfq036
Published: 28 March 2011
Journal Article
Approximate Equilibrium Asset Prices Get access
Review of Finance, Volume 15, Issue 1, January 2011, Pages 1–28, https://doi.org/10.1093/rof/rfq015
Published: 18 June 2010
Journal Article
Optimal Value and Growth Tilts in Long-Horizon Portfolios Get access
Review of Finance, Volume 15, Issue 1, January 2011, Pages 29–74, https://doi.org/10.1093/rof/rfq013
Published: 03 June 2010
Journal Article
A Long-Run Risks Model of Asset Pricing with Fat Tails Get access
Review of Finance, Volume 14, Issue 3, July 2010, Pages 409–449, https://doi.org/10.1093/rof/rfp015
Published: 14 July 2009
Journal Article
An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy Get access
Review of Finance, Volume 12, Issue 2, 2008, Pages 323–364, https://doi.org/10.1093/rof/rfm036
Published: 22 March 2008
Journal Article
Learning, Cascades, and Transaction Costs Get access
Review of Finance, Volume 11, Issue 3, 2007, Pages 527–560, https://doi.org/10.1093/rof/rfm011
Published: 06 July 2007
Journal Article
Towards a General Theory of Good-Deal Bounds Get access
Review of Finance, Volume 10, Issue 2, 2006, Pages 221–260, https://doi.org/10.1007/s10679-006-8279-1
Published: 01 January 2006
Journal Article
Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia Get access
Review of Finance, Volume 9, Issue 1, 2005, Pages 97–137, https://doi.org/10.1007/s10679-005-2989-7
Published: 01 January 2005
Journal Article
Robustness and Ambiguity Aversion in General Equilibrium Get access
Review of Finance, Volume 8, Issue 2, 2004, Pages 279–324, https://doi.org/10.1023/B:EUFI.0000035193.29969.40
Published: 01 June 2004
Journal Article
Liquidity Black Holes Get access
Review of Finance, Volume 8, Issue 1, 2004, Pages 1–18, https://doi.org/10.1023/B:EUFI.0000022155.98681.25
Published: 01 March 2004
Journal Article
Corporate Walkout Decisions and the Value of Default Get access
Review of Finance, Volume 7, Issue 3, 2003, Pages 325–360, https://doi.org/10.1023/B:EUFI.0000022123.43080.9d
Published: 01 December 2003
Journal Article
Pricing and Hedging American Options Using Approximations by Kim Integral Equations Get access
Review of Finance, Volume 7, Issue 3, 2003, Pages 361–383, https://doi.org/10.1023/B:EUFI.0000022128.44728.4c
Published: 01 December 2003
Journal Article
Deposit Collateral and the Role of Banks Get access
Review of Finance, Volume 7, Issue 3, 2003, Pages 409–435, https://doi.org/10.1023/B:EUFI.0000022152.94492.a6
Published: 01 December 2003
