Work

Filtered by: Risk Managementx

Theory of Risk Capital in Financial Firms

On the Current State of the Stock Market Rationality Hypothesis

Dividend Behavior for the Aggregate Stock Market

Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices

Macroeconomics and Finance: The Role of the Stock Market

Earnings Variability and Variance Bounds Tests for Rationality of Stock Market Prices

Aggregate Dividend Behavior and Its Implications for Tests of Stock Market Rationality

The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns

The Optimality of a Competitive Stock Market

On the Pricing of Corporate Debt: The Risk Structure of Interest Rates

A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm

Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics