Frontiers of finance : the Batterymarch Fellowship papers
Author(s)
Bibliographic Information
Frontiers of finance : the Batterymarch Fellowship papers
B. Blackwell, 1990
Available at 34 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Includes bibliographical references and index
Description and Table of Contents
Description
The Batterymarch Fellowship, now celebrating its tenth anniversary, is the most prestigious award in finance. Originally conceived as a debt repayment to the academic community for its contribution to the practical work of financial management, it numbers among its recipients some of the most outstanding young scholars in the field. This volume brings together a selection of pioneering papers by the Fellows, clearly demonstrating the role of the Programme in advancing knowledge in the discipline. It includes key papers that have done much to push back the frontiers in such areas as signalling theory, asset pricing theory, sophisticated econometric methods, innovative empirical studies, market microstructure, capital structure, and advanced mathematical techniques.
Table of Contents
- Future Markets and Commodity Options, Douglas T.Breeden
- Optimal Aggregation of Money Supply forecasts, Stephen Figlewski
- Optimal Bond Trading with Personal Taxes, Jonathan E.Ingersoll
- Optimal Consumption and Portfolio Policies when Asset Prices Follow a Diffusion Process, John C.Cox
- Inefficient Dynamic Portfolio Strategies, or How to Throw Away a Million Dollars in the Stock Market, Philip Dybvig
- Expected Stock Returns and Volatility, G.William Schwert
- On timing and Selectivity, Sudipto Bhattacharya
- A Simple Econometric Approach for Utlity-Based Asset Pricing Models, Michael R.Gibbons
- Risky Debt, Investment Incentives, and Reputation in a Sequential Equilibrium, Kose John
- Reputation Acquisition in Debt Markets, Douglas W.Diamond
- Dividend Behaviour for the Aggregate Stock Market, Terry A.Marsh
- An Empirical Analyysis of the Interfirm Equity Investment Process, Richard S.Ruback
- On Correlations and Inferences about Mean Variance Efficiency, Robert F.Stambaugh
- How Many Stocks Make a Diversified Portfolio?, Meir Statman
- The Determinants of Capital Structure Choice, Sheridan Titman
- Dividend Yields and Expected Stock Returns, Kenneth R.French
- Mean Reversion in Stock Prices, James M.Poterba
- Intertemporal Asset Pricing, Jay A.Shanken
- A Theory of Intraday Patters, Anat R.Admati
- Information Disclosure, Method of Payment, and Takeover Premia, B. Espen Eckbo
- Auctions with Resale Markets, Chi-fu Huang.
by "Nielsen BookData"