Téléversements by as111320034667

Mental Accounting and Loss Aversion

Brunnermeier, Dong, Palia (2011) (Banks Non-Interest Income and Systemic Risk).pdf

mamn

bib.pdf

wp1434.pdf

ecbwp1237.pdf

growth_in_time_debt_aer.pdf

Currency Hedging

Filokalia - Apospasmata

Williams (2006) (on Dynamic Principal Agenta Problems in COntinuous Time)

Zhou 2006 (Principal Agent Analysis in Continuous Time)

Dopke Townsend (Dynamic Mechanism Design With Hidden Income and Hidden Actions)

Morkoetter Westerfeld (200 ) (Rating Model Arbitrage in CDO Markets. an Empirical Analysis)

Zhang (2009) (Statistical Methods in Credit Risk Modeling)

Qiu Mahagaonkar (2009) (Testing the Modigliani-Miller Theorem Directly in the Lab. a General Equilibrium Approach)

Rubinstein (History of Modigliani-Miller Theorem)

Sunstein Thaler (2003) (Libertarian Paternalism is Not an Oxymoron)

Zhang (FInancing Policy I)

Qi (2010) (Valuation Methologies and Emerging Markets)

Platt (2009) (the Private Equity Myth)

Plantin Sapra Shin (2005) (Marking to Market, Liquidity and Financial Stability)

Bolton Chen Wang (2009) (Presentation PPT. a Unified Theory of Tobin's Q, Corporate Investment, Financing, And Risk Management)

Jensen Meckling (1994) (the Nature of Man)

Benmelech Dlugosz (2008) (the Alchemy of Credit Ratings)

Acharya Bharath Srinivasan (2004) (Understanding Recovery Rates)

Moody's Report 2005

Dullmann Trapp (2004) (Systematic Risk in Recovery Rates)

Dullmann Trapp (2004) (Systematic Risk in Recovery Rates)

Frank Goyal (2002) (Testing the Pecking Order Theory of Capital Structure)

Barnhill, Maxwell (2002) (Modeling Correlated Market and Credit Risk in Fixed Income Portfolios)

Altman, Onorato (2003) (an Integrated Pricing Model for Defaultable Loans and Bonds)

Altman, Onorato (2003) (an Integrated Pricing Model for Defaultable Loans and Bonds)

Altman, Onorato (2005) (an Integrated Pricing Model for Defaultable Loans and Bonds)

Altman Rijken (2004) (Ratings Stability)

Banks Non-Interest Income and Systemic Risk

Banks Non-Interest Income and Systemic Risk

Banks Non-Interest Income and Systemic Risk

Banks Non-Interest Income and Systemic Risk

Banks Non-Interest Income and Systemic Risk

Banks Non-Interest Income and Systemic Risk

Banks Non-Interest Income and Systemic Risk

Bharath Shumway (2008) (Forecasting Default With the Merton Distance to Default Model)

Backus, Foresi, Zin (1998) (Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing)

Backus, Foresi, Zin (1998) (Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing)

Hatgioannides Petropoulos (2007) (on Credit Spreads, Credit Spread Options and Implied Probabilities of Default)