Call Number (LC) Title Results
HG1 .R39 no. 170 Non-additive preferences and the marginal propensity to consume / 1
HG1 .R39 no. 171 A new option spread arbitrage condition : theory, tests and investment strategies / 1
HG1 .R39 no. 172 The pricing of bank loans with contingent assets and liabilities / 1
HG1 .R39 no. 173 Estimating pervasive economic factors with missing observations / 1
HG1 .R39 no. 174 Risk and return in an equilibrium APT* / 1
HG1 .R39 no. 175 New cross-sectional regression tests of beta pricing models / 1
HG1 .R39 no. 176 An intertemporal equilibrium beta pricing model / 1
HG1 .R39 no. 177 Ex-ante characterization of an efficient portfolio / 1
HG1 .R39 no. 178 Off-balance-sheet liquidity and monetary control / 1
HG1 .R39 no. 179 Stock prices, risk premia, inflation, and uncertainty / 1
HG1 .R39 no. 180 Debt and market incompleteness / 1
HG1 .R39 no. 181 The attributes, behavior and performance of U.S. mutual funds / 1
HG1 .R39 no. 182 Money and off-balance-sheet liquidity : an empirical analysis / 1
HG1 .R39 no. 183 The arbitrage pricing theory : a state-preference analysis / 1
HG1 .R39 no. 184 Market liquidity, hedging and crashes / 1
HG1 .R39 no. 185 LBOs and taxes : no one to blame but ourselves? / 1
HG1 .R39 no. 186 Competitive pricing of demand deposits / 1
HG1 .R39 no. 189 Consumption and portfolio policies with incomplete markets and short-sale constraints : the finite dimensional case / 1
HG1 .R39 no. 190 Convergence from discrete to continuous time financial models / 1
HG1 .R39 no. 191 Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case / 1