Call Number (LC) Title Results
HG1 .R39 no. 192 Market liquidity, hedging and crashes / 1
HG1 .R39 no. 193 Moment approximation and estimation of diffusion models of asset prices / 1
HG1 .R39 no. 194 Stein and CAPM estimators of the means in portfolio choice : a case of unsuccess / 1
HG1 .R39 no. 195 Insider trading : should it be prohibited? / 1
HG1 .R39 no. 196 The relationship between non-arbitrage and recursive competitive equilibrium pricing / 1
HG1 .R39 no. 197 Capital controls and bank risk / 1
HG1 .R39 no. 197 rev. Capital controls and bank risk / 1
HG1 .R39 no. 198 Pitfalls in Fisher model building : interest rates and inflation in the interwar period / 1
HG1 .R39 no. 199 Convergence from discrete to continuous time contingent claims prices / 1
HG1 .R39 no. 200 Consumption and portfolio decisions with labor income and borrowing constraints / 1
HG1 .R39 no. 201 Industry factors vs. other factors in risk prediction / 1
HG1 .R39 no. 202 Specialist vs saitori : market making in New York and Tokyo / 1
HG1 .R39 no. 203 Black Monday in New York, blue Tuesday in Tokyo : the October 1987 crash in Japan / 1
HG1 .R39 no. 204 Market makers, asymmetric information and price information / 1
HG1 .R39 no. 205 Continuously rebalanced investment strategies / 1
HG1 .R39 no. 206 On the use of mean-variance and quadratic approximations in implementing dynamic investment strategies : a comparison of returns and investment policies / 1
HG1 .R39 no. 207 Reinsurance and "securitization" of deposit insurance : a workable proposal for risk-based pricing / 1
HG1 .R39 no. 208 The prepayment uncertainty of collateralized mortgage obligations / 1
HG1 .R39 no. 213 Investment strategies under transaction costs : the finite horizon case / 1
HG1 .R39 no. 214 Supershares / 1