المؤلفون: Jerome Detemple, Yerkin Kitapbayev

المصدر: Energies, Vol 14, Iss 4, p 814 (2021)

مصطلحات موضوعية: investment, pandemic, electricity, gas, mutually exclusive projects, green energy, Technology

وصف الملف: electronic resource

Relation: https://www.mdpi.com/1996-1073/14/4/814; https://doaj.org/toc/1996-1073

URL الوصول: https://doaj.org/article/96f8e3d229c44fc684c7f93dcd780913

المؤلفون: Jerome Detemple, Yerkin Kitapbayev

المصدر: Risks, Vol 6, Iss 1, p 5 (2018)

مصطلحات موضوعية: American option, real options, optimal stopping, random strike, early exercise premium, free-boundary problem, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: http://www.mdpi.com/2227-9091/6/1/5; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/fab17237d72d43e79cb956352958ad2c

المؤلفون: Jerome Detemple, Hao Xing

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::40f91da5dd6c33def936f2e1f25f5635
https://doi.org/10.2139/ssrn.4380732

المؤلفون: Jerome Detemple, Yerkin Kitapbayev

المصدر: Quantitative Finance. 21:1519-1532

مصطلحات موضوعية: Geometric Brownian motion, 050208 finance, Convertible, 05 social sciences, Callable bond, Valuation (logic), Reverse convertible securities, Issuer, 0502 economics and business, Economics, Optimal stopping, Asset (economics), 050207 economics, General Economics, Econometrics and Finance, Mathematical economics, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::2e6897132873ff93739c5997ae195f57
https://doi.org/10.1080/14697688.2021.1912380

المؤلفون: Jerome Detemple, Tony Berrada, Marcel Rindisbacher

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e7ad119683d985980de743caf6ab6e2b
https://doi.org/10.2139/ssrn.4260836

المؤلفون: Marcel Rindisbacher, Jerome Detemple, Scott Robertson

المصدر: Econometrica. 88:2697-2737

مصطلحات موضوعية: Computer Science::Computer Science and Game Theory, Economics and Econometrics, Rational expectations, Noise (signal processing), Risk premium, 05 social sciences, 01 natural sciences, Insider, 010104 statistics & probability, Information asymmetry, 0502 economics and business, Econometrics, Economics, Dark liquidity, Asset (economics), 050207 economics, 0101 mathematics, Private information retrieval

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::5d56ab64bfd0fabe0539cebd4832caaa
https://doi.org/10.3982/ecta17038

المؤلفون: Alejandro Rivera, Andrea Buffa, Jerome Detemple, Mehmet Eckmekci, Stefania Garetto, Sambuddha Ghosh, Adam Guren, Robert King, Nobuhiro Kiyotaki, Raymond Leung, Alisdair Mckay, Juan Ortner, Ander Perez, Yuliy Sannikov

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://carloalberto.org/assets/events/rivera-11feb2015.pdf.

مصطلحات موضوعية: risk-shifting, moral hazard, principal-agent problem, capital structure. I am extremely grateful to Simon Gilchrist, Francois Gourio, Dirk Hackbarth, Jianjun Miao (chair, and

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.688.8761; http://carloalberto.org/assets/events/rivera-11feb2015.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.688.8761
http://carloalberto.org/assets/events/rivera-11feb2015.pdf

المؤلفون: Jerome Detemple, Yerkin Kitapbayev

المصدر: The Review of Financial Studies. 33:3307-3347

مصطلحات موضوعية: Economics and Econometrics, Investment decisions, Carry (investment), Accounting, Value (economics), Business, Revenue stream, Investment (macroeconomics), Fixed cost, Operating leverage, Knowledge acquisition, Finance, Industrial organization

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a9b807c8f347fc76057be515f2104b2e
https://doi.org/10.1093/rfs/hhz097

المؤلفون: Dissertation Committee, Laurence J. Kotlikoff, Jerome Detemple, Francois Gourio, Professor Francois Gourio, Professor Jerome Detemple

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://people.bu.edu/pkoehler/Koehler_Paul_CV.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.181.989; http://people.bu.edu/pkoehler/Koehler_Paul_CV.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.181.989
http://people.bu.edu/pkoehler/Koehler_Paul_CV.pdf

المؤلفون: Jerome Detemple, Marcel Rindisbacher, Scott Robertson

المصدر: Journal of Economic Dynamics and Control. 141:104375

مصطلحات موضوعية: Economics and Econometrics, Control and Optimization, Applied Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::5dc9bd17cffa134dff0fa7f2d452239d
https://doi.org/10.1016/j.jedc.2022.104375

المؤلفون: Yerkin Kitapbayev, Jerome Detemple

المصدر: Energy Economics. 111:106085

مصطلحات موضوعية: Economics and Econometrics, General Energy

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4c8be8c5dbe23654226038ca3087552f
https://doi.org/10.1016/j.eneco.2022.106085

المؤلفون: Chris Bardgett, Elise Gourier, Markus Leippold, Yacine Aït-Sahalia, Peter Christoffersen, Jérôme Detemple, Garland Durham, Damir Filipović, Andras Fulop, Michael Johannes, Loriano Mancini, Chay Ornthanalai, Andrew Papanicolaou, Chris Rogers, Ronnie Sircar, Josef Teichmann, Fabio Trojani, Anders Trolle, Alexandre Ziegler

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.elisegourier.com/uploads/3/7/9/6/37964671/researchpaper_consistentmodel_spx_vix_egourier.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1081.6556; http://www.elisegourier.com/uploads/3/7/9/6/37964671/researchpaper_consistentmodel_spx_vix_egourier.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1081.6556
http://www.elisegourier.com/uploads/3/7/9/6/37964671/researchpaper_consistentmodel_spx_vix_egourier.pdf

المؤلفون: Franck Moraux, Jerome Detemple, Souleymane Laminou Abdou

المساهمون: Questrom School of Business, Boston University [Boston] (BU), Centre de recherche en économie et management (CREM), Université de Caen Normandie (UNICAEN), Normandie Université (NU)-Normandie Université (NU)-Université de Rennes (UR)-Centre National de la Recherche Scientifique (CNRS), Centre National de la Recherche Scientifique (CNRS)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Université de Caen Normandie (UNICAEN), Normandie Université (NU)-Normandie Université (NU), Normandie Université (NU)-Normandie Université (NU)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Centre National de la Recherche Scientifique (CNRS)

المصدر: European Journal of Operational Research
European Journal of Operational Research, 2020, 282 (1), pp.363-385. ⟨10.1016/j.ejor.2019.09.009⟩
European Journal of Operational Research, Elsevier, 2020, 282 (1), pp.363-385. ⟨10.1016/j.ejor.2019.09.009⟩

مصطلحات موضوعية: Information Systems and Management, General Computer Science, Computer science, Multiple exercise boundaries, 0211 other engineering and technologies, 02 engineering and technology, Management Science and Operations Research, Industrial and Manufacturing Engineering, Convexity, Step options, 0502 economics and business, Uniqueness, Implementation, American options, Brownian motion, Risk management, Valuation (finance), 050210 logistics & transportation, 021103 operations research, Laplace transform, business.industry, 05 social sciences, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, Integral equation, Occupation time, Modeling and Simulation, business, Mathematical economics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::411c986956d315d94abb4f77aab8392c
https://shs.hal.science/halshs-02283374/file/Detemple_LaminouAbdou_Moraux_2019_American_Step_Options.pdf

المؤلفون: Julien Hugonnier, Rodolfo Prieto, Jérôme Detemple, Bernard Dumas, Marcel Rindisbacher

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://cowles.econ.yale.edu/conferences/2012/caress8/prieto.pdf.

مصطلحات موضوعية: Rational bubbles, Exchange economy, Leverage effect, Limits of arbitrage, Wealth constraints. JEL Classification, D51, D52, G11, G12

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.397.1897; http://cowles.econ.yale.edu/conferences/2012/caress8/prieto.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.397.1897
http://cowles.econ.yale.edu/conferences/2012/caress8/prieto.pdf

المؤلفون: Paul Ehling, Christian Heyerdahl-larsen, Grateful To Robert Anderson, Suleyman Basak, Ilan Cooper, Jérôme Detemple, Giulia Di Nunno, Mike Gallmeyer Trond Stølen Gustavsen, Anna Pavlova, Marcel Rindisbacher, Bernt Øksendal, Knut Kristian Aase

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://cowles.econ.yale.edu/conferences/2013/caress9/ehling.pdf.

مصطلحات موضوعية: JEL

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.397.1472; http://cowles.econ.yale.edu/conferences/2013/caress9/ehling.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.397.1472
http://cowles.econ.yale.edu/conferences/2013/caress9/ehling.pdf

المؤلفون: Michael Hasler, Julien Cujean, Giuliano Curatola, Jerôme Detemple, Michal Dzielinski

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://fisher.osu.edu/supplements/10/12707/Job Market Paper_Michael Hasler.pdf.

مصطلحات موضوعية: Asset Pricing, General Equilibrium, Learning, Attention, Contagion, Spillover Effects JEL Classification. D51, D83, G12

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.423.4445; http://fisher.osu.edu/supplements/10/12707/Job Market Paper_Michael Hasler.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.423.4445
http://fisher.osu.edu/supplements/10/12707/Job Market Paper_Michael Hasler.pdf

المؤلفون: Marcel Rindisbacher, Jerome Detemple, Tony Berrada

المصدر: Journal of Financial Economics. 128:504-534

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, Realized variance, Strategy and Management, Equity premium puzzle, media_common.quotation_subject, 05 social sciences, Risk-free interest rate, Factor analysis of information risk, Interest rate, Accounting, 0502 economics and business, Econometrics, Economics, Capital asset pricing model, 050207 economics, Volatility (finance), Finance, Generalized method of moments, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::29caca32e31104a5e42d8c904b9f3c8b
https://doi.org/10.1016/j.jfineco.2018.03.002

المؤلفون: Jim Hsieh, Evgeny Ly, Res‡ Alexei Zhdanov, Ilan Cooper, Fransois Degeorge, Jerome Detemple, Darrell Duffie, Bernard Dumas, David Feldman, Gustavo Grullon, Natalia Guseva, Kathleen Hanley, Jarrad Harford, Jean Helwege, David Hirshleifer, Matthew Spiegel, Hassan Tehranian, Kerry V, James Weston

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://people.bu.edu/lyandres/ipo_merger_oct11_2009.pdf.

مصطلحات موضوعية: JEL classifications, G13, G34. Keywords, Takeovers, IPOs, Valuation Uncertainty, Real Options. ∗We are grateful to Rui Albuquerque, Yakov Amihud, Simon Benninga, Gennaro Bernile, David Chapman, Thomas

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.517.2193; http://people.bu.edu/lyandres/ipo_merger_oct11_2009.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.517.2193
http://people.bu.edu/lyandres/ipo_merger_oct11_2009.pdf

المؤلفون: Rodolfo Prieto, Harjoat Bhamra, Julien Cujean, Jérôme Detemple, Bernard Dumas, Jean-Pierre Fouque, Bruce Grundy, Julien Hugonnier, Leonid Kogan, Mark Loewenstein, Erwan Morellec, Marcel Rindisbacher, Jiang Wang

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://people.bu.edu/rprieto/risk_constraint.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1060.7804; http://people.bu.edu/rprieto/risk_constraint.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1060.7804
http://people.bu.edu/rprieto/risk_constraint.pdf

المؤلفون: Xi Dongy, Susan Feng, We Also Thank Jerome Detemple

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ccfr.org.cn/cicf2010/papers/20091216005349.pdf.

مصطلحات موضوعية: Idiosyncratic Risk, Option, Risk Management We are very much indebted to Rui Albuquerque, Nalin Kulatilaka, Robert Merton, and Jianjun Miao

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.615.8879; http://www.ccfr.org.cn/cicf2010/papers/20091216005349.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.615.8879
http://www.ccfr.org.cn/cicf2010/papers/20091216005349.pdf