المؤلفون: Patrick Bolton, Hui Chen, Neng Wang, We Thank Phil Dybvig, Wei Jiang, Hong Liu, Gustavo Manso, Jonathan Parker, Steve Ross

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.nber.org/papers/w20009.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.693.8563; http://www.nber.org/papers/w20009.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.693.8563
http://www.nber.org/papers/w20009.pdf

المؤلفون: Hong Liu, Nick Barberis, Hendrik Bessembinder (the, Jonathan Berk, John Campbell, Jon Ingersoll, Ravi Jagannathan, Li Liao, Mark Loewenstein, Todd Milbourn, Stijn Van Nieuwerburgh, Valery Polkovnichenko, Paolo Sodini, Yajun Wang, Weiqiang Zhang, Guofu Zhou, Ning Zhu, Phil Dybvig

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://apps.olin.wustl.edu/faculty/liuh/Papers/UD_Final_Version_2012.pdf.

مصطلحات موضوعية: Diversification, Underdiversification, Solvency Constraint, Idiosyncratic Risks. I. Introduction

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.386.2811; http://apps.olin.wustl.edu/faculty/liuh/Papers/UD_Final_Version_2012.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.386.2811
http://apps.olin.wustl.edu/faculty/liuh/Papers/UD_Final_Version_2012.pdf

المؤلفون: Er David, Alfred Lehar, Phil Dybvig, Ron Giammarino, Alan Kraus, Joe Ostroy, Roberto Rigobon, James Thompson, Josef Zechner

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.greta.it/credit/credit2011/PAPERS/Speakers/Friday_30/7_David.pdf.

مصطلحات موضوعية: JEL Classification, G21, C1, C78, C81, E44

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.594.2564; http://www.greta.it/credit/credit2011/PAPERS/Speakers/Friday_30/7_David.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.594.2564
http://www.greta.it/credit/credit2011/PAPERS/Speakers/Friday_30/7_David.pdf

المؤلفون: Hong Liu, I Thank Nick Barberis, Jonathan Berk, John Campbell, Jon Ingersoll, Ravi Jagannathan, Mark Loewenstein, Todd Milbourn, Stijn Van Nieuwerburgh, Valery Polkovnichenko, Paolo Sodini, Matthew Spiegel, Anjan Thakor, Harald Uhlig, Dimitri Vayanos, Laura Veldkamp, Yajun Wang, Guofu Zhou, Phil Dybvig, Pietro Veronesi (the

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.olin.wustl.edu/faculty/liuh/Papers/UD.pdf.

مصطلحات موضوعية: Diversification, Underdiversification, Solvency Constraint, Idiosyncratic Risks. In contrast to the theory of the celebrated Capital Market Pricing Model (CAPM

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.180.3732; http://www.olin.wustl.edu/faculty/liuh/Papers/UD.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.180.3732
http://www.olin.wustl.edu/faculty/liuh/Papers/UD.pdf

المؤلفون: Min Dai, Peifan Li, Hong Liu, Thank John Campbell, George Constantinides, Phil Dybvig, Bob Geske, Mark Loewenstein

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.olin.wustl.edu/faculty/liuh/Papers/MC_LP.pdf.

مصطلحات موضوعية: Market Closure, Liquidity Premia, Return Predictability, Portfolio Selection, Optimal Investment

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.167.6216; http://www.olin.wustl.edu/faculty/liuh/Papers/MC_LP.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.167.6216
http://www.olin.wustl.edu/faculty/liuh/Papers/MC_LP.pdf

المؤلفون: Er David, Alfred Lehar, Phil Dybvig, Ron Giammarino, Alan Kraus, Joe Ostroy, Roberto Rigobon, Chris Rogers

المساهمون: The Pennsylvania State University CiteSeerX Archives

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.343.737

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.343.737

المؤلفون: Bruce Ian Carlin, Miguel Sousa Lobo, S Viswanathan, Robert Almgren, Yacov Amihud, Kerry Back, Ravi Bansal, Michael Brandt, Markus Brunnermeier, Bhagwan Chowdry, Phil Dybvig, Simon Gervais, Milt Harris, Ming Huang, Ron Kaniel, Pete Kyle, Leslie Marx, Atif Mian, Lasse Pedersen, Matt Pritsker, Uday Rajan, Ioanid Rosu, Ronnie Sadka, Louis Scott, Duane Seppi, Jim Smith, Matt Spiegel, Curt Taylor, Jiang Wang, Huseyin Yildirim

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: https://www.frbatlanta.org/-/media/Documents/news/conferences/2006/06mfi/Carlin.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1055.2524

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1055.2524

المؤلفون: Falko Fecht, Deutsche Bundesbank, Hans Peter Grüner, Thank Sylvain Champonnois, Diemo Dietrich, Phil Dybvig, Heinz Herrmann, Yaron Leitner, Uwe Vollmer, Julia Von Borstel

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.riksbank.se/upload/dokument_riksbank/kat_foa/fecht.pdf.

مصطلحات موضوعية: Interbank Market, Risk Sharing, Financial Contagion, Financial Inte

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.501.4454; http://www.riksbank.se/upload/dokument_riksbank/kat_foa/fecht.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.501.4454
http://www.riksbank.se/upload/dokument_riksbank/kat_foa/fecht.pdf

المؤلفون:  Edith Hotchkiss, Jun ", Qj, quot, Qian, Weihong Song, Julie Lei Zhu,  We, Zhaohui Chen, Phil Dybvig, Espen Eckbo, Zsuzsanna Fluck, Ken French, Oliver Hart, Bengt Holmstrom, Mike Lemmon, Roni Michaely, Micah Officer, Phil Strahan, Alan Schwartz

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.saif.sjtu.edu.cn/sites/default/files/images/ymzhou/ssrn-id2342107.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1073.7134; http://www.saif.sjtu.edu.cn/sites/default/files/images/ymzhou/ssrn-id2342107.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1073.7134
http://www.saif.sjtu.edu.cn/sites/default/files/images/ymzhou/ssrn-id2342107.pdf

المؤلفون: Ilan Guttman, Ohad Kadan, Eugene Kandel, Kerry Back, Stan Baiman, Sasson Bar Yosef, Francois Degeorge, Phil Dybvig, Jeroen Swinkels, Robert Verrecchia, Ivo Welch, Peter Wysocki, Jun Yang, Amir Ziv

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.bus.umich.edu/jae/guttmankadankandel.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.614.653; http://www.bus.umich.edu/jae/guttmankadankandel.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.614.653
http://www.bus.umich.edu/jae/guttmankadankandel.pdf

المؤلفون: Var-based Capital, Requirements Domenico Cuoco, Hong Liu, We Thank Viral Acharya, Kerry Back, Phil Dybvig, Bob Goldstein, Karel Janecek

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ma.utexas.edu/Seminars/MathFin/Fall2003/CuocoLiu.pdf.

مصطلحات موضوعية: Capital requirements, Basel Capital Accord, Internal Models Approach, Precommitment Approach, VaR, portfolio constraints

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.196.3079; http://www.ma.utexas.edu/Seminars/MathFin/Fall2003/CuocoLiu.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.196.3079
http://www.ma.utexas.edu/Seminars/MathFin/Fall2003/CuocoLiu.pdf

المؤلفون: George M. Constantinides, Stylianos Perrakis, We Thank Michael Brennan, Phil Dybvig, Steve Heston, Haim Levy, Rajnish Mehra (the, Rene Stulz

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.nber.org/papers/w8867.pdf?new_window=1.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.525.1438; http://www.nber.org/papers/w8867.pdf?new_window=1

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.525.1438
http://www.nber.org/papers/w8867.pdf?new_window=1

المؤلفون: Dan Bernhardt, Phil Dybvig, David Hirshleifer

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.olin.wustl.edu/faculty/milbourn/sunflowerJoB.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.201.9044; http://www.olin.wustl.edu/faculty/milbourn/sunflowerJoB.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.201.9044
http://www.olin.wustl.edu/faculty/milbourn/sunflowerJoB.pdf

المؤلفون: Heber Farnsworth, Richard Bass, Phil Dybvig, Daniel Thornton, Greg Duffee, Bob Goldstein, Ken Singleton, Richard Stanton

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://apps.olin.wustl.edu/workingpapers/pdf/2001-11-003.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.580.5358; http://apps.olin.wustl.edu/workingpapers/pdf/2001-11-003.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.580.5358
http://apps.olin.wustl.edu/workingpapers/pdf/2001-11-003.pdf

المؤلفون: Acknowledgements We, Dan Bernhardt, Phil Dybvig, David Hirshleifer, Han Kim, Stephen Peters

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www1.fee.uva.nl/fm/papers/Awaboot/wpapers/sunflower9-7.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.202.3013; http://www1.fee.uva.nl/fm/papers/Awaboot/wpapers/sunflower9-7.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.202.3013
http://www1.fee.uva.nl/fm/papers/Awaboot/wpapers/sunflower9-7.pdf

المؤلفون: Peter Carr, Dilip Madan, We Thank Michael Brennan, George Constantinides, Phil Dybvig, Bob Jennings, Vikram P

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.mbs.umd.edu/Finance/dmadan/single7.pdf.

مصطلحات موضوعية: Portfolio selection, Option pricing theory, Asset allocation

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.8.6780; http://www.mbs.umd.edu/Finance/dmadan/single7.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.8.6780
http://www.mbs.umd.edu/Finance/dmadan/single7.pdf

المؤلفون: Peter Carr, Dilip Madan, Morgan Stanley Robert H. Smith, We Thank Michael Brennan, George Constantinides, Phil Dybvig, Bob Jennings, Vikram P

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.mbs.umd.edu/Finance/dmadan/vgmert5.pdf.

مصطلحات موضوعية: Portfolio selection, Option pricing theory, Asset allocation

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.7.9319; http://www.mbs.umd.edu/Finance/dmadan/vgmert5.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.7.9319
http://www.mbs.umd.edu/Finance/dmadan/vgmert5.pdf

المؤلفون: Richard T. Boylan, Phil Dybvig, Barton Hamilton, Vivian Ho, Jill Holman, Annelise Li, Milford Gary Miller, Brian Ripley

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.olin.wustl.edu/faculty/boylan/repu3.ps.

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.47.9118; http://www.olin.wustl.edu/faculty/boylan/repu3.ps

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.47.9118
http://www.olin.wustl.edu/faculty/boylan/repu3.ps

المؤلفون: Peter Carr, Dilip Madan, Morgan Stanley Robert H. Smith, We Thank Michael Brennan, George Constantinides, Phil Dybvig, Bob Jennings, Vikram P

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.math.columbia.edu/~pcarr/papers/vgmert3.ps.

مصطلحات موضوعية: Portfolio selection, Option pricing theory, Asset allocation

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.27.4874; http://www.math.columbia.edu/~pcarr/papers/vgmert3.ps

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.27.4874
http://www.math.columbia.edu/~pcarr/papers/vgmert3.ps

المؤلفون: Kaushik I. Amin, James N. Bodurtha, Jr., Georges Courtadon, Phil Dybvig, David Heath, Andy Lo (the, Francis Longstaff, Dilip Madan, Andrew Morton, Qi Shen, Alex Triantis, Seminar Participants

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.gsb.georgetown.edu/faculty/bodurthj/research/080193.pdf.

مصطلحات موضوعية: Exercise Feature, with an Application to International Money Market

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.17.4552; http://www.gsb.georgetown.edu/faculty/bodurthj/research/080193.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.17.4552
http://www.gsb.georgetown.edu/faculty/bodurthj/research/080193.pdf