Optimal Portfolio Choice with Predictability in House Prices and Transaction …

We develop and solve a model of optimal portfolio choice with transaction costs and predictability in house prices. We model house prices using a process with a time-varying expected growth rate. Housing adjustments are infrequent and characterized by both the wealth-to-housing ratio and the expected growth in house prices. We find that the housing portfolio share immediately after moving to a …

Asset Prices with Heterogeneity in Preferences and Beliefs

In this paper, we study asset prices in a dynamic, continuous-time, and general-equilibrium endowment economy in which agents have "catching up with the Joneses" utility functions and differ with respect to their beliefs (because of differences in priors) and their preference parameters for time discount, risk aversion, and sensitivity to habit. A key contribution of our paper is to demonstrate…

Communication and Decision-Making in Corporate Boards

Time constraints, managerial power, and reputational concerns can impede board communication. This paper develops a model where board decisions depend on directors' effort in communicating their information to others. I show that directors communicate more effectively when pressure for conformity is stronger—that is, when directors are more reluctant to disagree with each other. Hence, open b…

Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelev…

We show that in misspecified models with useless factors (for example, factors that are independent of the returns on the test assets), the standard inference procedures tend to erroneously conclude, with high probability, that these irrelevant factors are priced and the restrictions of the model hold. Our proposed model selection procedure, which is robust to useless factors and potential mode…

The Leader–Member Exchange Relationship: A Multisource, Cross-Level Investi…

Drawing on shared reality theory and social exchange processes in leader–member exchange (LMX), we posit that variability in LMX ratings at both the dyadic and group levels act as cross-level moderators of the routinely studied individual-level LMX–performance ratings association. Specifically, we introduce dyadic dispersion LMX as a key dyad-level variable that attenuates the positive indi…

Distributed logs problems of estimation and formulation

Includes index and tables

Advanced in input-output analysis

Includes bibliographies and tables

Introductory econometrics for finance 3rd ed

Includes bibliographies, index and tables

Limited-dependent and qualitative variables in econometrics

Includes bibliographies and index.

The Econometrics of financial markets

Includes bibliographies, index and tables

The Economics of financial markets

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry …

Knowledge Sharing in Organizations: A Bayesian Analysis of the Role of Recipr…

We examine the conditions under which knowledge embedded in advice relations is likely to reach across intraorganizational boundaries and be shared between distant organizational members. We emphasize boundary-crossing relations because activities of knowledge transfer and sharing across subunit boundaries are systematically related to desirable organizational outcomes. Our main objective is to…

The Econometrics modelling of financial time series 2nd ed

Includes bibliographies, index and tables

The Econometric modelling of financial time series

Includes index and tanbles

MULTIMOD Mark III : the core dynamic and steady-state models

Includes tables

Macroeconomic models for adjustment in developing countries

Includes bibliographies and tables.

Business models : a strategic management approach

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Deskripsi Fisik

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Judul Seri

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No. Panggil

Tan 658.401 2 Afu b

Macroeconomics and the financial system

Includes bibliographies and index

Black-Scholes and beyond : option pricing models

Includes bibliographies and index

The “New You” Business

All too often fitness centers, medical providers, colleges, and organizations in many other industries seek to distinguish themselves only on the quality, convenience, and experience of what they sell, say the authors. It’s not that those things aren’t important. But they matter only as means to the ends that people seek. Too many organizations lose sight of this truth. Even when they do pr…