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Proceedings - Seminar on the Analysis of Security Prices

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Publisher : Center for Research in Security Prices, Graduate School of Business, University of Chicago.

Published : 1995

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Number of Pages : 328 Pages

Language : en

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Arbitrage | SpringerLink - Proceedings, Seminar on the Analysis of Security Prices, Center for Research in Security Prices, University of Chicago. Google Scholar Cox, J. and Ross, 1976a. The valuation of options for alternative stochastic processes. Journal of Financial Economics 3(1/2), January/March, 145-66

J. C. Cox and H. Leland, "On Dynamic Investment Strategies," Proceeding - J. C. Cox and H. Leland, "On Dynamic Investment Strategies," Proceeding of Seminar on the Analysis of Security Prices 26, Center for Research in Security Prices, University of Chicago, Chicago, 1982, pp. 1859-1890

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On dynamic investment strategies - ScienceDirect - Editor's note: Although presented in the privately circulated Proceedings of the Seminar on the Analysis of Security Prices, Center for Research in Security Prices, University of Chicago, this paper has remained unpublished for a variety of reasons. For almost 20 years it has been frequently referred to and used by many financial economists, in

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Asymmetrical Information in Securities Markets and Trading Volume - Journal of Financial and Quantitative Analysis, Volume 15, Issue 5, December 1980, pp. 1129 ... In Proceedings: Seminar on the Analysis of Security Prices ... Intradaily Price-Volume Adjustments of NYSE Stocks to Unexpected Earnings. The Journal of Finance, Vol. 43, Issue. 2, p. 467

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WILLIAM F - Stanford University - "Security Codings: Measuring Relative Attractiveness in Perfect and Imperfect Markets," Proceedings, Seminar on the Analysis of Security Prices, May 1979, pp. 1-20, Graduate School of Business, University of Chicago.< o:p> ... "Closed-end Funds and Market Efficiency," Seminar on the Analysis of Security Prices, University of Chicago, May 1974

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Asymmetrical Information in Securities Markets and Trading - Extract Unequal costs of obtaining and processing information may lead to trading of securities and wealth redistributions among investors. Those investors with easy access to information about a firm may be able to profit from prior knowledge of the information before public release

On dynamic investment strategies - ScienceDirect - Introduction. This paper presents a new approach for analyzing dynamic investment strategies. Previous studies have obtained explicit results by restricting utility functions to a few specific forms; not surprisingly, the resultant dynamic strategies have exhibited a very limited range of behavior. 1 In contrast, we examine what might be called

J. C. Cox and H. Leland, “On Dynamic Investment Strategies - J. C. Cox and H. Leland, “On Dynamic Investment Strategies,” Proceeding of Seminar on the Analysis of Security Prices 26, Center for Research in Security Prices, University of Chicago, Chicago, 1982, pp. 1859-1890. has been cited by the following article: TITLE: Optimization of Dynamic Portfolio Insurance Model AUTHORS: Yuan Yao

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Proceedings of the Semina4 on the analysis of security prices, - Proceedings of the Semina4 on the analysis of security prices, Seminar on the Analysis of Security Prices held November 12-13, 1966 at the Graduate School of Business of the University of Chicago. Is there persistence in stock price movements? Benoit Mandelbrot

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