Items where Division is "Financial Markets Group" and Year is 2005

F

Faure-Grimaud, Antoine and Inderst, Roman (2005) Conglomerate entrenchment under optimal financial contracting. American Economic Review, 95 (3). 850 - 861. ISSN 0002-8282

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Ichimura, H. and Linton, Oliver (2005) Asymptotic expansions for some semiparametric program evaluation estimators. In: Andrews, D.W.K. and Stock, J., (eds.) Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg. Cambridge University Press, Cambridge, UK, pp. 149-170. ISBN 052184441X

Inderst, Roman and Laux, Christian (2005) Incentives in internal capital markets: capital constraints, competition, and investment opportunities. RAND Journal of Economics, 36 (1). pp. 215-228. ISSN 0741-6261

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Linton, Oliver (2005) Nonparametric inference for unbalanced time series data. Econometric Theory, 21 (1). pp. 143-157. ISSN 1469-4360

Linton, Oliver and Mammen, Enno (2005) Estimating semiparametric ARCH models by kernel smoothing methods. Econometrica, 73 (3). pp. 771-836. ISSN 0012-9682

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Michaelides, Alexander and Gomes, Francisco J. (2005) Optimal life cycle asset allocation : understanding the empirical evidence. Journal of Finance, 60 (2). pp. 869-904. ISSN 1540-6261

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Norberg, Ragnar (2005) Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and Stochastics, 9 (4). pp. 519-537. ISSN 0949-2984

Norberg, Ragnar (2005) Interest guarantees in banking. Applied Mathematical Finance, 12 (4). pp. 351-370. ISSN 1350-486X

Norberg, Ragnar and Steffensen, Mogens (2005) What is the time value of a stream of investments? Journal of Applied Probability, 42 (3). pp. 861-866. ISSN 0021-9002