haku: @author Longstaff, F. A. / yhteensä: 9
viitteet: 1-9 / 9
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1.
Corporate earnings and the equity premium
Journal of Financial Economics
2004 : DEC, VOL. 74:3, p. 401-421
 2004 Longstaff, F. A.
Piazzesi, M.
2.
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?
Journal of Financial Economics
2003 : MAR, VOL. 67:3, p. 385-410
 2003 Kahl, M.
Liu, J.
Longstaff, F. A.
3.
The relative valuation of caps and swaptions: theory and empirical evidence
Journal of Finance
2001 : DEC, VOL. 56:6, p. 2067-2109
 2001 Longstaff, F. A.
Santa-Clara, P.
Schwartz, E. S.
4.
Optimal Portfolio Choice and the Valuation of Illiquid Securities
Review of Financial Studies
2001 : SUMMER, VOL. 14:2, p. 407-432
 2001 Longstaff, F. A.
5.
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Journal of Financial Economics
2001 : OCT, VOL. 62:1, p. 39-66
 2001 Longstaff, F. A.
Santa-Clara, P.
Schwartz, E. S.
6.
Multiple equilibria and term structure models.
Journal of Financial Economics
1992 : DEC, VOL. 32:3, p. 333-344
 1992 Longstaff, F. A.
7.
The valuation of options on yields
Journal of Financial Economics
1990 : JUL, VOL. 26:1, p. 97-121
 1990 Longstaff, F. A.
8.
A nonlinear general equilibrium model of the term structure of interest rates.
Journal of Financial Economics
1989 : AUG, VOL. 23:2, p. 195-224
 1989 Longstaff, F. A.
9.
Temporal aggregation and the continuous-time capital asset pricing model.
Journal of Finance
1989 : SEP, VOL. 44:4, p. 871-887
 1989 Longstaff, F. A.
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