Michael MainelliMark YeandleEmerald Group Publishing LimitedMainelli, M. and Yeandle, M. ( 2006 ), “ Best execution compliance: new techniques for managing compliance risk ”, Journal of Risk Management , Vol. 7 No. 3, pp. 301 ‐ 12 . [Abstract] []...
近日,上海科技大学创业与管理学院助理教授张亚佩与合作者沃顿商学院助理教授Sylvain Catherine 、瑞典经济学院教授Paolo Sodini在金融学国际期刊The Journal of Finance上发表了家庭金融领域的研究成果:Countercyclical Income Risk and Portfolio Choice...
The Journal of Risk FinanceCapital asset pricing modelBeta factorStock returnsFinancial forecastingdoi:10.1108/15265941111100085Rahul VermaJournal of Risk Finance
We propose a novel framework for analyzing linear asset pricing models: simple, robust, and applicable to high‐dimensional problems. For a (potentially misspecified) stand‐alone model, it provides reliable price of risk estimates for both tradable and nontradable factors, and detects those weakly ...
本期主要包括三篇来自国际顶级期刊The Journal of Finance的论文,具体如下: 1.The Limits of Limited Liability: Evidence from Industrial Pollution The Journal of Finance Volume76, Issue1 February 2021, Pages 5-55 PAT AKEY University of Toronto ...
6. 金融学顶刊《Journal of Finance》“偏爱”哪些中国故事? 7. 哪些中国题材登上了金融学顶刊《Review of Financial Studies》? 8. 聚焦《世界经济》高被引论文和高产学者!什么题材最受青睐? 《Journal of Financial Economics》是三大金融学顶刊中发表中国题材论文最多的期刊,引用量也最为可观。根据谷歌学术数...
The Journal of Finance 2023年第4期 Volume 78: Issue 4 ——更多动态,请持续关注gzh:理想主义的百年孤独 01 Presidential Address: Sustainable Finance and ESG Issues—Value versus Values LAURA T. STARKS In this address, I discuss differences across investor and manager motivations for considering ...
The Journal of Fiance February 2020, Pages 377-417 WENJIN KANG Shanghai University of Finance and Economics K. GEERT ROUWENHORST Yale School of Management KE TANG Tsinghua University Abstract This paper studies the dynamic interaction between the net positions of traders and risk premiums in commodity...
本期主要包括来自The Journal of Finance的论文,具体如下: 1.The Politics of Foreclosures The Journal of Finance Volume73, Issue6 December 2018, Pages 2677-2717 SUMIT AGARWAL National University of Singapore GENE AMROMIN the Federal Reserve Bank of Chicago ...
The Journal of Finance 2023年第1期 Volume 78: Issue 1 (February 2023) ——更多动态,请持续关注gzh:理想主义的百年孤独 1.Optimal Financial Transaction Taxes 最优金融交易税 EDUARDO DÁVILA This paper characterizes the optimal transaction tax in an equilibrium model of financial markets. If investors...