Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 9: Finance

FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba

• Preface
   
  Part A. Capital Markets
• Portfolio Theory
  G.M. Constantinides and A.G. Malliaris
• Finite State Securities Market Models and Arbitrage
  V. Naik
• Capital Growth Theory
  N.H. Hakansson and W.T. Ziemba
• The Arbitrage Pricing Theory and Multifactor Models of Asset Returns
  G. Connor and R.A. Korajczyk
• Theory and Empirical Testing of Asset Pricing Models
  W.E. Ferson
• International Portfolio Choice and Asset Pricing: An Integrative Survey
  R.M. StuIz
• A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices
  P.P. Carr and R.A. Jarrow
• Pricing Interest Rate Options
  R. Jarrow
• Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds
  T.A. Marsh
• Program Trading and Stock Index Arbitrage
  L. Canina and S. Figlewski
• Mortgage Backed Securities
  W.N. Torous
• Market Microstructure
  D. Easley and M. O'Hara
• Financial Decision-Making in Markets and Firms: A Behavioral Perspective
  W.E.M. De Bondt and R.H. Thaler
• Volatility
  S.E. LeRoy and D.G. Steigerwald
• Asset and Liability Allocation in a Global Environment
  J.M. Mulvey and WT Ziemba
• Stock Market Crashes
  A.W. Kleidon
• On the Predictability of Common Stock Returns: World-Wide Evidence
  G. Hawawini and D.B. Keim
• Efficiency of Sports and Lottery Betting Markets
  D.B. Hausch and WT Ziemba
• Performance Evaluation
  M. Grinblatt and S. Titman
• Market Manipulation
  J.A. Cherian and R.A. Jarrow
   
  Part B. Corporate Finance
• Real Options
  G. Sick
• Corporate Financial Structure, Incentives and Optimal Contracting
  E. Allen and A. Winton
• Financing Investment Under Asymmetric Information
  K. Daniel and S. Titman
• Financial Structure and the Tax System
  P. Swoboda and J. Zechner
• Dividend Policy
  E. Allen and R. Michaely
• Mergers and Acquisitions: Strategic and Informational Issues
  D. Hirshleifer
• Financial Structure and Product Market Competition
  V. Maksimovic
• Financial Distress, Bankruptcy and Reorganization
  L.W. Senbet and J.K. Seward
• Empirical Methods of Event Studies in Corporate Finance
  R. Thompson
• Initial Public Offerings
  R.G. Ibbotson and J.R. Ritter
• Seasoned Equity Offerings: A Survey
  B.E. Eckbo and R.W Masulis
• Financial Intermediation and the Market for Credit
  A.V. Thakor
• The U.S. Savings and Loan Crisis
  D.H. Pyle

 Complete chapters on ScienceDirect

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