Enrique A. Bour
A Repository of selected papers in Economics, Mathematical Economics, Social Sciences and Philosophy
Main Menu
Courses / Assistants
Working Papers
Links Repository
- - - - - - -
Index of Authors
Index of Institutions
- - - - - - -
Photo Gallery
Contact me
Students' News
Documents: 167
Links: 11981
Authors: 7728
Institutions: 381

Online users: 703
Visitors: 76682654
Since Nov 9, 2004 

B C D E F G H I J L M N O P Q R S T U V W All
  Web Link
     A Century of Global Stock Markets
By William Goetzmann and Philippe Jorion, Yale School of Management Working Paper Nº F-55, December 1996.
     A Framework to Measure Integrated Risk
By E. A. Medova and R. G. Smith, University of Cambridge, 2003.
     A General Theory of Financial Risk
By Robert S. Clarkson.
     A Match Can Cause a Forest Fire: A Response to Brad DeLong
By Lawrence H. White, CATO Unbound, December 2008: Anatomies of the Financial Crisis.
     A mean-variance approach to fundamental valuations
By James Tobin, Cowles Foundation Paper Nr. 603, reprinted from Journal of Portfolio Management, Fall, 1984.
     A Mechanism for Allocating the Expenses of Public Goods: Analyses of a Swedish Government Project
By Der Yuan-Yang, August 1997, Department of Economics, University of California.
     A Model of Bank Portfolio Selection
By Richard C. Porter (Cowles Foundation Paper 151).
     A model of investor sentiment
By Nicholas Barberis, Andrei Shleifer, and Robert Vishny, Journal of Financial Economics 49 (1998) 307-343.
     A Modigliani-Miller Theorem for Open-Market Operations
By Neil Wallace, The American Economic Review, Vol. 71, No. 3 (Jun., 1981), pp. 267-274.
     A Multifractal Model of Asset Returns
By Benoît B. Mandelbrot, Adlai J. Fisher, and Laurent E. Calvet, Cowles Foundation Discussion Paper, September 15, 1997
     A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
By Dale F. Gray, Robert C. Merton and Zvi Bodie, NBER, October 2006.
     A Non-Linear Stochastic Model for Inflation
By Robert S. Clarkson, 2nd AFIR Colloquium 1991, 3: 233-253.
     A Note on the Interpretation of Cross-Sectional Evidence Against the Beta-Expected Return Relationship
By John P. Hussman, November 1992, Revised June 1993.
     A Note on Valuation of Companies with Growth Opportunities
By José Pablo Dapena (Universidad del CEMA).
     A Quantitative Approach to Tactical Asset Allocation
By Mebane T. Faber, Journal of Wealth Management, Spring 2007; SSRN.
     A Re-examination of the Modigliani-Miller Theorem
By Joseph E. Stiglitz (Review of Economic and Statistics, 59, 1969).
     A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data
By Marcio G.P. Garcia and Roberto Rigobon, SSRN and NBER working paper, March 2004.
     A Simple Model of Capital Market Equilibrium with Incomplete Information
By Robert C. Merton, The Journal of Finance, Vol. 42, No. 3, Papers and Proceedings of the Forty-Fifth Annual Meeting of the American Finance Association, New Orleans, Louisiana, December 28-30, 1986 (Jul., 1987), pp. 483-510.
     A Simple Testable Model of Double Auction Markets
By Daniel Friedman, Journal of Economic Behavior and Organization 15 (1991).
     A Test of International Equity Market Integration using Evidence from Cross-border Mergers
By Richard A. Brealey, Ian A. Cooper, and Evi Kaplanis, London Business School Institute of Finance Paper, April 2005.
     A Theory of Hierarchies Based on Limited Managerial Attention
By John Geanakoplos and Paul Milgrom, Cowles Foundation Paper Nr. 794.
     A Theory of Takeovers and Disinvestment
By Bart Lambrecht and Stewart C. Myers, NBER Working Paper, January 2005.
     A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration
By Francis X. Diebold, Lei Ji and Canlin Li, PIER Working Paper, March 9, 2004.
     Adam Smith Was Right about Corporate CEOs’ Incentives Absent Effective Regulation
By William K. Black, CATO Unbound, December 2008: Anatomies of the Financial Crisis.
     Advances in Behavioral Finance, Volume II
By Nicholas Barberis and Richard Thaler, Ch. 1: " A Survey of Behavioral Finance", Edited by Richard H. Thaler, Princeton University Press, © 2005.
     An Application of Extreme Value Theory for Measuring Financial Risk
By Manfred Gilli and Evis Këllezi, Computational Economics, 27(1), 2006.
     An Automated FX Trading System Using Adaptive Reinforcement Learning
By M. A. H. Dempster and V. Leemans, University of Cambridge, 2004.
     An Econometric Model of the Term Structure of Interest-Rate Swap Yields
By Darrell Duffie and Kenneth J. Singleton, The Journal of Finance, Vol. 52, No. 4 (Sep., 1997), pp. 1287-1321.
     An Emerging Risk for Corporate Boards and Senior Management
By Cindy W. Ma, NERA Economic Consulting, 2004.
     An Empirical Analysis of the Risk Properties of Human Capital Returns
By Ignacio Palacios-Huerta, The American Economic Review, Vol. 93, No. 3 (Jun., 2003), pp. 948-964.
     An Empirical Behavioral Model of Price Formation
By Szabolcz Mike and J. Doyne Farmer, Santa Fe Institute, October 2005.
     An Empirical Evaluation of Accounting Income Numbers
By Ray Ball and Philip Brown, Journal of Accounting Research, Vol. 6, No. 2 (Autumn, 1968), pp. 159-178.
     An Empirical Examination of a Commercial Bank Loan Offer Function
By Donald D. Hester (Cowles Foundation Paper 176).
     An Intertemporal Capital Asset Pricing Model
By Robert C. Merton, Econometrica, Vol. 41, No. 5. (Sep., 1973), pp. 867-887.
     An Introduction to General Equilibrium with Incomplete Assets Markets
By John Geanakoplos, Journal of Mathematical Economics, 19 (1990).
     Applications of options-pricing theory: twenty-five years later
By Robert C. Merton, Nobel Lecture, December 9, 1997.
     Applying Portfolio Theory to EU Electricity Planning and Policy-Making
By Shimon Awerbuch and Martin Berger, IEA/WWT Working Paper, February 2003.
     Arbitrage Pricing Theory
By Gur Huberman and Zhenyu Wang, The New Palgrave Dictionary in Economics, 2nd ed., Palgrave, London.
     Archive of Finance & Development
     Are Error Correction Models the Best Alternative to Assess Capital Mobility in Developing Countries?
By Fabiana Rocha, Econ. Aplic., Sâo Paulo, v. 10, N. 2, April-June 2006.
     Artificial Intelligence and Stockmarket Success
By Robert S. Clarkson, The Staple Inn Actuarial Society, 1999.
     Asset Markets and the Cost of Capital
By James Tobin and William C. Brainard, Cowles Foundation Paper Nr. 440, reprinted from Private Values and Public Policies, Essays in Honor of William Fellner, North-Holland, 1977.
     Asset Price Dynamics with Slow-Moving Capital
By Darrell Duffie, 2010 Presidential Address to the American Finance Association, April 15, 2010.
     Asset Price Dynamics, Volatility, and Prediction
By Stephen J. Taylor, Ch. 1: "Introduction", Princeton University Press, © 2005.
     Asset Pricing Under Endogenous Expectations in an Artificial Stock Market
By W. Brian Arthur, John W. Holland, Blake Lebaron, Richard G. Palmer, and Paul Tayler, SSRN, December, 1996.


2004-2020 © Enrique Bour