6 results
Growth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and Volatility
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 55 / Issue 7 / November 2020
- Published online by Cambridge University Press:
- 22 August 2019, pp. 2150-2180
- Print publication:
- November 2020
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Real Options, Idiosyncratic Skewness, and Diversification
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 52 / Issue 1 / February 2017
- Published online by Cambridge University Press:
- 08 February 2017, pp. 215-241
- Print publication:
- February 2017
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- Article
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- You have access
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The Role of Growth Options in Explaining Stock Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 49 / Issue 3 / June 2014
- Published online by Cambridge University Press:
- 26 February 2014, pp. 749-771
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- June 2014
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6 - Bankruptcy prediction and structural credit risk models
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- Book:
- Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
- Published online:
- 11 June 2010
- Print publication:
- 25 September 2008, pp 154-174
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The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 28 / Issue 1 / March 1993
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1-20
- Print publication:
- March 1993
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A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
- Published online by Cambridge University Press:
- 06 April 2009, pp. 309-326
- Print publication:
- September 1991
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