Items where subject area is Finance (2001)

Monograph

Acharya, V, Hasan, I and Saunders, A (2001) Should banks be diversified?: evidence from individual bank loan portfolios. Working Paper. London Business School IFA Working Paper.

Agarwal, V and Naik, N (2001) Performance evaluation of hedge funds with option-based and buy-and-hold strategies. Working Paper. London Business School Centre for Hedge Fund Research and Education Working Paper.

Brealey, R A and Kaplanis, E C (2001) Changes in the factor exposures of hedge funds. Working Paper. London Business School nan.

Buraschi, A and Cornelli, F (2001) Donations. Working Paper. London Business School IFA Working Paper.

Buraschi, A and Hao, L (2001) Credit, Bankruptcy, and Intermediary Market Structure. Working Paper. London Business School IFA Working Paper.

Cornelli, F and Goldreich, CD (2001) Bookbuilding: how informative is the order book? Working Paper. London Business School IFA Working Paper.

Cornelli, F and Yosha, O (2001) Stage financing and the role of convertible securities. Working Paper. London Business School IFA Working Paper.

Fung, W and Hsieh, D (2001) Asset-based hedge fund styles and portfolio diversification. Working Paper. London Business School Centre for Hedge Fund Research and Education Working Paper.

Gromb, D and Faure-Grimaud, A (2001) Public trading and private incentives. Working Paper. London Business School IFA Working Paper.

Gromb, D and Scharfstein, D (2001) Entrepreneurship in equilibrium. Working Paper. London Business School IFA Working Paper.

Gromb, D and Vayanos, D (2001) Equilibrium and welfare in markets with financially constrained arbitrageurs. Working Paper. London Business School nan.

Johnson, T (2001) Value of vesting provisions. Working Paper. London Business School IFA Working Paper.

Johnson, T (2001) Volatility, momentum, and time-varying skewness in foreign exchange returns. Working Paper. London Business School IFA Working Paper.

Naik, N and Yadav, P (2001) Do dealer firms manage inventory on a stock-by-stock or a portfolio basis? Working Paper. London Business School IFA Working Paper.

Naik, N and Yadav, P K (2001) Risk management with derivatives by dealers and market quality in government bond markets. Working Paper. London Business School IFA Working Paper.

Nyborg, K G and Strebulaev, I A (2001) Multiple unit auctions and short squeezes. Working Paper. London Business School IFA Working Paper.

Schaefer, SM and Brown, R H (2001) Why Long Term Forward Interest Rates (almost) Always Slope Downwards. Working Paper. London Business School IFA Working Paper.

Uppal, R, Apte, P and Sercu, P (2001) Exchange rate and purchasing power parity: extending the theory and tests. Working Paper. London Business School IFA Working Paper.

Uppal, R and Wang, T (2001) Model misspecification and under-diversification. Working Paper. London Business School IFA Working Paper.

Thesis

Agarwal, Vikas (2001) Place of hedge funds in a prudent portfolio: risk-return characteristics and performance evaluation. Doctoral thesis, University of London: London Business School.