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A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent-Claims Analysis

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1975Theory of Finance from the Perspective of Continuous Time108 cited
1988Contingent claims valuation when the security price is a combination of an Ito process and a random point process86 cited
2000A Survey of Contingent‐Claims Approaches to Risky Debt Valuation79 cited
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2013Who's the Fairest of Them All? Evidence from Closed-End Funds61 cited
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1991REITs as Captive-Financing Affiliates: Impact on Financial Performance39 cited
2009Simulation-Based Estimation of Contingent-Claims Prices

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39 cited

1980Retractable and Extendible Bonds: The Canadian Experience35 cited

1983Itô’s Calculus in Financial Decision Making31 cited

1996Efficient option-implied volatility estimators29 cited

2016Board governance, monetary interest, and closed-end fund performance26 cited

2001Valuing Active Managers, Fees, and Fund Discounts24 cited

2015Contingent Claims Valuation of Corporate Liabilities: Theory and Empirical Tests22 cited