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Regulatory Limits to Risk Management
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Regulatory Limits to Risk Management (2019)Regulatory Limits to Risk ManagementU.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Measuring Systemic Risk (2016)Measuring Systemic RiskThe Economics of Structured Finance (2009)The Economics of Structured F…Bond Risk Premia (2005)Bond Risk PremiaRisk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)Risk management, capital budg…Corporate Incentives for Hedging and Hedge Accounting (1995)Corporate Incentives for Hedg…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…On the Determinants of Corporate Hedging (1993)On the Determinants of Corpor…Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…Managerial discretion and optimal financing policies (1990)Managerial discretion and opt…The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Optimal Hedging Policies (1984)Optimal Hedging PoliciesThe pricing of commodity contracts (1976)The pricing of commodity cont…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Long-Term Investors, Demand Shifts, and Yields (2024)Long-Term Investors, Demand S…Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Determinants of corporate borrowing (1977)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry (1996)Agency Costs, Risk Management, and Capital Structure (1998)Robustness of the Theory of Planned Behavior in Predicting Entrepreneurial Intentions and Actions (2013)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Firms, Contracts, and Financial Structure (1995)A Survey of Corporate Governance (1997)On financial contracting (1979)Optimal capital structure under corporate and personal taxation (1980)Managerial incentives and risk-taking☆ (2005)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Dynamic Asset Pricing Theory. (1993)An Intertemporal Capital Asset Pricing Model (1973)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Expected Stock Returns and Variance Risk Premia (2009)How Sovereign Is Sovereign Credit Risk? (2011)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Bank Runs, Deposit Insurance, and Liquidity (1983)Coherent Measures of Risk (1999)Market Liquidity and Funding Liquidity (2008)Bank Capital and Lending Relationships (2017)Estimating global bank network connectedness (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)The Determinants of Credit Spread Changes (2001)Credit Spreads and Business Cycle Fluctuations (2012)The theory and practice of corporate finance: evidence from the field (2001)The Cash Flow Sensitivity of Cash (2004)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1990Managerial discretion and optimal financing policies3,679 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 2005Bond Risk Premia1,546 cited
  • 1993On the Determinants of Corporate Hedging1,260 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,074 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies962 cited
  • 1984Optimal Hedging Policies939 cited
  • 1998Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach858 cited
  • 1995Corporate Incentives for Hedging and Hedge Accounting762 cited
  • 2009The Economics of Structured Finance

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  • 2024Long-Term Investors, Demand Shifts, and Yields22 cited