维普期刊资源整合服务平台（V6.5）

64篇 您的检索式：期刊名="Finace"

选中清除导出查看参考文献查看引证文献引用追踪共4页首页上一页第1页下一页末页 /4 跳转

	题名	作者	年代	出处	被引量
1	Corporate finance and corporate governance 显示文摘	Williamson O	1988	Journal of Finace1988，43，：	1
2	Cash &rid Corpora, re Control显示文摘	Faleye O	2004	The Journal of Finace2004，59，5：	1
3	The Deteminant of Capital Structure Choice显示文摘	Sneridan Titman and Robert Wessels	1988	Journal of Finace1988，，3：	1
4	Conze, Path Dependent Options: The Case of Look back Options显示文摘	Viswanathan A	1991	Journal of finace1991，46，：	1
5	Is Group Affiliation Profitable in Emerging Markets? An Analysis of Diversified Indian Business Groups 显示文摘	Khanna T Palepu K	2000	Journal of Finace2000，55，2：	1
6	Efficient Capital Markets: a Review of Theory and Empirical work 显示文摘	Fama E	1970	Journal of Finace1970，，2：	1
7	Pricing stock option in a jump-diffusion model with stochastic volatility and interest rates : application of fourier inversion methods 显示文摘	Scott LO	1997	Journal of Mathematical Finace1997，，4：	1
8	Option pricing for pure jump processes with Markovswitching compenstors显示文摘	Elliott R J Carlton-James U Osakwe	2006	Finace and Stochastics2006，10，2：	1
9	Counter speculation, Auction and Sealed Tenders显示文摘	Vickrey W	1961	Journal of Finace1961，16，1：	1
10	Optimal dynamic portfolio selcetion mulitiperiod mean-variance formulation显示文摘		2000	Math Finace2000，20，3：	1
11	Optimal consumption portfolio policies with habit formation显示文摘	Zapatero F	1992	Math-matical Finace1992，2，4：	1
12	Informational Asymme- tries, Financial Structure and Financial Intermediation显示文摘	Hayne Elkland David H Pyle	1977	Jour- nal of Finace1977，，7：	1
13	Backward stochastic differential equations in finace显示文摘	KAROUI N EL PENG S G QUENEZ M C	1997	Mathematical Finace1997，7，1：	1
14	Behavioral Corporate Finace显示文摘	SHEFRIN H	2001	Journal of Applied Corproate Finace2001，14，3：	1
15	A Generalization of Reset Option Pricing Formulae with Stochastic Interest Rates显示文摘	Li Shunjin Li Shenghong Sun Chao	2007	Research in International Business and Finace2007，21，：	1
16	Hedging with the Nikkei index futures : the conventional model versus the error correction model显示文摘	CHU W	1999	The Quarterly Review of Economics and Finace1999，36，4：	1
17	Mental accounting,loss aversion,and individual stock returns显示文摘	BRENNAN M J	2001	J Finace2001，56，4：	1
18	Pricing stock option in a jump-diffusion model with stochastic volatility and interest rates : application of fourier inversion methods 显示文摘	Scott L O	1997	Journal of Mathematical Finace1997，4，：	1
19	Warning of bank failure: A logit regression approach显示文摘	Earky M D	1977	Journal of Banking and Finace1977，，：	1
20	Do more reputable fi nancial institutions reduce earnings management by IPO issuers? 显示文摘	Lee G Masulis R	2011	Journal of Corporate Finace2011，17，：	1

返回顶部每页显示：

共4页首页上一页第1页下一页末页 /4 跳转

互联网出版许可证新出网证(渝)字10号全国400电话 - 免长途话费

用户提示