Browsing Colleges and Schools by Author "Back, Kerry"

Now showing items 1-3 of 3

    • Essays in asset pricing and portfolio choice 
      Illeditsch, Philipp Karl (2009-05-15)
      In the first essay, I decompose inflation risk into (i) a part that is correlated with real returns on the market portfolio and factors that determine investor’s preferences and investment opportunities and (ii) a residual ...
    • Essays on equity prices and market structures 
      Wu, Juan (2009-05-15)
      In the first essay, we provide new evidence on the relationship between order flow and prices, an issue that is central to asset pricing and market microstructure. We examine proprietary data on a broad panel of NYSE-listed ...
    • Loss modeling for pricing catastrophic bonds 
      Sircar, Jyotirmoy (2009-05-15)
      It is important to be able to quantify potential seismic damage to structures and communicate risk in a comprehendible way to all stakeholders. The risks involved with damage to constructed facilities due to catastrophic ...