Finance Papers

Visitor number 54445

Ruben D. Cohen (e-mail)
 


1. "An Analysis of the Dynamic Behaviour of Earnings Distributions" (abstract & paper)

2. Capital Structure - Papers on M&M, WACC and optimal capital structure

3. "An Objective Approach to Relative Valuation" (abstract & paper)

4. "The Long-run Behaviour of the S&P Composite Price Index and its Risk Premium" (abstract & paper)

5. "The Relationship Between the Equity Risk Premium, Duration and Dividend Yield" (abstract & paper)

6. "The Relative Valuation of an Equity Price Index" (abstract & paper)

7. "A VaR-based Model for the Yield Curve" (abstract & paper)

8. "Constructing a GDP-based Index for Use as Benchmark" (abstract & paper)

9. Some presentations

10. Papers in engineering and physics