Alex Kane

Inflation and the Role of Bonds in Investor Portfolios

Year: 1983
Journal: No Journal Matched
Authors: Zvi Bodie; Alex Kane; Robert McDonald

Why Are Real Interest Rates So High?

Year: 1983
Journal: Financial Analysts Journal
Authors: Zvi Bodie; Alex Kane; Robert McDonald

The Forecasting Ability of Money Market Fund Managers and Its Economic Value

Year: 1983
Journal: No Journal Matched
Authors: Alex Kane; Young Ki Lee

Earnings and Dividend Announcements: Is There a Corroboration Effect?

Year: 1983
Journal: Journal of Finance
Authors: Alex Kane; Young Ki Lee; Alan J. Marcus

Debt Policy and the Rate of Return Premium to Leverage

Year: 1984
Journal: Journal of Financial and Quantitative Analysis
Authors: Alex Kane; Alan J. Marcus; Robert L. McDonald

How Big is the Tax Advantage to Debt

Year: 1984
Journal: Journal of Finance
Authors: Alex Kane; Alan J. Marcus; Robert L. McDonald

Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market

Year: 1985
Journal: Journal of Finance
Authors: Alex Kane; Alan J. Marcus

The Valuation of Security Analysis

Year: 1986
Journal: Journal of Portfolio Management
Authors: Alex Kane; Alan J. Marcus

Performance Evaluation of Market Timers

Year: 1988
Journal: Journal of Financial and Quantitative Analysis
Authors: Alex Kane; Stephen Gary Marks

Measuring Risk Aversion from Excess Returns on a Stock Index

Year: 1991
Journal: Journal of Econometrics
Authors: Ray Chou; Robert F. Engle; Alex Kane

Index Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts

Year: 1993
Journal: Review of Derivatives Research
Authors: Robert F. Engle; Alex Kane; Jaesun Noh

A Test of Efficiency for the S&P 500 Index Option Market Using Variance Forecasts

Year: 1993
Journal: Journal of Derivatives
Authors: Jaesun Noh; Robert F. Engle; Alex Kane