Finance Research Group Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus

2004 2005 2006 2007 2008 2009 2011

No. F-2008-07: On the Generalized Brownian Motion and its Applications in Finance
Esben Høg, Per Frederiksen and Daniel Schiemert

No. F-2008-06: Volatility and realized quadratic variation of differenced returns : A wavelet method approach
Esben Høg

No. F-2008-05: Time Charters with Purchase Options in Shipping: Valuation and Risk Management
Peter Løchte Jørgensen and Domenico De Giovanni

No. F-2008-04: Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller

No. F-2008-03: Private benefits in corporate control transactions
Thomas Poulsen

No. F-2008-02: Investment decisions with benefits of control
Thomas Poulsen

No. F-2008-01: Pricing of Traffic Light Options and other Correlation Derivatives
Thomas Kokholm

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2004 2005 2006 2007 2008 2009 2011
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