Clark Ephraim

Ephraim Clark

Information about the author Ephraim Clark will soon be added to the site.
Found 6 papers in total
Convexity, magnification, and translation: the effect of managerial option-based compensation on corporate cash holdings
Convexity, magnification, and translation: the effect of managerial option-based compensation on corporate cash holdings
2014
Using the distinctions among the convexity, magnification, and translation effects, we...
Making inefficient market indices efficient
Making inefficient market indices efficient
2011
This paper uses the concept of Marginal Conditional Stochastic Dominance and a...
Hedging mean-reverting commodities
Hedging mean-reverting commodities
2010
This paper uses the expected utility framework to examine the optimal hedging decision...
Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain
Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain
2007
This paper studies optimal access pricing for natural monopoly networks with large...
Portfolio selection under Value-at-Risk constraints
Portfolio selection under Value-at-Risk constraints
2005
In this paper we show that by assuming a constant variance/covariance matrix over the...
A note on asset proportions, stochastic dominance, and the 50% rule
A note on asset proportions, stochastic dominance, and the 50% rule
1999
In this note we analyze the composition of an optimal portfolio by considering the...
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