Joel Matthew Vanden

    • 103 Citations
    • 5 h-Index
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    Fingerprint Dive into the research topics where Joel Matthew Vanden is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

    Superreplication Mathematics
    Volatility Mathematics
    Regime Switching Mathematics
    Derivative Mathematics
    Completely Monotone Function Mathematics
    Insurance Mathematics
    Discount Factor Mathematics
    Manipulation Mathematics

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    Research Output 2004 2016

    • 103 Citations
    • 5 h-Index
    • 11 Article
    • 2 Review article
    1 Citation (Scopus)

    Optimal capital structures for private firms

    Vanden, J. M., May 1 2016, In : Annals of Finance. 12, 2, p. 245-273 29 p.

    Research output: Contribution to journalArticle

    Private firms
    Optimal capital structure
    5 Citations (Scopus)

    The informational content of the embedded deflation option in TIPS

    Grishchenko, O. V., Vanden, J. M. & Zhang, J., Apr 1 2016, In : Journal of Banking and Finance. 65, p. 1-26 26 p.

    Research output: Contribution to journalArticle

    Informational content
    Embedded options
    Yield spread

    General properties of isoelastic utility economies

    Vanden, J. M., Jan 1 2015, In : Mathematical Finance. 25, 1, p. 187-219 33 p.

    Research output: Contribution to journalArticle

    Completely Monotone Function
    Discount Factor
    Exponential functions
    information economics

    Noisy information and the size effect in stock returns

    Vanden, J. M., Jan 1 2014, In : Annals of Finance. 11, 1, p. 77-107 31 p.

    Research output: Contribution to journalArticle

    Stock returns
    Small firms
    Firm size
    Expected returns
    New York Stock Exchange
    3 Citations (Scopus)

    Asset substitution and structured financing

    Vanden, J. M., Aug 1 2009, In : Journal of Financial and Quantitative Analysis. 44, 4, p. 911-951 41 p.

    Research output: Contribution to journalArticle

    Asset substitution
    Continuous time