Joel Matthew Vanden

    • 105 Citations
    • 5 h-Index
    20042016

    Research output per year

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    Research Output

    • 105 Citations
    • 5 h-Index
    • 11 Article
    • 2 Review article
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    Article
    2016

    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

    1 Scopus citations

    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

    5 Scopus citations
    2015

    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

    1 Scopus citations
    2014

    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

    2009

    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

    3 Scopus citations

    Information acquisition and mutual funds

    García, D. & Vanden, J. M., Sep 1 2009, In : Journal of Economic Theory. 144, 5, p. 1965-1995 31 p.

    Research output: Contribution to journalArticle

    22 Scopus citations
    2008

    Information quality and options

    Vanden, J. M., Nov 1 2008, In : Review of Financial Studies. 21, 6, p. 2635-2676 42 p.

    Research output: Contribution to journalArticle

    15 Scopus citations
    2006

    Exact superreplication strategies for a class of derivative assets

    Vanden, J. M., Mar 1 2006, In : Applied Mathematical Finance. 13, 1, p. 61-87 27 p.

    Research output: Contribution to journalArticle

    5 Scopus citations

    Portfolio insurance and volatility Regime switching

    Vanden, J. M., Apr 1 2006, In : Mathematical Finance. 16, 2, p. 387-417 31 p.

    Research output: Contribution to journalArticle

    3 Scopus citations
    2005

    Equilibrium analysis of volatility clustering

    Vanden, J. M., Jun 2005, In : Journal of Empirical Finance. 12, 3, p. 374-417 44 p.

    Research output: Contribution to journalArticle

    5 Scopus citations
    2004

    Options Trading and the CAPM

    Vanden, J. M., Jan 1 2004, In : Review of Financial Studies. 17, 1, p. 207-238 32 p.

    Research output: Contribution to journalArticle

    21 Scopus citations