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Alex Kane

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This is information that was supplied by Alex Kane in registering through RePEc. If you are Alex Kane , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Alex
Middle Name:
Last Name: Kane
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RePEc Short-ID: pka501

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Affiliation

Graduate School of International Relations and Pacific Studies
University of California-San Diego (UCSD)
Location: La Jolla, California (United States)
Homepage: http://irps.ucsd.edu/
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Handle: RePEc:edi:irucsus (more details at EDIRC)

Works

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Working papers

  1. Robert F. Engle & Alex Kane & Jaesun Noh, 1993. "Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts," NBER Working Papers 4519, National Bureau of Economic Research, Inc.
  2. Jaesun Noh & Robert F. Engle & Alex Kane, 1993. "A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts," NBER Working Papers 4520, National Bureau of Economic Research, Inc.
  3. Ray Chou & Robert F. Engle & Alex Kane, 1991. "Measuring Risk Aversion From Excess Returns on a Stock Index," NBER Working Papers 3643, National Bureau of Economic Research, Inc.
  4. Alex Kane, 1991. "The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds," NBER Technical Working Papers 0075, National Bureau of Economic Research, Inc.
  5. Robert F. Engle & Che-Hsiung Hong & Alex Kane, 1990. "Valuation of Variance Forecast with Simulated Option Markets," NBER Working Papers 3350, National Bureau of Economic Research, Inc.
  6. Alex Kane & Stephen Gary Marks, 1988. "Performance Evaluation of Market Timers," NBER Working Papers 2640, National Bureau of Economic Research, Inc.
  7. Alex Kane & Alan J. Marcus, 1986. "The Valuation of Security Analysis," NBER Working Papers 1958, National Bureau of Economic Research, Inc.
  8. Alex Kane & Alan J. Marcus, 1985. "Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market," NBER Working Papers 1614, National Bureau of Economic Research, Inc.
  9. Zvi Bodie & Alex Kane & Robert L. McDonald, 1985. "Inflation and the Role of Bonds in Investor Portfolios," NBER Working Papers 1091, National Bureau of Economic Research, Inc.
  10. Alex Kane & Leonard Rosenthal, 1985. "Efficient Inflation Forecasts: An International Comparison," NBER Working Papers 1542, National Bureau of Economic Research, Inc.
  11. Alex Kane & Alan J. Marcus & Robert L. McDonald, 1985. "How Big is the Tax Advantage to Debt?," NBER Working Papers 1286, National Bureau of Economic Research, Inc.
  12. Alex Kane & Alan J. Marcus & Robert L. McDonald, 1984. "Debt Policy and the Rate of Return Premium to Leverage," NBER Working Papers 1439, National Bureau of Economic Research, Inc.
  13. Alex Kane & Young Ki Lee & Alan J. Marcus, 1983. "Earnings and Dividend Announcements is there a Corroboration Effect?," NBER Working Papers 1248, National Bureau of Economic Research, Inc.
  14. Alex Kane & Young Ki Lee, 1983. "The Forecasting Ability of Money Market Fund Managers and its Economic Value," NBER Working Papers 1243, National Bureau of Economic Research, Inc.
  15. Zvi Bodie & Alex Kane & Robert L. McDonald, 1983. "Why Are Real Interest Rates So High?," NBER Working Papers 1141, National Bureau of Economic Research, Inc.

Articles

  1. Alex Kane, 2010. "Forecast Precision and Portfolio Performance," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(3), pages 265-304, Summer.
  2. Eric Jacquier & Alex Kane & Alan J. Marcus, 2005. "Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(1), pages 37-55.
  3. Kane, Alex & Lehmann, Bruce N. & Trippi, Robert R., 2000. "Regularities in volatility and the price of risk following large stock market movements in the US and Japan," Journal of International Money and Finance, Elsevier, vol. 19(1), pages 1-32, February.
  4. Kane, Alex, 1994. "Trading cost premiums in capital asset returns--a closed form solution," Journal of Banking & Finance, Elsevier, vol. 18(6), pages 1177-1183, December.
  5. Kane, Alex & Marks, Stephen G., 1990. "The delivery of market timing services: Newsletters versus market timing funds," Journal of Financial Intermediation, Elsevier, vol. 1(2), pages 150-166, June.
  6. Kane, Alex & Marcus, Alan J., 1988. "The Delivery Option on Forward Contracts: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(03), pages 337-341, September.
  7. Kane, Alex & Marks, Stephen Gary, 1988. "Performance Evaluation of Market Timers: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(04), pages 425-435, December.
  8. Kane, Alex & Marcus, Alan J, 1986. " Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market," Journal of Finance, American Finance Association, vol. 41(1), pages 195-207, March.
  9. Kane, Alex & Marcus, Alan J. & McDonald, Robert L., 1985. "Debt Policy and the Rate of Return Premium to Leverage," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(04), pages 479-499, December.
  10. Kane, Alex & Lee, Young Ki & Marcus, Alan, 1984. " Earnings and Dividend Announcements: Is There a Corroboration Effect?," Journal of Finance, American Finance Association, vol. 39(4), pages 1091-99, September.
  11. Kane, Alex & Marcus, Alan J & McDonald, Robert L, 1984. " How Big Is the Tax Advantage to Debt?," Journal of Finance, American Finance Association, vol. 39(3), pages 841-53, July.
  12. Kane, Alex & Rosenthal, Leonard & Ljung, Greta, 1983. " Tests of the Fisher Hypothesis with International Data: Theory and Evidence," Journal of Finance, American Finance Association, vol. 38(2), pages 539-51, May.
  13. Kane, Alex, 1982. "Skewness Preference and Portfolio Choice," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(01), pages 15-25, March.
  14. Kane, Alex & Rosenthal, Leonard, 1982. "International interest rates and inflationary expectations," Journal of International Money and Finance, Elsevier, vol. 1(1), pages 97-110, January.

Chapters

  1. Zvi Bodie & Alex Kane & Robert L. McDonald, 1986. "Risk and Required Returns on Debt and Equity," NBER Chapters, in: Financing Corporate Capital Formation, pages 51-66 National Bureau of Economic Research, Inc.
  2. Zvi Bodie & Alex Kane & Robert McDonald, 1985. "Inflation and the Role of Bonds in Investor Portfolios," NBER Chapters, in: Corporate Capital Structures in the United States, pages 167-196 National Bureau of Economic Research, Inc.

Statistics

This author is among the top 5% authors according to these criteria:
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