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Finance models as metaphors

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  • McGoun, Elton G.

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  • McGoun, Elton G., 2003. "Finance models as metaphors," International Review of Financial Analysis, Elsevier, vol. 12(4), pages 421-433.
    • Handle: RePEc:eee:finana:v:12:y:2003:i:4:p:421-433
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    1. Myers, Stewart C & Turnbull, Stuart M, 1977. "Capital Budgeting and the Capital Asset Pricing Model: Good News and Bad News," Journal of Finance, American Finance Association, vol. 32(2), pages 321-333, May.
    2. Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," The Journal of Business, University of Chicago Press, vol. 51(4), pages 621-651, October.
    3. Bick, Avi, 1982. "Comments on the valuation of derivative assets," Journal of Financial Economics, Elsevier, vol. 10(3), pages 331-345, November.
    4. Avi Bick., 1982. "Comments on the Valuation of Derivative Assets," Research Program in Finance Working Papers 125, University of California at Berkeley.
    5. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    6. Brennan, M J, 1979. "The Pricing of Contingent Claims in Discrete Time Models," Journal of Finance, American Finance Association, vol. 34(1), pages 53-68, March.
    7. K. J. Arrow, 1964. "The Role of Securities in the Optimal Allocation of Risk-bearing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 31(2), pages 91-96.
    8. Ingersoll, Jonathan Jr., 1976. "A theoretical and empirical investigation of the dual purpose funds : An application of contingent-claims analysis," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 83-123.
    9. Cox, John C. & Ross, Stephen A., 1976. "The valuation of options for alternative stochastic processes," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 145-166.
    10. John M. Marshall, 1974. "Insurance As a Market in Contingent Claims: Structure and Performance," Bell Journal of Economics, The RAND Corporation, vol. 5(2), pages 670-682, Autumn.
    11. Smith, Clifford Jr., 1976. "Option pricing : A review," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 3-51.
    12. Brennan, Michael J. & Schwartz, Eduardo S., 1978. "Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(3), pages 461-474, September.
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    Cited by:

    1. Gérard Charreaux, 2008. "La recherche en finance d’entreprise:quel positionnement méthodologique ?," Revue Finance Contrôle Stratégie, revues.org, vol. 11(Special), pages 237-290, June.
    2. Brooks, Chris & Fenton, Evelyn & Schopohl, Lisa & Walker, James, 2019. "Why does research in finance have so little impact?," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 58(C), pages 24-52.
    3. Jennifer Gippel, 2015. "Masters of the Universe1: What top finance academics say about the ‘state of the field’," Australian Journal of Management, Australian School of Business, vol. 40(3), pages 538-556, August.
    4. Jennifer Gippel, 2015. "The Masters of Finance: Ideas from the field," Australian Journal of Management, Australian School of Business, vol. 40(3), pages 557-561, August.
    5. Andrikopoulos, Andreas, 2015. "Truth and financial economics: A review and assessment," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 186-195.
    6. Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas, 2017. "Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 54-62.
    7. Jovanovic, Franck & Schinckus, Christophe, 2016. "Breaking down the barriers between econophysics and financial economics," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 256-266.
    8. Ravi Kashyap, 2016. "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Papers 1609.01274, arXiv.org, revised Mar 2022.

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