J. Lefoll

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Option pricing and replication with transaction costs and dividends

Stylianos Perrakis, J. Lefoll, 2000 .

Production uncertainty and the market equilibrium of the competitive firm

M. Beuthe, L. Eeckhoudt, J. Lefoll, 1984 .

Smooth Ambiguity Aversion and the Continuous-Time Limit

J. Lefoll, Ronald Gindrat, 2011 .

Information Asymmetry and Wealth Effect of Canadian Corporate Acquisitions

J. Lefoll, A. L. Calvet, 1987 .

A Comment on Mean-Variance Portfolio Selection with Either a Singular or a Non-Singular Variance-Covariance Matrix

J. Lefoll, P. Ryan, 1981, Journal of Financial and Quantitative Analysis.

Financial Valuation and Risk Management Working Paper No . 123 Financial Structure and Market Equilibrium in a Vertically Differentiated Industry Stylianos Perrakis

J. Lefoll, 2003 .

Smooth Ambiguity Preferences and the Continuous-Time Limit

J. Lefoll, Ronald Gindrat, 2009 .

Transactions Costs and Option Bid/Ask Spread on the Swiss Options and Financial Futures Exchange (SOFFEX)

Stylianos Perrakis, J. Lefoll, 2009 .

Predicting premature exercise of an American put on stocks: theory and empirical evidence

M. Chesney, J. Lefoll, 1996 .

RISK AND RETURN ON CANADIAN CAPITAL MARKETS

J. Lefoll, A. L. Calvet, 2009 .

PERFORMANCE AND SYSTEMATIC RISK STABILITY OF CANADIAN MUTUAL FUNDS UNDER INFLATION

J. Lefoll, A. L. Calvet, 1981 .

Cardinal utility: an empirical test

J. Lefoll, J. Guiot, 1988 .

Financial Structure and Product Qualities

Stylianos Perrakis, J. Lefoll, Christos Constantatos, 2008 .

Financial Structure and Market Equilibrium in a Vertically Differentiated Industry

Stylianos Perrakis, Jean Lefoll, Stylianos Perrakis, 2002 .

Risk and return on the Canadian capital markets: estimation and sensitivity analysis

J. Lefoll, A. L. Calvet, 1985 .

Derivative Asset Pricing with Transaction Costs: An Extension

Stylianos Perrakis, Jean Lefoll, Stylianos Perrakis, 1997 .