Explicit solutions to an optimal portfolio choice problem with stochastic income by Henderson, V

Prospect Theory, Liquidation, and the Disposition Effect by Henderson, V

The impact of the market portfolio on the valuation, incentives and optimality of executive stock options by Henderson *, V

Valuation of claims on nontraded assets using utility maximization by Henderson, V

Valuing the option to invest in an incomplete market by Henderson, V

Is corporate control effective when managers face investment timing decisions in incomplete markets? by Henderson, V

Stock based compensation: firm-specific risk, efficiency and incentives by Henderson, V

ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS by Henderson, V

Prospect Theory, Partial Liquidation and the Disposition Effect. by Henderson, V

Risk aversion and block exercise of executive stock options by Grasselli, M, Henderson, V

An explicit solution for an optimal stopping/optimal control problem which models an asset sale by Henderson, V, Hobson, D

On the equivalence of floating- and fixed-strike Asian options by Henderson, V, Wojakowski, R

Pseudo linear pricing rule for utility indifference valuation by Henderson, V, Liang, G

A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS by Henderson, V, Hobson, D

The dynamics of city formation by Venables, A, Henderson, V

Horizon-unbiased utility functions by Henderson, V, Hobson, D

Risk Aversion, Indivisible Timing Options and Gambling. by Henderson, V, Hobson, D

OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS by Henderson, V, Hobson, D

Real options with constant relative risk aversion by Henderson, V, Hobson, D

Perpetual American options in incomplete markets: the infinitely divisible case by Henderson, V, Hobson, D