//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
8
Zinsstruktur
8
Theorie
6
Theory
6
Option pricing theory
4
Optionspreistheorie
4
Risikoprämie
3
Risk premium
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
Volatility
3
Volatilität
3
Commodity derivative
2
Commodity price
2
Dividend
2
Dividende
2
Interest rate derivative
2
Rohstoffderivat
2
Rohstoffpreis
2
Zinsderivat
2
1988-1997
1
1990-2003
1
1995-2000
1
Aktienmarkt
1
Allgemeines Gleichgewicht
1
Anlageverhalten
1
Asset-Backed Securities
1
Asset-backed securities
1
Behavioural finance
1
Bond market
1
Börsenkurs
1
CAPM
1
Capital income
1
Capital structure
1
Cointegration
1
Collateral
1
Commodity market
1
Commodity prices
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
13
Language
All
English
Author
All
Collin-Dufresne, Pierre
Moshirian, Fariborz
45
Hasan, Iftekhar
37
Saunders, Anthony
34
Berger, Allen N.
32
Titman, Sheridan
25
Faff, Robert W.
20
Thakor, Anjan V.
20
Longstaff, Francis A.
19
O'Hara, Maureen
18
Ongena, Steven
18
Stein, Jeremy C.
18
Shleifer, Andrei
17
Slovin, Myron B.
17
Subrahmanyam, Avanidhar
17
Cornett, Marcia Millon
16
Cumming, Douglas J.
16
Elton, Edwin J.
16
Fiordelisi, Franco
16
Fama, Eugene F.
15
Fraser, Donald R.
15
Prokopczuk, Marcel
15
Rajan, Raghuram Govind
15
Stulz, René M.
15
Beck, Thorsten
14
Delēs, Manthos D.
14
French, Kenneth Ronald
14
Gruber, Martin Jay
14
Harvey, Campbell R.
14
Iskandar-Datta, Mai E.
14
John, Kose
14
Lakonishok, Josef
14
Maksimovic, Vojislav
14
Molyneux, Philip
14
Tehranian, Hassan
14
Whaley, Robert E.
14
Altman, Edward I.
13
Chen, Sheng-syan
13
Datta, Sudip
13
Demirgüç-Kunt, Asli
13
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of finance : the journal of the American Finance Association
Journal of financial economics
4
The review of financial studies
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematics and financial economics
1
The American economic review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Liquidity, volume, and order imbalance volatility
Bogousslavsky, Vincent
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 2189-2232
Persistent link: https://www.econbiz.de/10014312090
Saved in:
2
Equilibrium commodity prices with irreversible investment and non-linear technologies
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
- In:
Journal of banking & finance
95
(
2018
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011966725
Saved in:
3
Dividend dynamics and the term structure of dividend strips
Belo, Frederico
;
Collin-Dufresne, Pierre
;
Goldstein, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
Saved in:
4
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
The journal of finance : the journal of the American …
70
(
2015
)
4
,
pp. 1555-1582
Persistent link: https://www.econbiz.de/10011449063
Saved in:
5
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
6
Identification of maximal affine term structure models
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 743-795
Persistent link: https://www.econbiz.de/10003822769
Saved in:
7
Portfolio choice over the life-cycle when the stock and labor markets are cointegrated
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2123-2167
Persistent link: https://www.econbiz.de/10003550018
Saved in:
8
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Saved in:
9
Unspanned stochastic volatility and fixed income derivatives pricing
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Goldstein, Bob
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2723-2749
Persistent link: https://www.econbiz.de/10003121044
Saved in:
10
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->