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Search: person:"Jarrow, R.A."
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122
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Jarrow, Robert A.
187
Protter, Philip E.
16
Yildirim, Yildiray
10
Turnbull, Stuart M.
9
Deventer, Donald R. van
7
Chatterjea, Arkadev
5
Heath, David C.
5
Jarrow, R.A.
5
Li, Siguang
5
Guo, Xin
4
Kwok, Simon Sai Man
4
Lamichhane, Sujan
4
Madan, Dilip B.
4
Maksimovic, V.
4
Ziemba, W.T.
4
Amin, Kaushik I.
3
Carr, Peter
3
Cherian, Joseph A.
3
Jacquier, Eric
3
Janosi, Tibor
3
Lando, David
3
Larsson, Martin
3
Li, Haitao
3
Li, Hao
3
Morton, Andrew J.
3
Purnanandam, Amiyatosh
3
Wells, Martin T.
3
Zhu, Liao
3
Capponi, Agostino
2
Chava, Sudheer
2
Christopoulos, Andreas D.
2
Kchia, Younes
2
Leach, J. Chris
2
Teo, Melvyn
2
Warachka, Mitch
2
Xu, Liheng
2
Yu, Fan
2
Zeng, Yan
2
Antoniou, Antonios
1
Ascheberg, Marius
1
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Review of derivatives research
13
Finance research letters
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Annual review of financial economics
7
Mathematics and financial economics
7
Journal of banking & finance
6
Journal of financial and quantitative analysis : JFQA
6
The quarterly journal of finance
6
International journal of theoretical and applied finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
Finance and stochastics
4
The journal of fixed income
4
The journal of portfolio management : a publication of Institutional Investor
4
The review of financial studies
4
Annals of finance
3
Finance
3
Quantitative finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
Economics letters
2
Financial engineering
2
International journal of theoretical and applied finance : IJTAF
2
Journal of econometrics
2
Journal of financial economics
2
Journal of financial services research : JFSR
2
Journal of financial stability
2
Journal of risk
2
Journal of risk management in financial institutions
2
Journal of the Operational Research Society : OR
2
Review of finance : journal of the European Finance Association
2
The financial review : the official publication of the Eastern Finance Association
2
Theory and decision : an international journal for multidisciplinary advances in decision science
2
A Chapman & Hall book
1
Agricultural finance review
1
Chapman & Hall/CRC financial mathematics series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
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ECONIS (ZBW)
187
OLC EcoSci
5
Showing
11
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20
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192
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11
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
12
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
13
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
14
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
Saved in:
15
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
16
Risk premia, asset price bubbles, and monetary policy
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Journal of financial stability
60
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013455970
Saved in:
17
Endogenous liquidity risk and dealer market structure
Jarrow, Robert A.
;
Li, Siguang
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 449-453
Persistent link: https://www.econbiz.de/10012656441
Saved in:
18
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
Saved in:
19
Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao
;
Jarrow, Robert A.
;
Wells, Martin T.
- In:
The quarterly journal of finance
11
(
2021
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
Saved in:
20
Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
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