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~person:"Jarrow, Robert A."
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Theorie
58
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58
CAPM
51
Optionspreistheorie
35
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34
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18
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18
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17
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Jarrow, Robert A.
Verhoef, Erik T.
249
Knieps, Günter
178
Madan, Dilip B.
140
Platen, Eckhard
137
Fabozzi, Frank J.
133
Peitz, Martin
113
Chiarella, Carl
108
Proost, Stef
107
Hens, Thorsten
106
Bergemann, Dirk
102
Härdle, Wolfgang
96
Zhang, Lu
96
Zaremba, Adam
92
Carr, Peter
86
Jacobs, Kris
79
Cochrane, John H.
77
Schjelderup, Guttorm
76
Rouwendal, Jan
75
Campbell, John Y.
74
Cui, Zhenyu
74
Elliott, Robert J.
74
Hansen, Lars Peter
74
Valletti, Tommaso M.
73
Schoutens, Wim
72
Haucap, Justus
71
Takahashi, Akihiko
71
Armstrong, Mark
70
Jeon, Doh-Shin
70
Lee, Cheng F.
70
Joshi, Mark S.
69
Robotti, Cesare
69
Spann, Martin
69
Harvey, Campbell R.
68
Kind, Hans Jarle
68
Rietveld, Piet
68
Ferson, Wayne E.
67
Levy, Daniel
66
Foros, Øystein
65
Stentoft, Lars
65
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Review of derivatives research
6
Johnson School Research Paper Series
5
Finance research letters
4
Mathematics and financial economics
4
The review of financial studies
4
Annual review of financial economics
3
Journal of financial and quantitative analysis : JFQA
3
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3
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3
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2
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2
International journal of theoretical and applied finance
2
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2
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2
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2
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2
Credit risk models and management
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
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1
International journal of theoretical and applied finance : IJTAF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic surveys
1
Journal of financial economics
1
Journal of financial education
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of futures markets
1
Review of quantitative finance and accounting
1
Rodney L. White Center for Financial Research
1
Springer Finance Textbooks
1
Springer eBook Collection
1
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1
The Irwin series in finance
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
89
USB Cologne (EcoSocSci)
1
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1
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
2
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:
3
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
4
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:
5
Bubbles and multiple-factor asset
pricing
models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
6
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:
7
Positive alphas and a generalized multiple-factor asset
pricing
model
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
Saved in:
8
Capital Asset Market Equilibrium With Liquidity Risk, Trading Constraints, and Asset Price Bubbles
Jarrow, Robert A.
-
2018
This paper derives an equilibrium asset
pricing
model with endogenous liquidity risk, trading constraints, and asset …
Persistent link: https://www.econbiz.de/10012929504
Saved in:
9
Capital Asset Market Equilibrium With Liquidity Risk, Portfolio Constraints, and Asset Price Bubbles
Jarrow, Robert A.
-
2018
This paper derives an equilibrium asset
pricing
model with endogenous liquidity risk, portfolio constraints, and asset …
Persistent link: https://www.econbiz.de/10012929509
Saved in:
10
High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao
;
Basu, Sumanta
;
Jarrow, Robert A.
;
Wells, …
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
Saved in:
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