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The dividend term structure
Kragt, Jac; Jong, Frank de; Driessen, Joost - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 829-867
Persistent link: https://www.econbiz.de/10012195621
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The dynamics of the forward interest rate curve : a formulation with state variables
Jong, Frank de; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 131-157
Persistent link: https://www.econbiz.de/10001436356
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Pseudo market timing : a reappraisal
Dahlquist, Magnus; Jong, Frank de - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 547-579
Persistent link: https://www.econbiz.de/10003757565
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The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost; Klaassen, Pieter; Melenberg, Bertrand - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 635-672
Persistent link: https://www.econbiz.de/10001794047
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A new method to estimate risk and return of nontraded assets from cash flows : the case of private equity funds
Driessen, Joost; Lin, Tse-chun; Phalippou, Ludovic - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 3, pp. 511-535
Persistent link: https://www.econbiz.de/10009672538
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Pricing liquidity risk with heterogeneous investment horizons
Beber, Alessandro; Driessen, Joost; Neuberger, Anthony; … - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 2, pp. 373-408
Persistent link: https://www.econbiz.de/10012437406
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The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
Jong, Frank de; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 131
Persistent link: https://www.econbiz.de/10006699714
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Pseudo Market Timing: A Reappraisal
Dahlquist, Magnus; Jong, Frank de - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 547-580
Persistent link: https://www.econbiz.de/10008107068
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The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
Driessen, Joost; Klaassen, Pieter; Melenberg, Bertrand - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 635-672
Persistent link: https://www.econbiz.de/10006694267
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A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds
Driessen, Joost; Lin, Tse-Chun; Phalippou, Ludovic - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 3, pp. 511-537
Persistent link: https://www.econbiz.de/10010023130