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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Journal of financial and quantitative analysis : JFQA
Research paper series / Swiss Finance Institute
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Asset Pricing under the Quadratic Class
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10006695598
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2
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
Egloff, Daniel
;
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1311
Persistent link: https://www.econbiz.de/10008814142
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3
Asset pricing under the quadratic class
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10001690148
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4
Are ratings the worst form of credit assessment except for all the others?
Blöchlinger, Andreas
;
Leippold, Markus
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 299-334
Persistent link: https://www.econbiz.de/10011929426
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