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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
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The lifetime of a financial bubble
Obayashi, Yoshiki; Protter, Philip E.; Yang, Shihao - In: Mathematics and financial economics 11 (2017) 1, pp. 45-62
Persistent link: https://www.econbiz.de/10011900514
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Liquidity risk and the term structure of interest rates
Jarrow, Robert A.; Roch, Alexandre F. - In: Mathematics and financial economics 9 (2015) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10010500696
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On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A. - In: Mathematics and financial economics 11 (2017) 4, pp. 455-477
Persistent link: https://www.econbiz.de/10011900579
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Preface to the special issue on systemic risk and financial networks
Capponi, Agostino; Jarrow, Robert A. - In: Mathematics and financial economics 15 (2021) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012433629
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Asset price bubbles, market liquidity, and systemic risk
Jarrow, Robert A.; Lamichhane, Sujan - In: Mathematics and financial economics 15 (2021) 1, pp. 5-40
Persistent link: https://www.econbiz.de/10012433630
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Special issue: systemic risk and financial networks
Capponi, Agostino (ed.); Jarrow, Robert A. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012433662
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Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A. - In: Mathematics and financial economics 13 (2019) 1, pp. 115-146
Persistent link: https://www.econbiz.de/10012055755