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~person:"Jarrow, Robert A."
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Jarrow, Robert A.
Caporale, Guglielmo Maria
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ECONIS (ZBW)
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1
Positive alphas, abnormal performance, and illusory
arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
Saved in:
2
Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
Saved in:
3
CDO valuation : fact and fiction
Jarrow, Robert A.
;
Li, Li
;
Mesler, Mark
;
Deventer, …
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 429-456)
.
2008
Persistent link: https://www.econbiz.de/10003918809
Saved in:
4
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
5
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
Saved in:
6
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
7
Contingent claim valuation with a random evolution of interest rates
Heath, David C.
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 54-76
Persistent link: https://www.econbiz.de/10001102029
Saved in:
8
The Impact of Quantitative Easing on the U.S. Term Structure of Interest Rates
Jarrow, Robert A.
-
2012
structure of interest rates. Different from other studies, we estimate an
arbitrage
-free term structure model that explicitly …
arbitrage
opportunities into the Treasury security markets. Short- to medium- term forward rates were reduced (less than twelve …
Persistent link: https://www.econbiz.de/10013108838
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