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Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model
Pearson, Neil D.; Sun, Tong-Sheng - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1279-1304
Persistent link: https://www.econbiz.de/10006600330
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Option Value, Uncertainty, and the Investment Decision
Kandel, Eugene; Pearson, Neil D. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 341-374
Persistent link: https://www.econbiz.de/10006695338
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Stock price clustering on option expiration dates
Xiaoyan Ni, Sophie; Pearson, Neil D.; Poteshman, Allen M. - In: Journal of financial economics 78 (2005) 1, pp. 49-88
Persistent link: https://www.econbiz.de/10006500660
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Conditional estimation of diffusion processes
Li, Minqiang; Pearson, Neil D.; Poteshman, Allen M. - In: Journal of financial economics 74 (2004) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10006503362
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Open-end mutual funds and capital-gains taxes
Barclay, Michael J.; Pearson, Neil D.; Weisbach, Michael S. - In: Journal of financial economics 49 (1998) 1, pp. 3-44
Persistent link: https://www.econbiz.de/10006522775
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VALUATION - Recent Advances in Estimating Term-Structure Models - What have we learned from 10 years of estimating term-structure models?
Chapman, David A.; Pearson, Neil D. - In: Financial analysts' journal : FAJ 57 (2001) 4, pp. 77-95
Persistent link: https://www.econbiz.de/10006274308
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VaR - The state of play
Pearson, Neil D.; Smithson, Charles - In: Review of financial economics : RFE 11 (2002) 3, pp. 175-190
Persistent link: https://www.econbiz.de/10006439079
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RISK MANAGEMENT - Value at Risk - A comprehensive introduction to a concise tool for measuring and reporting aggregate market risk is provided
Linsmeier, Thomas J.; Pearson, Neil D. - In: Financial analysts' journal : FAJ 56 (2000) 2, pp. 47-67
Persistent link: https://www.econbiz.de/10006289517
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ARTICLES - Is the Short Rate Drift Actually Nonlinear?
Chapman, David A.; Pearson, Neil D. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 355-388
Persistent link: https://www.econbiz.de/10006571129
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ARTICLES - Is the Short Rate Drift Actually Nonlinear?
Chapman, David A.; Pearson, Neil D. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 355-388
Persistent link: https://www.econbiz.de/10006571149