//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Market Price of Risk in In...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
102
Language
All
Undetermined
98
English
4
Author
All
Liu, Jun
57
Longstaff, Francis A.
50
Ang, Andrew
8
Schwartz, Eduardo S.
8
Hui, Chun
5
Lee, Cynthia
5
Pan, Jun
5
Santa-Clara, Pedro
5
Bekaert, Geert
4
Grinblatt, Mark
4
Kwan, Ho Kwong
4
Chen, Zhen Xiong
3
Cochrane, John H.
3
Duarte, Jefferson
2
Kahl, Matthias
2
Liu, Yongmei
2
Mandell, Ravit E.
2
Ruan, Da
2
Singleton, Kenneth J.
2
Wang, Jiang
2
Wang, Wei
2
Wei, Li-Qun
2
Wu, Longzeng
2
Yu, Fan
2
Zhou, Yu
2
Arora, Navneet
1
Atay, Salim
1
Bhansali, Vineer
1
Blickle, Gerhard
1
Calzada, Alberto
1
Cao, Kun-peng
1
Carchon, Roland
1
Chen, Yuan-Yi
1
Chiu, Randy K.
1
Cornell, Bradford
1
Dai, Junhu
1
Duffie, Darrell
1
Eastman, Jacqueline K.
1
Elhag, Taha M.S.
1
Ferris, Gerald R.
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc
17
The review of financial studies
16
Journal of financial economics
10
The journal of finance : the journal of the American Finance Association
9
Human resource management
4
Journal of management studies : JMS
4
Financial analysts' journal : FAJ
3
The international journal of human resource management
3
The journal of fixed income
3
Frontiers of business research in China : selected publications from Chinese universities
2
Journal of economic theory
2
Journal of financial and quantitative analysis : JFQA
2
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
Review of accounting studies
2
The journal of business : B
2
Administrative science quarterly : ASQ ; dedicated to advancing the understanding of administration through empirical investigation and theoretical analysis
1
American economic journal / Macroeconomics : a journal of the American Economic Association
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Career development international : the journal for executive, consultants, academics and individuals
1
Computers & industrial engineering : CAIE ; an internat. journal
1
European journal of operational research : EJOR
1
Financial management
1
Human resource management review
1
International journal of cross cultural management : CCM
1
Journal of business research : JBR
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Journal of management : JOM
1
Journal of monetary economics
1
Journal of organizational change management
1
Journal of the American Statistical Association : JASA
1
Logistics information management
1
Nankai business review international
1
Quality and reliability engineering international
1
The American economic review
1
The journal of consumer marketing
1
Tourism management : research, policies, practice
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
364
RePEc
125
Other ZBW resources
21
BASE
4
EconStor
1
Showing
1
-
10
of
102
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2337-2360
Persistent link: https://www.econbiz.de/10007398356
Saved in:
2
THE MARKET PRICE OF CREDIT RISK: AN EMPIRICAL ANALYSIS OF INTEREST RATE SWAP SPREADS
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
-
2002
Persistent link: https://www.econbiz.de/10006973773
Saved in:
3
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias
;
Liu, Jun
;
Longstaff, Francis A.
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 385-410
Persistent link: https://www.econbiz.de/10006507474
Saved in:
4
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
Liu, Jun
;
Longstaff, Francis A.
- In:
The review of financial studies
17
(
2013
)
3
,
pp. 611-610
Persistent link: https://www.econbiz.de/10010114524
Saved in:
5
DYNAMIC ASSET ALLOCATION WITH EVENT RISK
Liu, Jun
;
Longstaff, Francis A.
;
Pan, Jun
-
2002
Persistent link: https://www.econbiz.de/10006973105
Saved in:
6
PAPER MILLIONAIRES: HOW VALUABLE IS STOCK TO A STOCKHOLDER WHO IS RESTRICTED FROM SELLING IT?
Kahl, Matthias
;
Liu, Jun
;
Longstaff, Francis A.
-
2002
Persistent link: https://www.econbiz.de/10006973954
Saved in:
7
Borrower Credit and the Valuation of Mortgage-Backed Securities
Longstaff, Francis A.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 619-662
Persistent link: https://www.econbiz.de/10006874315
Saved in:
8
Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
George, Thomas J.
;
Longstaff, Francis A.
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
3
,
pp. 381-398
Persistent link: https://www.econbiz.de/10006711800
Saved in:
9
Corporate earnings and the equity premium
Longstaff, Francis A.
;
Piazzesi, Monika
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 401-422
Persistent link: https://www.econbiz.de/10006502564
Saved in:
10
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10006511919
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->