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Jarrow, Robert A.
34
Jarrow, Robert
24
Protter, Philip
6
Turnbull, Stuart M.
5
Chatterjea, Arkadev
4
Yildirim, Yildiray
4
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3
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Journal of banking & finance
5
Finance and stochastics
4
Review of derivatives research
4
Risk : managing risk in the world's financial markets
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of finance : the journal of the American Finance Association
4
Journal of financial and quantitative analysis : JFQA
3
Financial management
2
Journal of financial services research : JFSR
2
The journal of fixed income
2
The review of financial studies
2
Financial analysts' journal : FAJ
1
Journal of financial economics
1
Journal of financial education
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
Review of quantitative finance and accounting
1
The RMA-journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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OLC EcoSci
ECONIS (ZBW)
341
RePEc
98
USB Cologne (EcoSocSci)
9
Other ZBW resources
7
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Applications and Case Studies - Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
Jarrow, Robert
;
Ruppert, David
;
Yu, Yan
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 57-66
Persistent link: https://www.econbiz.de/10006610282
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2
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
Jarrow, Robert
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-358
Persistent link: https://www.econbiz.de/10006694526
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3
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Hogan, Steve
;
Jarrow, Robert
;
Teo, Melvyn
;
Warachka, Mitch
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 525-566
Persistent link: https://www.econbiz.de/10006503433
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4
VALUATION - Default Parameter Estimation Using Market Prices - A new method for estimating recovery rates and default likelihoods explicitly incorporates equity prices and a liquidity premium.
Jarrow, Robert
- In:
Financial analysts' journal : FAJ
57
(
2001
)
5
,
pp. 75-92
Persistent link: https://www.econbiz.de/10006271965
Saved in:
5
An Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand Deposits
Janosi, Tibor
;
Jarrow, Robert
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10005965390
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6
Review of John E. Gilster, Jr. "Option Pricing Theory: Is 'Risk-Free' Hedging Feasible?"
Jarrow, Robert
- In:
Financial management
26
(
1997
)
1
,
pp. 106-108
Persistent link: https://www.econbiz.de/10005984240
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7
Downside Loss Aversion and Portfolio Management
Jarrow, Robert
;
Zhao, Feng
- In:
Management science : journal of the Institute for …
52
(
2006
)
4
,
pp. 558-566
Persistent link: https://www.econbiz.de/10006075229
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8
How Valuable is Credit Card Lending?
Chatterjea, Arkadev
;
Jarrow, Robert
;
Neal, Robert
; …
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10005930426
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9
IS THERE A BUBBLE IN LINKEDIN'S STOCK PRICE?
Jarrow, Robert
;
Kchia, Younes
;
Protter, Philip
- In:
The journal of portfolio management : a publication of …
38
(
2011
)
1
,
pp. 125-131
Persistent link: https://www.econbiz.de/10009800581
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10
ARTICLES - Put Option Premiums and Coherent Risk Measures
Jarrow, Robert
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 135-142
Persistent link: https://www.econbiz.de/10008216391
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