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CREDIT RISK: The determinants...
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CAPM
Theorie
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54
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43
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43
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42
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42
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Jarrow, Robert A.
55
Protter, Philip E.
8
Heath, David C.
3
Jarrow, Robert
3
Lamichhane, Sujan
3
Li, Li
3
Madan, Dilip B.
3
Morton, Andrew J.
3
Choi, Soon Hyeok
2
Kwok, Simon Sai Man
2
San Martín, Jaime
2
Silva, Felipe Bastos Gurgel
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Mathematics and financial economics
4
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3
Finance research letters
3
Journal of financial and quantitative analysis : JFQA
3
The quarterly journal of finance
3
Finance and stochastics
2
International journal of theoretical and applied finance
2
Journal of risk
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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2
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2
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Financial engineering
1
Frontiers of mathematical finance : FMF
1
International journal of theoretical and applied finance : IJTAF
1
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1
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1
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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1
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1
Rodney L. White Center for Financial Research
1
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1
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1
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The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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1
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:
2
Market timing, selectivity, and mutual fund performance
Lee, Cheng F.
;
Li, Li
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 41-84
Persistent link: https://www.econbiz.de/10001695509
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3
Investors' heterogeneity and tranching
Wang, Frank Yong
;
Wei, Xu
;
Li, Li
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3679-3684
Persistent link: https://www.econbiz.de/10011621159
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4
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
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5
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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6
A CAPM with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
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7
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
8
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
Saved in:
9
The second fundamental theorem of asset pricing : a new approach
Battig, Robert J.
;
Jarrow, Robert A.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1219-1235
Persistent link: https://www.econbiz.de/10001434636
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10
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
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