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CMBS market efficiency : the c...
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CAPM
Theorie
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Theory
187
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52
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Börsenkurs
50
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50
Credit risk
48
Kreditrisiko
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43
Portfolio selection
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Insolvenz
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Risk premium
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Jarrow, Robert A.
62
Protter, Philip E.
7
Protter, Philip
5
Jarrow, Robert
4
Heath, David C.
3
Lamichhane, Sujan
3
Madan, Dilip B.
3
Morton, Andrew J.
3
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3
Zhu, Liao
3
Basu, Sumanta
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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Mathematics and financial economics
4
Annals of finance
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
Johnson School Research Paper Series
2
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2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Financial engineering
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Frontiers of mathematical finance : FMF
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The definitive guide to CDOs : market, application, valuation and hedging
1
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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
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2
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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3
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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4
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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5
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
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6
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
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7
Preferences, continuity, and the arbitrage pricing theory
Jarrow, Robert A.
- In:
The review of financial studies
1
(
1988
)
2
,
pp. 159-172
Persistent link: https://www.econbiz.de/10001106139
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8
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
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9
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
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10
Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
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