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Madan, Dilip B.
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Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
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pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
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On model testing in financial economics
Jarrow, Robert A.
- In:
The financial review : the official publication of the …
45
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2010
)
2
,
pp. 277-285
Persistent link: https://www.econbiz.de/10003974068
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Risk premia in option markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
1
,
pp. 71-94
Persistent link: https://www.econbiz.de/10011555434
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4
Efficient estimation of expected stock price returns
Madan, Dilip B.
- In:
Finance research letters
23
(
2017
),
pp. 31-38
Persistent link: https://www.econbiz.de/10011808349
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Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
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Nonlinear equity valuation using conic finance and its regulatory implications
Madan, Dilip B.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 31-65
Persistent link: https://www.econbiz.de/10012055751
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Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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8
Estimating the interest rate term structure of corporate debt with a semiparametric penalized spline model
Jarrow, Robert A.
;
Ruppert, David
;
Yu, Yan
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 57-66
Persistent link: https://www.econbiz.de/10002029382
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Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
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Asset price bubbles
Jarrow, Robert A.
- In:
Annual review of financial economics
7
(
2015
),
pp. 201-218
Persistent link: https://www.econbiz.de/10011567547
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