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~subject:"Portfolio selection"
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Portfolio selection
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Jarrow, Robert A.
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Annals of finance
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3
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1
Derivative securities
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1996
Persistent link: https://www.econbiz.de/10000966002
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2
Unresolved issues in modeling credit-risky assets
Turnbull, Stuart M.
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 68-87
Persistent link: https://www.econbiz.de/10003018899
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3
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
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4
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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5
On model testing in financial economics
Jarrow, Robert A.
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 277-285
Persistent link: https://www.econbiz.de/10003974068
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6
Active portfolio management and positive alphas : fact or fantasy?
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 17-22
Persistent link: https://www.econbiz.de/10008652184
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7
A simple robust model for cat bond valuation
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
2
,
pp. 72-79
Persistent link: https://www.econbiz.de/10009272771
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8
Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A.
- In:
Finance research letters
1
(
2004
)
2
,
pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
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9
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
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10
Finance theory
Jarrow, Robert A.
-
1988
Persistent link: https://www.econbiz.de/10013475115
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