Narrow search
Showing 1 - 10 of 75
Cover Image
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A. - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Finance theory
Jarrow, Robert A. - 1988
Persistent link: https://www.econbiz.de/10013475115
Cover Image
Risk measurement in semimartingale models with multiple consumption goods
Madan, Dilip B. - In: Journal of economic theory 2 (1988), pp. 398-412
Persistent link: https://www.econbiz.de/10001058627
Cover Image
A two price theory of financial equilibrium with risk management implications
Madan, Dilip B. - In: Annals of finance 8 (2012) 4, pp. 489-505
Persistent link: https://www.econbiz.de/10009670963