Similar Search Results - EconBiz

A general equilibrium model of changing risk premia : theory and tests

Bossaerts, Peter L. - In: The review of financial studies 2 (1989) 4, pp. 467-493

Persistent link: https://www.econbiz.de/10001106407

The valuation of nonsystematic risks and the pricing of Swedish lottery bonds

Green, Richard C. - In: The review of financial studies 10 (1997) 2, pp. 447-480

Persistent link: https://www.econbiz.de/10001220571

Valuation and return dynamics of new ventures

Berk, Jonathan B.; Green, Richard C.; Naik, Vasanttilak - In: The review of financial studies 17 (2004) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10001907074

Valuation and Return Dynamics of New Ventures

Green, Richard C.; Berk, Jonathan B.; Naik, Vasanttilak - 2021

We develop and analyze a model of a multi-stage investment project that captures many features of R&D ventures and start-up companies. An important feature these problems share is that the firm learns about the potential profitability of the project throughout its life, but that research and...

Persistent link: https://www.econbiz.de/10013224679

Valuation and Return Dynamics of New Ventures

Berk, Jonathan B. - 1998

We develop and analyze a model of a multi-stage investment project that captures many features of R&D ventures and start-up companies. An important feature these problems share is that the firm learns about the potential profitability of the project throughout its life, but that research and...

Persistent link: https://www.econbiz.de/10012472068

The economics of insurance : a derivatives-based approach

Jarrow, Robert A. - In: Annual review of financial economics 13 (2021), pp. 79-110

Persistent link: https://www.econbiz.de/10012612499

A credit spread decomposition : a resolution of the credit spread puzzle

Jarrow, Robert A. - 2024

Persistent link: https://www.econbiz.de/10015399494

Put option premiums and coherent risk measures

Jarrow, Robert A. - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 135-142

Persistent link: https://www.econbiz.de/10001686241

Estimating expected losses and liquidity discounts implicit in debt prices

Janosi, Tibor; Jarrow, Robert A.; Yildirim, Yildiray - In: Innovations in risk management : seminal papers from …, (pp. 457-507). 2004

Persistent link: https://www.econbiz.de/10002600556

Liquidity risk and the term structure of interest rates

Jarrow, Robert A.; Roch, Alexandre F. - In: Mathematics and financial economics 9 (2015) 1, pp. 57-83

Persistent link: https://www.econbiz.de/10010500696

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