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2
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Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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2
The numeraire portfolio
Long, John B.
- In:
Journal of financial economics
26
(
1990
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10001100939
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3
Risk budgeting : portfolio problem solving with value-at-risk
Pearson, Neil D.
-
2002
Persistent link: https://www.econbiz.de/10001603413
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4
An efficient approach for pricing spread options
Pearson, Neil D.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10001219429
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5
What's new in value-at risk? : A selective survey
Pearson, Neil D.
- In:
Global risk management : financial, operational, and …
,
(pp. 15-37)
.
2002
Persistent link: https://www.econbiz.de/10001748580
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6
Open-end mutual funds and capital-gains taxes
Barclay, Michael J.
- In:
Journal of financial economics
49
(
1998
)
1
,
pp. 3-43
Persistent link: https://www.econbiz.de/10001244934
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7
Differential interpretation of public signals and trade in speculative markets
Kandel, Eugene
- In:
Journal of political economy
103
(
1995
)
4
,
pp. 831-872
Persistent link: https://www.econbiz.de/10001185495
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8
Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua
- In:
Journal of economic theory
54
(
1991
)
2
,
pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
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9
Flexibility versus commitment in personnel management
Kandel, Eugene
;
Pearson, Neil D.
- In:
Journal of the Japanese and international economies : …
15
(
2001
)
4
,
pp. 515-556
Persistent link: https://www.econbiz.de/10001696115
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10
Exploiting the conditional density in estimating the term structure : an application to the Cox, Ingersoll, and Ross model
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
,
pp. 1279-1304
Persistent link: https://www.econbiz.de/10001171966
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