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CMBS market efficiency : the c...
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Theory
Theorie
187
CAPM
67
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52
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50
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50
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48
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Jarrow, Robert A.
178
Protter, Philip E.
15
Protter, Philip
11
Yildirim, Yildiray
10
Li, Siguang
9
Jarrow, Robert
7
Lamichhane, Sujan
7
Larsson, Martin
7
Turnbull, Stuart M.
7
Heath, David C.
5
Madan, Dilip B.
5
Deventer, Donald R. van
4
Kwok, Simon Sai Man
4
Carr, Peter
3
Cherian, Joseph
3
Christopoulos, Andreas D.
3
Grigorian, Karen
3
Guo, Xin
3
Kchia, Younes
3
Li, Hao
3
Morton, Andrew J.
3
Purnanandam, Amiyatosh
3
Roch, Alexandre F.
3
Amin, Kaushik I.
2
Choi, Soon Hyeok
2
Diener, Nicolas
2
Jacquier, Eric
2
Janosi, Tibor
2
Krishenik, Andrey
2
Lando, David
2
Leach, J. Chris
2
Li, Haitao
2
Liu, Yuxuan
2
Minca, Andreea
2
San Martin, Jaime
2
Sağlam, Mehmet
2
Shimbo, Kazuhiro
2
Silva, Felipe Bastos Gurgel
2
Xu, Liheng
2
Yu, Fan
2
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Johnson School Research Paper Series
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Finance research letters
7
Finance and stochastics
5
Journal of financial and quantitative analysis : JFQA
5
The journal of finance : the journal of the American Finance Association
5
Annual review of financial economics
4
Journal of banking & finance
4
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4
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4
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3
Frontiers of mathematical finance : FMF
3
International journal of theoretical and applied finance
3
Quantitative finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
International journal of theoretical and applied finance : IJTAF
2
Journal of financial services research : JFSR
2
Journal of risk
2
The journal of fixed income
2
22-333
1
A Chapman & Hall book
1
Advances in futures and options research : a research annual
1
Annals of Applied Probability, Forthcoming
1
Annals of finance
1
Chapman & Hall/CRC financial mathematics series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
1
Handbooks in operations research and management science
1
Innovations in risk management : seminal papers from the Journal of Risk
1
Johns Hopkins Carey Business School Research Paper
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial economics
1
Journal of financial engineering
1
Journal of financial markets
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Journal of international money and finance
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ECONIS (ZBW)
187
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1
Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
Saved in:
2
Pricing interest rate options
Jarrow, Robert A.
- In:
Finance
,
(pp. 251-272)
.
1995
Persistent link: https://www.econbiz.de/10001318013
Saved in:
3
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
Saved in:
4
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
Saved in:
5
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
6
Detecting asset price bubbles
Jarrow, Robert A.
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 30-34
Persistent link: https://www.econbiz.de/10009671713
Saved in:
7
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
Saved in:
8
A CAPM with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
9
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
Saved in:
10
Market manipulation, bubbles, corners, and short squeezes
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001129750
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