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CMBS market efficiency : the c...
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Theorie
187
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187
CAPM
67
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52
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52
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50
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50
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48
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45
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43
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43
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43
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39
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38
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33
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33
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315
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Jarrow, Robert A.
415
Jarrow, Robert
89
Protter, Philip
34
Yildirim, Yildiray
33
Protter, Philip E.
26
Turnbull, Stuart M.
23
Chatterjea, Arkadev
13
Larsson, Martin
13
Madan, Dilip B.
12
Li, Haitao
10
Guo, Xin
9
Jacquier, Eric
9
Kchia, Younes
9
Kwok, Simon Sai Man
9
Lamichhane, Sujan
9
Lando, David
9
Li, Siguang
9
Deventer, Donald R. van
8
Christopoulos, Andreas D.
7
Teo, Melvyn
7
Warachka, Mitch
7
Yu, Fan
7
Janosi, Tibor
6
Li, Hao
6
Purnanandam, Amiyatosh
6
Wells, Martin T.
6
Zhu, Liao
6
Amin, Kaushik I.
5
Carr, Peter
5
Heath, David C.
5
Rudd, Andrew
5
Subramanian, Ajay
5
Zeng, Yan
5
Zhao, Feng
5
Ascheberg, Marius
4
Chava, Sudheer
4
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4
Cherian, Joseph A.
4
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4
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1
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1
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Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Review of derivatives research
17
Finance research letters
13
Journal of banking & finance
13
The journal of finance : the journal of the American Finance Association
13
Finance Research Letters
11
Mathematical Finance
11
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9
Journal of financial and quantitative analysis : JFQA
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Review of Derivatives Research
8
Annual review of financial economics
7
Journal of financial economics
7
Mathematics and financial economics
7
Journal of Banking & Finance
6
Journal of Financial and Quantitative Analysis
6
The journal of fixed income
6
The quarterly journal of finance
6
The review of financial studies
6
International journal of theoretical and applied finance
5
Journal of Financial Economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Annual Review of Financial Economics
4
Finance and Stochastics
4
Journal of financial services research : JFSR
4
Papers / arXiv.org
4
Risk : managing risk in the world's financial markets
4
Annals of finance
3
Finance
3
Frontiers of mathematical finance : FMF
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of Finance
3
Quantitative finance
3
The financial review : the official publication of the Eastern Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
Credit risk models and management
2
Economics Letters
2
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ECONIS (ZBW)
341
RePEc
98
OLC EcoSci
58
USB Cologne (EcoSocSci)
9
Other ZBW resources
7
BASE
1
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51
Finance theory
Jarrow, Robert A.
-
1988
Persistent link: https://www.econbiz.de/10013475115
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52
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
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53
Modelling fixed income securities and interest rate options
Jarrow, Robert A.
-
1996
Persistent link: https://www.econbiz.de/10013469033
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54
Risk‐neutral pricing techniques and examples
Jarrow, Robert A.
;
Patie, Pierre
;
Srapionyan, Anna
; …
- In:
Mathematical Finance
31
(
2021
)
3
,
pp. 857-884
Persistent link: https://www.econbiz.de/10012538286
Saved in:
55
Inferring financial bubbles from option data
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of Applied Econometrics
36
(
2021
)
7
,
pp. 1013-1046
Persistent link: https://www.econbiz.de/10012632843
Saved in:
56
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Saved in:
57
The second fundamental theorem of asset pricing : a new approach
Battig, Robert J.
;
Jarrow, Robert A.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1219-1235
Persistent link: https://www.econbiz.de/10001434636
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58
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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59
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
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60
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
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