//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio-Management"
~person:"Jarrow, Robert A."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Max Webers Institutionalisieru...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
163
Theory
163
CAPM
38
Bubbles
31
Spekulationsblase
31
Portfolio selection
26
Börsenkurs
24
Derivat
24
Derivative
24
Share price
24
Yield curve
22
Zinsstruktur
22
Credit risk
20
Kreditrisiko
20
Option pricing theory
14
Optionspreistheorie
14
Arbitrage
13
Financial market
11
Finanzmarkt
11
Risiko
11
Risk
11
USA
11
United States
11
Anleihe
9
Bond
9
Black-Scholes model
8
Black-Scholes-Modell
8
Incomplete market
8
Interest rate derivative
8
Martingal
8
Martingale
8
Risikomaß
8
Risk measure
8
Unvollkommener Markt
8
Zinsderivat
8
Hedging
7
Risikoprämie
7
Risk premium
7
Geldpolitik
6
more ...
less ...
Online availability
All
Free
8
Undetermined
6
Type of publication
All
Article
15
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Glossar enthalten
1
Glossary included
1
Lehrbuch
1
Textbook
1
Language
All
English
26
Author
All
Jarrow, Robert A.
Fabozzi, Frank J.
122
Maurer, Raimond
76
Platen, Eckhard
54
Gollier, Christian
52
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
39
Markowitz, Harry
39
Li, Duan
38
Campbell, John Y.
37
Post, Thierry
36
Satchell, Stephen
35
Lo, Andrew W.
34
Prigent, Jean-Luc
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Kraft, Holger
31
Vanduffel, Steven
31
Levy, Haim
30
Lucas, André
30
Zagst, Rudi
30
Hens, Thorsten
29
Bodie, Zvi
28
Wong, Hoi Ying
28
Wong, Wing Keung
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Wang, Ruodu
26
Gouriéroux, Christian
25
Pedersen, Lasse Heje
25
Van Wincoop, Eric
25
Bacchetta, Philippe
24
more ...
less ...
Published in...
All
Mathematics and financial economics
3
Journal of risk
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Agricultural finance review
1
Annals of finance
1
Finance and stochastics
1
Finance research letters
1
Financial analysts' journal : FAJ
1
Johnson School Research Paper Series
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
The journal of fixed income : JFI
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Derivative securities
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1996
Persistent link: https://www.econbiz.de/10000966002
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
5
Designing catastrophic bonds for catastrophic risks in agriculture : macro hedging long and short rains in Kenya
Sun, Lin
;
Turvey, Calum Greig
;
Jarrow, Robert A.
- In:
Agricultural finance review
75
(
2015
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10011305770
Saved in:
6
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
7
Optimal cash holdings under heterogeneous beliefs
Jarrow, Robert A.
;
Krishenik, Andrey
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 712-747
Persistent link: https://www.econbiz.de/10011969095
Saved in:
8
Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
Saved in:
9
Large-trader impact and market regulation
Gastineau, Gary L.
- In:
Financial analysts' journal : FAJ
47
(
1991
)
4
,
pp. 40-51
Persistent link: https://www.econbiz.de/10001111205
Saved in:
10
A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Finance research letters
2
(
2005
)
1
,
pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->