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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~person:"Das, Sanjiv R."
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Zinsstruktur"
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Das, Sanjiv R.
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5
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
7
Journal of investment management : JOIM
5
The journal of fixed income
4
Journal of banking & finance
3
Journal of economic dynamics & control
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Review of derivatives research
2
Annals of operations research
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Annual review of financial economics
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BNP Paribas Hedge Fund Centre working paper series / BNP Paribas Hedge Fund Centre
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Computational management science
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Discussion paper / Centre for Economic Policy Research
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Technical working paper / National Bureau of Economic Research
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The credit market handbook : advanced modeling issues
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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The journal of wealth management : JWM
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The principal principle
Das, Sanjiv R.
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1215-1246
Persistent link: https://www.econbiz.de/10009728909
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2
Of smiles and smirks : a term structure perspective
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
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