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subject:"Portfolio selection"
type_genre:"Multi-volume publication"
~person:"Jarrow, Robert A."
~subject:"Makroökonometrie"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
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Portfolio selection
Makroökonometrie
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Theorie
106
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27
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17
Spekulationsblase
17
Yield curve
17
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17
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15
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15
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15
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14
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14
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14
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Multi-volume publication
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Jarrow, Robert A.
Fabozzi, Frank J.
51
Gil-Alaña, Luis A.
36
Caporale, Guglielmo Maria
30
Korn, Ralf
29
Wong, Wing Keung
28
Escobar, Marcos
26
Kumbhakar, Subal
25
Li, Duan
25
Serletis, Apostolos
25
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24
Zagst, Rudi
22
Gouriéroux, Christian
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Pesaran, M. Hashem
19
Satchell, Stephen
19
Bahmani-Oskooee, Mohsen
18
Forsyth, Peter A.
18
Lo, Andrew W.
18
Post, Thierry
18
Wang, Ruodu
18
Wong, Hoi Ying
17
Chang, Tsangyao
16
Chen, Zhiping
16
Gollier, Christian
16
Levy, Haim
16
Liang, Zongxia
16
Timmermann, Allan
16
Vanduffel, Steven
16
Wohar, Mark E.
16
Zhou, Guofu
16
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15
Brooks, Robert
15
Creedy, John
15
Engle, Robert F.
15
Ghysels, Eric
15
Guidolin, Massimo
15
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15
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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
European finance review : the official journal of the European Finance Association
1
Finance and stochastics
1
Finance research letters
1
Financial analysts' journal : FAJ
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ECONIS (ZBW)
17
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1
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
2
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
Saved in:
3
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:
4
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:
5
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:
6
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
7
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:
8
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:
9
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:
10
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:
1
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