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subject:"Portfolio-Management"
subject:"United States"
~person:"Jarrow, Robert A."
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Thesis"
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Portfolio-Management
United States
Portfolio selection
Prognoseverfahren
Theorie
106
Theory
106
CAPM
27
Bubbles
17
Spekulationsblase
17
Yield curve
17
Zinsstruktur
17
Derivat
15
Derivative
15
Börsenkurs
14
Credit risk
14
Kreditrisiko
14
Share price
14
Option pricing theory
11
Optionspreistheorie
11
Arbitrage
10
USA
10
Risiko
9
Risk
9
Martingal
8
Martingale
8
Black-Scholes model
7
Black-Scholes-Modell
7
Hedging
7
Risikomaß
7
Risk measure
7
Financial market
5
Finanzmarkt
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Geldpolitik
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Insolvency
5
Insolvenz
5
Monetary policy
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Risikoprämie
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Risk premium
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Anleihe
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Bond
4
Interest rate derivative
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Article
25
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Aufsatz in Zeitschrift
Bibliografie enthalten
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25
Glossar enthalten
1
Glossary included
1
Lehrbuch
1
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1
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English
25
Author
All
Jarrow, Robert A.
Fabozzi, Frank J.
50
Franses, Philip Hans
44
Gupta, Rangan
41
Clements, Michael P.
40
Timmermann, Allan
40
Diebold, Francis X.
36
Korn, Ralf
32
Heckman, James J.
28
Petropoulos, Fotios
28
Escobar, Marcos
27
Hendry, David F.
27
Wong, Wing Keung
27
Marcellino, Massimiliano
26
Li, Duan
25
Pierdzioch, Christian
25
Swanson, Norman R.
25
Hyndman, Rob J.
24
Moosa, Imad A.
24
Wang, Yudong
24
Bollerslev, Tim
23
Chavas, Jean-Paul
23
Makridakis, Spyros G.
23
Satchell, Stephen
23
Zagst, Rudi
23
Koop, Gary
22
Lo, Andrew W.
22
Dijk, Dick van
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
20
Engle, Robert F.
19
Ferson, Wayne E.
19
Guerard, John Baynard
19
Lee, Cheng F.
19
Lien, Da-hsiang Donald
19
MacDonald, Ronald
19
Tower, Edward
19
Campbell, John Y.
18
Christiano, Lawrence J.
18
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematics and financial economics
3
Journal of risk
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
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
Review of futures markets
1
The journal of business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income : JFI
1
The review of financial studies
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ECONIS (ZBW)
25
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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
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:
4
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:
5
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:
6
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:
7
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:
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
The impact of quantitative easing on the US term structure of interest rates
Jarrow, Robert A.
;
Li, Hao
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 287-321
Persistent link: https://www.econbiz.de/10011293077
Saved in:
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