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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~type_genre:"Amtsdruckschrift"
~type_genre:"Collection of articles written by one author"
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Portfolio-Management
Theorie
237
Theory
237
CAPM
36
Estimation theory
33
Schätztheorie
33
Portfolio selection
29
Credit risk
28
Kreditrisiko
28
Yield curve
27
Zinsstruktur
27
Derivat
24
Derivative
24
Börsenkurs
19
Share price
19
Bubbles
17
Option pricing theory
17
Optionspreistheorie
17
Spekulationsblase
17
Time series analysis
17
Zeitreihenanalyse
17
Risiko
14
Risk
14
Arbitrage
13
Risikomaß
13
Risk measure
13
Volatility
12
Volatilität
12
Risikoprämie
11
Risk premium
11
Estimation
10
Hedging
10
Schätzung
10
Stochastic process
10
Stochastischer Prozess
10
USA
10
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8
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Article
24
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5
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Article in journal
Amtsdruckschrift
Collection of articles written by one author
Aufsatz in Zeitschrift
24
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Government document
5
Lehrbuch
3
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3
Bibliografie enthalten
2
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2
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1
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Language
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English
27
French
2
Author
All
Gouriéroux, Christian
Jarrow, Robert A.
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
18
Wang, Ruodu
18
Post, Thierry
17
Wong, Hoi Ying
17
Gollier, Christian
16
Chen, Zhiping
15
Levy, Haim
15
Li, Zhongfei
15
Liang, Zongxia
15
Lioui, Abraham
15
Platen, Eckhard
15
Vanduffel, Steven
15
Yao, Haixiang
15
Cui, Xiangyu
14
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Siu, Tak Kuen
14
Koo, Hyeng-keun
13
Kwon, Roy H.
13
Sass, Jörn
13
Zeng, Yan
13
Zhou, Guofu
13
Bernard, Carole
12
Dai, Min
12
Guerard, John Baynard
12
Kim, Woo Chang
12
Kraft, Holger
12
Li, Xun
12
Liesiö, Juuso
12
Lo, Andrew W.
12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Journal of banking & finance
3
Journal of empirical finance
3
Mathematics and financial economics
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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
Econometric reviews
1
Finance and stochastics
1
Finance research letters
1
Financial analysts' journal : FAJ
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
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ECONIS (ZBW)
29
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1
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29
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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
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
3
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:
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 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:
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
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