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~isPartOf:"International journal of theoretical and applied finance"
~person:"Jarrow, Robert A."
~person:"Linton, Oliver"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Sammlung"
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Bubbles
3
Spekulationsblase
3
Theorie
3
Theory
3
Börsenkurs
2
CAPM
2
Share price
2
price bubbles
2
ABS
1
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Elektronisches Handelssystem
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Financial economics
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Kapitalmarkttheorie
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Jarrow, Robert A.
Linton, Oliver
Elliott, Robert J.
13
Fabozzi, Frank J.
12
Levendorskij, Sergej Z.
12
Brigo, Damiano
11
Kwok, Yue-Kuen
11
Jeanblanc, Monique
10
Benth, Fred Espen
9
Korn, Ralf
9
Madan, Dilip B.
9
Račev, Svetlozar T.
9
Schoutens, Wim
9
Platen, Eckhard
8
Rutkowski, Marek
8
Bouchaud, Jean-Philippe
7
Gapeev, Pavel V.
7
Jaimungal, Sebastian
7
Konno, Hiroshi
7
Leung, Tim
7
Takahashi, Akihiko
7
Wilmott, Paul
7
Arai, Takuji
6
Avellaneda, Marco
6
Bielecki, Tomasz R.
6
Cartea, Álvaro
6
Joshi, Mark S.
6
Liu, Rui Hua
6
Pallavicini, Andrea
6
Rebonato, Riccardo
6
Wu, Lixin
6
Biagini, Francesca
5
Bojarčenko, Svetlana I.
5
Chiarella, Carl
5
Ekström, Erik
5
Friedman, Craig
5
Hughston, Lane P.
5
Hui, Cho H.
5
Lo, C. F.
5
Macrina, Andrea
5
Meyer-Brandis, Thilo
5
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International journal of theoretical and applied finance
Journal of econometrics
37
Econometric theory
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Cambridge working papers in economics
11
Review of derivatives research
11
Finance research letters
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Mathematics and financial economics
7
Econometric reviews
6
Journal of financial and quantitative analysis : JFQA
6
The quarterly journal of finance
6
Annual review of financial economics
5
Journal of banking & finance
5
The journal of finance : the journal of the American Finance Association
5
Finance and stochastics
4
The review of financial studies
4
Annals of finance
3
Cambridge-INET working papers
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of the American Statistical Association : JASA
3
Quantitative finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of portfolio management : a publication of Institutional Investor
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial economics
2
Journal of risk
2
Journal of risk management in financial institutions
2
The econometrics journal
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of fixed income
2
The review of economic studies
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
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1
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
2
A CAPM with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
3
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
4
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
5
Forward and futures prices with bubbles
Jarrow, Robert A.
;
Protter, Philipp
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 901-924
Persistent link: https://www.econbiz.de/10003928307
Saved in:
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