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~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Bhanot, Karan"
~person:"Biagini, Francesca"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Risk premium"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Börsenkurs
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20
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7
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Bhanot, Karan
Biagini, Francesca
Jarrow, Robert A.
Fabozzi, Frank J.
12
Rogers, Leonard C. G.
11
Schachermayer, Walter
11
Chen, Ren-Raw
10
Filipović, Damir
10
Platen, Eckhard
10
Delbaen, Freddy
8
Gouriéroux, Christian
8
Madan, Dilip B.
8
Zhou, Xun Yu
8
Glasserman, Paul
7
Hobson, David G.
7
Kardaras, Constantinos
7
Linetsky, Vadim
7
Schweizer, Martin
7
Touzi, Nizar
7
Baillie, Richard
6
Carr, Peter
6
Frittelli, Marco
6
Scaillet, Olivier
6
Wang, Yudong
6
Yor, Marc
6
Cadenillas, Abel
5
Cont, Rama
5
Dai, Min
5
Frey, Rüdiger
5
Frijns, Bart
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Jamshidian, Farshid
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5
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5
Wu, Chunchi
5
Bielecki, Tomasz R.
4
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4
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Journal of empirical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of fixed income
Review of derivatives research
11
Mathematics and financial economics
7
Finance research letters
6
International journal of theoretical and applied finance
6
The quarterly journal of finance
6
Annual review of financial economics
5
Journal of banking & finance
5
Journal of financial and quantitative analysis : JFQA
5
Finance and stochastics
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Quantitative finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Journal of financial economics
2
Journal of financial markets
2
Journal of risk
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
The journal of business : B
2
The journal of futures markets
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy economics
1
European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
1
Handbooks in operations research and management science
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial services research : JFSR
1
Journal of financial stability
1
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ECONIS (ZBW)
23
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1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
3
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
4
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
5
The meaning of market efficiency
Jarrow, Robert A.
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009554696
Saved in:
6
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
7
Negative credit spreads : liquidity and limits to arbitrage
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
Saved in:
8
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
9
Takeover risk and the correlation between stocks and bonds
Bhanot, Karan
;
Mansi, Sattar
;
Wald, John K.
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 381-393
Persistent link: https://www.econbiz.de/10009267293
Saved in:
10
Local risk minimization for defaultable markets
Biagini, Francesca
;
Cretarola, Alessandra
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003937549
Saved in:
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