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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Martellini, Lionel"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
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Gouriéroux, Christian
Jarrow, Robert A.
Martellini, Lionel
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23
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Journal of empirical finance
The journal of fixed income
Journal of econometrics
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
The journal of portfolio management : a publication of Institutional Investor
15
Review of derivatives research
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Finance research letters
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International journal of theoretical and applied finance
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The quarterly journal of finance
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The journal of finance : the journal of the American Finance Association
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The journal of portfolio management : JPM
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Review of finance : journal of the European Finance Association
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The journal of credit risk : published quarterly by Incisive Media
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The journal of fixed income : JFI
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Advances in futures and options research : a research annual
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European financial management : the journal of the European Financial Management Association
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International journal of theoretical and applied finance : IJTAF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Journal of financial economics
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ECONIS (ZBW)
16
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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
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
3
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
4
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
5
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:
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
L-performance with an application to hedge funds
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10003899210
Saved in:
8
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
9
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
10
Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
Saved in:
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