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~isPartOf:"Journal of financial economics"
~person:"Lo, Andrew W."
~person:"Longstaff, Francis A."
~subject:"CAPM"
~subject:"Derivat"
~subject:"Volatility"
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Lo, Andrew W.
Longstaff, Francis A.
Fama, Eugene F.
7
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7
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7
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6
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Journal of financial economics
Advances in economics and econometrics ; Vol. 2
1
MIT Sloan Research Paper
1
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1
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1
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ECONIS (ZBW)
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1
Asset mispricing
Lewis, Kurt F.
;
Longstaff, Francis A.
;
Petrasek, Lubomir
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 981-1006
Persistent link: https://www.econbiz.de/10012873109
Saved in:
2
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
3
The US Treasury floating rate note puzzle : is there a premium for mark-to-market stability?
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 637-658
Persistent link: https://www.econbiz.de/10012588340
Saved in:
4
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
Saved in:
5
Counterparty credit risk and the credit default swap market
Arora, Navneet
;
Gandhi, Priyank
;
Longstaff, Francis A.
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 280-293
Persistent link: https://www.econbiz.de/10009501396
Saved in:
6
When is time continuous?
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 173-204
Persistent link: https://www.econbiz.de/10001448502
Saved in:
7
Corporate earnings and the equity premium
Longstaff, Francis A.
;
Piazzesi, Monika
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10002439204
Saved in:
8
The valuation of options on yields
Longstaff, Francis A.
- In:
Journal of financial economics
26
(
1990
)
1
,
pp. 97-121
Persistent link: https://www.econbiz.de/10001100937
Saved in:
9
Semi-parametric upper bounds for option prices and expected payoffs
Lo, Andrew W.
- In:
Journal of financial economics
2
(
1987
),
pp. 373-387
Persistent link: https://www.econbiz.de/10001036354
Saved in:
10
Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W.
- In:
Journal of financial economics
17
(
1986
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10001015108
Saved in:
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