//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Longstaff, Francis A."
~person:"Whaley, Robert E."
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Theory
USA
20
United States
20
Theorie
14
Derivat
8
Derivative
8
Börsenkurs
5
Share price
5
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
Yield curve
4
Zinsstruktur
4
CAPM
3
Capital income
3
Government securities
3
Kapitaleinkommen
3
Staatspapier
3
Swap
3
2000-2002
2
Aktienoption
2
Arbitrage
2
Commodity exchange
2
Estimation
2
Index futures
2
Index-Futures
2
Kommunalverschuldung
2
Municipal debt
2
Public bond
2
Schätzung
2
Stock option
2
Warenbörse
2
Öffentliche Anleihe
2
1926-1985
1
1964-1989
1
1982-1991
1
1986
1
1986-1994
1
1987
1
more ...
less ...
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
14
Language
All
English
Italian
Lithuanian
Author
All
Longstaff, Francis A.
Whaley, Robert E.
Stein, Jeremy C.
13
Titman, Sheridan
10
Brennan, Michael J.
9
O'Hara, Maureen
9
Thakor, Anjan V.
9
Ross, Stephen A.
8
Schwartz, Eduardo S.
8
Easley, David
7
Ferson, Wayne E.
7
Hong, Harrison G.
7
Noe, Thomas H.
7
Shleifer, Andrei
7
Subrahmanyam, Avanidhar
7
Viswanathan, S.
7
Rajan, Raghuram Govind
6
Uppal, Raman
6
Winton, Andrew
6
Aït-Sahalia, Yacine
5
Brandt, Michael W.
5
Carr, Peter
5
Collin-Dufresne, Pierre
5
Dammon, Robert Mark
5
Froot, Kenneth
5
Gorton, Gary
5
Jagannathan, Ravi
5
Lo, Andrew W.
5
Pástor, Ľuboš
5
Scharfstein, David
5
Spatt, Chester S.
5
Stambaugh, Robert F.
5
Vishny, Robert W.
5
Wang, Jiang
5
Allen, Franklin
4
Berk, Jonathan B.
4
Bollerslev, Tim
4
Burkart, Mike
4
Caballero, Ricardo J.
4
Campbell, John Y.
4
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Journal of financial economics
8
Working paper / National Bureau of Economic Research, Inc.
8
The review of financial studies
6
Advances in futures and options research : a research annual
3
Journal of banking & finance
2
The journal of fixed income
2
The journal of futures markets
2
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of futures markets
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedge fund risk dynamics : implications for performance appraisal
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 985-1035
Persistent link: https://www.econbiz.de/10003828418
Saved in:
2
An empirical analysis of the pricing of collateralized debt obligations
Longstaff, Francis A.
;
Rajan, Arvind
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 529-563
Persistent link: https://www.econbiz.de/10003822532
Saved in:
3
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
4
Arbitrage and the expectations hypothesis
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 989-994
Persistent link: https://www.econbiz.de/10001497488
Saved in:
5
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
6
Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001222441
Saved in:
7
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-819
Persistent link: https://www.econbiz.de/10001340027
Saved in:
8
Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
Saved in:
9
Dual trading in futures markets
Fishman, Michael J.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 643-671
Persistent link: https://www.econbiz.de/10001128126
Saved in:
10
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->