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~language:"bos"
~language:"eng"
~language:"srp"
~person:"Jarrow, Robert A."
~subject:"Portfolio selection"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Portfolio selection
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111
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36
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25
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25
Option pricing theory
25
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25
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23
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Jarrow, Robert A.
Gupta, Rangan
238
Fabozzi, Frank J.
202
Nijkamp, Peter
178
Beladi, Hamid
170
Güth, Werner
170
Pestieau, Pierre
159
Creedy, John
154
Stiglitz, Joseph E.
154
Phillips, Peter C. B.
152
McAleer, Michael
149
Lai, Ching-chong
142
Marjit, Sugata
139
Long, Ngo Van
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Turnovsky, Stephen J.
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Tirole, Jean
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Lambertini, Luca
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Bouri, Elie
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Bahmani-Oskooee, Mohsen
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Laporte, Gilbert
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Broll, Udo
110
Cheng, T. C. E.
108
Satchell, Stephen
108
Shogren, Jason F.
108
Laffont, Jean-Jacques
107
Miceli, Thomas J.
107
Quiggin, John C.
107
Aghion, Philippe
106
Tsionas, Efthymios G.
106
Chiarella, Carl
105
Gersbach, Hans
105
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Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
10
Finance research letters
7
Mathematics and financial economics
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
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Annual review of financial economics
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International journal of theoretical and applied finance
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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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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
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International journal of theoretical and applied finance : IJTAF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of econometrics
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Journal of financial economics
1
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
122
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122
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
3
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
4
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
5
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
6
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
7
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
8
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
9
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
10
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
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