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~language:"eng"
~person:"Chiarella, Carl"
~person:"Fabozzi, Frank J."
~person:"Gupta, Anurag"
~subject:"CAPM"
~subject:"USA"
~type_genre:"Article in journal"
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Chiarella, Carl
Fabozzi, Frank J.
Gupta, Anurag
Hegde, Shantaram P.
6
Arak, Marcelle V.
5
Gay, Gerald D.
5
Ronn, Ehud I.
5
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4
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Advances in futures and options research : a research annual
1
Asia-Pacific financial markets
1
Financial engineering and the Japanese markets
1
Journal of financial economics
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
2
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
Saved in:
3
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
4
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
Saved in:
5
Real interest rates and CPI-W futures
Petzel, Todd E.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 255-270
Persistent link: https://www.econbiz.de/10001339374
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