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~language:"eng"
~person:"Jarrow, Robert A."
~subject:"Indien"
~subject:"Theorie"
~type_genre:"Article in journal"
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Indien
Theorie
Theory
106
CAPM
34
Bubbles
23
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23
Derivative
23
Option pricing theory
23
Optionspreistheorie
23
Portfolio selection
23
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Jarrow, Robert A.
Beladi, Hamid
167
Güth, Werner
144
Pestieau, Pierre
144
Creedy, John
143
Phillips, Peter C. B.
143
Lai, Ching-chong
140
Nijkamp, Peter
129
Marjit, Sugata
128
Turnovsky, Stephen J.
126
Mukherjee, Arijit
118
Thisse, Jacques-François
117
Färe, Rolf
116
Tirole, Jean
116
Cremer, Helmuth
114
Long, Ngo Van
112
Acemoglu, Daron
111
Kumbhakar, Subal
111
Lambertini, Luca
110
Laporte, Gilbert
109
Cheng, T. C. E.
105
Tsionas, Efthymios G.
102
Devereux, Michael B.
100
Gupta, Rangan
100
Miceli, Thomas J.
100
Broll, Udo
97
Gersbach, Hans
97
Shogren, Jason F.
97
Quiggin, John C.
96
Stiglitz, Joseph E.
96
Ghosh, Saibal
94
Franses, Philip Hans
93
Frey, Bruno S.
93
Lien, Da-hsiang Donald
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Laffont, Jean-Jacques
92
Bossert, Walter
91
Wang, Leonard F. S.
90
Andersen, Torben M.
89
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
5
Annual review of financial economics
4
Journal of banking & finance
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Finance and stochastics
3
International journal of theoretical and applied finance
3
Quantitative finance
3
Annals of finance
2
Journal of risk
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance : IJTAF
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial economics
1
Journal of financial markets
1
Journal of financial services research : JFSR
1
Journal of financial stability
1
Journal of international money and finance
1
Journal of risk management in financial institutions
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of futures markets
1
Review of quantitative finance and accounting
1
The Quarterly Journal of Finance : QJF
1
The journal of business : B
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
106
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71
Put option premiums and coherent risk measures
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 135-142
Persistent link: https://www.econbiz.de/10001686241
Saved in:
72
Counterparty risk and the pricing of defaultable securities
Jarrow, Robert A.
;
Yu, Fan
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1765-1799
Persistent link: https://www.econbiz.de/10001615429
Saved in:
73
The liquidity discount
Subramanian, Ajay
;
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 447-474
Persistent link: https://www.econbiz.de/10001620449
Saved in:
74
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
75
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Saved in:
76
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
Saved in:
77
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
Saved in:
78
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Saved in:
79
The second fundamental theorem of asset pricing : a new approach
Battig, Robert J.
;
Jarrow, Robert A.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1219-1235
Persistent link: https://www.econbiz.de/10001434636
Saved in:
80
The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A.
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
Saved in:
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