//--> //--> //-->
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
~person:"Jarrow, Robert A."
~subject:"Asset-backed securities"
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: subject_exact:"Mortgage-backed securities"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Asset-backed securities
Asset-Backed Securities
8
Theorie
4
Theory
4
USA
3
United States
3
CAPM
2
Credit derivative
2
Credit risk
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Financial crisis
2
Finanzkrise
2
Kreditderivat
2
Kreditrisiko
2
1982-2005
1
ABS
1
Arbitrage
1
Betriebliche Kennzahl
1
Bewertung
1
Business cycle
1
CDOs
1
CMBS
1
CMBX
1
Collateral
1
Conditional Central Limit Theorem
1
Credit crisis
1
Credit derivatives
1
Credit market
1
Credit rating
1
Derivat
1
Derivative
1
Economic crisis
1
Evaluation
1
Financial crisis of 2008
1
Financial ratio
1
Hypothek
1
Konjunktur
1
Kreditmarkt
1
Kreditsicherung
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
2
Book section
2
Language
All
English
8
Author
All
Jarrow, Robert A.
Fabozzi, Frank J.
47
Acharya, Viral V.
24
Goodman, Laurie Sharon
19
Gorton, Gary
17
Sanders, Anthony B.
16
Longstaff, Francis A.
15
Vink, Dennis
15
Song, Zhaogang
14
Ashcraft, Adam B.
13
Choudhry, Moorad
13
Passmore, Stuart Wayne
13
Adelson, Mark
12
Cordell, Larry
12
Krishnamurthy, Arvind
12
Phelan, Gregory
12
Sherlund, Shane M.
12
Stanton, Richard
12
Strahan, Philip E.
12
Nadauld, Taylor D.
11
Schnabl, Philipp
11
Bhattacharya, Anand K.
10
Deng, Yongheng
10
Efing, Matthias
10
He, Jie
10
Nichols, Joseph B.
10
Qian, Jun
10
An, Xudong
9
Jobst, Andreas A.
9
Vickery, James
9
Chernenko, Sergey
8
Fuster, Andreas
8
Hancock, Diana
8
Kara, Alper
8
Mason, Joseph R.
8
Rösch, Daniel
8
Suárez, Gustavo A.
8
Wallace, Nancy E.
8
Yorulmazer, Tanju
8
Berliner, William S.
7
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Johnson School Research Paper Series
1
Journal of financial stability
1
Journal of risk management in financial institutions
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Rethinking the financial crisis
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
CMBS market efficiency : the crisis and the recovery
Christopoulos, Andreas D.
;
Jarrow, Robert A.
- In:
Journal of financial stability
36
(
2018
),
pp. 159-186
Persistent link: https://www.econbiz.de/10012156900
Saved in:
3
Relating Top Down with Bottom Up Approaches in the Evaluation of ABS with Large Collateral Pools
Jarrow, Robert A.
-
2011
This paper provides asymptotic valuation formulas for credit derivatives on baskets, including synthetic and cash flow CDOs. As such, it provides the link between the "bottom up" and "top down" approaches used for the pricing of these credit risky securities
Persistent link: https://www.econbiz.de/10013133640
Saved in:
4
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
5
The role of ABSs, CDSs, and CDOs in the credit crisis and the economy
Jarrow, Robert A.
- In:
Rethinking the financial crisis
,
(pp. 210-234)
.
2012
Persistent link: https://www.econbiz.de/10009740997
Saved in:
6
Active portfolio management and positive alphas : fact or fantasy?
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 17-22
Persistent link: https://www.econbiz.de/10008652184
Saved in:
7
Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
Saved in:
8
CDO valuation : fact and fiction
Jarrow, Robert A.
;
Li, Li
;
Mesler, Mark
;
Deventer, …
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 429-456)
.
2008
Persistent link: https://www.econbiz.de/10003918809
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->