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~person:"Jarrow, Robert A."
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CAPM
51
Theorie
38
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38
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16
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16
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13
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13
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8
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51
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Jarrow, Robert A.
Zaremba, Adam
84
Zhang, Lu
81
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71
Hens, Thorsten
66
Fabozzi, Frank J.
64
Ferson, Wayne E.
64
Bekaert, Geert
58
Harvey, Campbell R.
58
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56
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54
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53
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51
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49
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48
Zhou, Guofu
48
Kan, Raymond
45
Faff, Robert W.
43
He, Xue-zhong
42
Madan, Dilip B.
41
Bali, Turan G.
40
Lo, Andrew W.
39
Lee, Cheng F.
38
Chiarella, Carl
37
Guo, Hui
37
Kogan, Leonid
37
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36
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35
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35
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35
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35
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35
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35
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35
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33
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33
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32
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32
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31
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31
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Mathematics and financial economics
4
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3
Journal of financial and quantitative analysis : JFQA
3
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3
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2
International journal of theoretical and applied finance
2
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2
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2
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2
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1
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The definitive guide to CDOs : market, application, valuation and hedging
1
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ECONIS (ZBW)
51
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51
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1
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:
2
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:
3
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:
4
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
5
Capital Asset Market Equilibrium With Liquidity Risk, Trading Constraints, and Asset Price Bubbles
Jarrow, Robert A.
-
2018
consumption
CAPM
for our economy. In contrast to the traditional models without liquidity risk or asset price bubbles, there are …
Persistent link: https://www.econbiz.de/10012929504
Saved in:
6
Capital Asset Market Equilibrium With Liquidity Risk, Portfolio Constraints, and Asset Price Bubbles
Jarrow, Robert A.
-
2018
intertemporal and consumption
CAPM
for our economy. In contrast to the traditional models without liquidity risk or asset price …
Persistent link: https://www.econbiz.de/10012929509
Saved in:
7
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
Saved in:
8
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
Saved in:
9
Asset price bubbles, market liquidity, and systemic risk
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 5-40
Persistent link: https://www.econbiz.de/10012433630
Saved in:
10
Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao
;
Jarrow, Robert A.
;
Wells, Martin T.
- In:
The quarterly journal of finance
11
(
2021
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
Saved in:
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