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~isPartOf:"Credit risk models and management"
~isPartOf:"In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Blume, Marshall E."
~person:"Schwartz, Eduardo S."
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Credit risk models and management
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
The journal of finance : the journal of the American Finance Association
Working papers / Rodney L. White Center for Financial Research
8
Rodney L. White Center for Financial Research
5
Working paper / National Bureau of Economic Research, Inc.
5
Journal of financial economics
2
Monograph series in finance and economics
2
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2
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2
The review of financial studies
2
Advances in futures and options research : a research annual
1
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1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Essays on empirical asset pricing and consumption-portfolio choice
1
Financial analysts' journal : FAJ
1
Finanzmarkt und Portfolio-Management
1
Journal of economic dynamics & control
1
Journal of energy finance & development
1
Journal of financial intermediation
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
1
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1
Options : classic approaches to pricing and modelling
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Real options and investment under uncertainty : classical readings and recent contributions
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Stochastic convenience yield and the pricing of oil contingent claims
Gibson, Rajna
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 956-976
Persistent link: https://www.econbiz.de/10001090931
Saved in:
2
LYON taming
McConnell, John J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 561-576
Persistent link: https://www.econbiz.de/10001047828
Saved in:
3
The asset structure of individual portfolios and some implications for utility functions
Blume, Marshall E.
;
Friend, Irwin
- In:
The journal of finance : the journal of the American …
30
(
1975
)
2
,
pp. 585-603
Persistent link: https://www.econbiz.de/10003495702
Saved in:
4
Price, beta, and exchange listing
Blume, Marshall E.
;
Husic, Frank
- In:
The journal of finance : the journal of the American …
28
(
1973
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10003495759
Saved in:
5
The valuation of American put options
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
32
(
1977
)
2
,
pp. 449-462
Persistent link: https://www.econbiz.de/10003501285
Saved in:
6
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
Credit risk models and management
,
(pp. 123-157)
.
2004
Persistent link: https://www.econbiz.de/10002432424
Saved in:
7
Quotes, order flow, and price discovery
Blume, Marshall E.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10001217799
Saved in:
8
Returns and volatility of low-grade bonds 1977 - 1989
Blume, Marshall E.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001106454
Saved in:
9
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
Saved in:
10
Arbitrage in stock index futures
Brennan, Michael J.
Persistent link: https://www.econbiz.de/10001274015
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