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~isPartOf:"Essays on empirical asset pricing, dynamic asset allocation, and contagion effects"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Jarrow, Robert A."
~source:"econis"
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
International journal of theoretical and applied finance
Review of derivatives research
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Credit risk models and management
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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:
2
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
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