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~isPartOf:"Journal of Financial Economics"
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Journal of Financial Economics
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New York University, Leonard N. Stern School Finance Department Working Paper Seires
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An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of Financial Economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10005362764
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Do hedge funds have enough capital? A value-at-risk approach
Gupta, Anurag
;
Liang, Bing
- In:
Journal of Financial Economics
77
(
2005
)
1
,
pp. 219-253
Persistent link: https://www.econbiz.de/10005478192
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