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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Jarrow, Robert A."
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Portfolio-Management"
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Jarrow, Robert A.
Zhou, Guofu
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Journal of financial and quantitative analysis : JFQA
Finance research letters
4
Journal of financial economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematics and financial economics
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The review of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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European finance review : the official journal of the European Finance Association
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Financial analysts' journal : FAJ
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International Journal of Portfolio Analysis and Management
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International journal of theoretical and applied finance
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Staff report / Research Department, Federal Reserve Bank of Minneapolis
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Optimal portfolio choice with parameter uncertainty
Kan, Raymond
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
3
,
pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
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2
Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
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3
Derivative security markets, market manipulation, and option pricing
theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Saved in:
4
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
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