Narrow search
Showing 1 - 6 of 6
Cover Image
Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.; Protter, Philip E. - In: Mathematics and financial economics 10 (2016) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
Cover Image
Liquidity risk and the term structure of interest rates
Jarrow, Robert A.; Roch, Alexandre F. - In: Mathematics and financial economics 9 (2015) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10010500696
Cover Image
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor; Jarrow, Robert A.; Zullo, Ferdinando - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
Cover Image
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A. - In: Mathematics and financial economics 13 (2019) 1, pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
Cover Image
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Cover Image
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