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The journal of business : B
NBER working paper series
52
The journal of finance : the journal of the American Finance Association
48
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Portfolio insurance and financial market equilibrium
Brennan, Michael J.
- In:
The journal of business : B
62
(
1989
)
4
,
pp. 455-472
Persistent link: https://www.econbiz.de/10001079388
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2
A compound option model of production and intermediate inventories
Cortazar, Gonzalo
- In:
The journal of business : B
66
(
1993
)
4
,
pp. 517-540
Persistent link: https://www.econbiz.de/10001159927
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3
Prepayment, default, and the valuation of mortgage pass-through securities
Schwartz, Eduardo S.
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 221-239
Persistent link: https://www.econbiz.de/10001124150
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4
Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A.
- In:
The journal of business : B
65
(
1992
)
4
,
pp. 571-592
Persistent link: https://www.econbiz.de/10001132973
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5
The flight-to-liquidity premium in US Treasury bond prices
Longstaff, Francis A.
- In:
The journal of business : B
77
(
2004
)
3
,
pp. 511-526
Persistent link: https://www.econbiz.de/10002205049
Saved in:
6
The market price of risk in interest rate swaps : the roles of default and liquidity risks
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2337-2359
Persistent link: https://www.econbiz.de/10003406286
Saved in:
7
Corporate income taxes, valuation, and the problem of optimal capital structure
Brennan, M. J.
;
Schwartz, E. S.
- In:
The journal of business : B
51
(
1978
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10001948213
Saved in:
8
The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
Longstaff, Francis A.
- In:
The journal of business : B
77
(
2004
)
3
,
pp. 511-526
Persistent link: https://www.econbiz.de/10006020687
Saved in:
9
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2337-2360
Persistent link: https://www.econbiz.de/10007398356
Saved in:
10
Alternative investment strategies for the issues of equity linked life insurance policies with an asset value guarantee
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
The journal of business : B
52
(
1979
)
1
,
pp. 63-93
Persistent link: https://www.econbiz.de/10001947983
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