Narrow search
Showing 1 - 10 of 23
Cover Image
Identification of maximal affine term structure models
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 743-795
Persistent link: https://www.econbiz.de/10003822769
Cover Image
Portfolio choice over the life-cycle when the stock and labor markets are cointegrated
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2123-2167
Persistent link: https://www.econbiz.de/10003550018
Cover Image
Dividend dynamics and the term structure of dividend strips
Belo, Frederico; Collin-Dufresne, Pierre; Goldstein, … - In: The journal of finance : the journal of the American … 70 (2015) 3, pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
Cover Image
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre; Goldstein, Robert S.; Yang, Fan - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Cover Image
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Cover Image
Do credit spreads reflect stationary leverage ratios?
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1929-1957
Persistent link: https://www.econbiz.de/10001615438
Cover Image
The determinants of credit spread changes
Collin-Dufresne, Pierre; Goldstein, Robert S.; Martin, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2177-2207
Persistent link: https://www.econbiz.de/10001631744
Cover Image
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1685-1730
Persistent link: https://www.econbiz.de/10006559136
Cover Image
ARTICLES - The Determinants of Credit Spread Changes
Collin-Dufresne, Pierre; Goldstein, Robert S.; Martin, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2177-2208
Persistent link: https://www.econbiz.de/10006562081
Cover Image
SHORTER PAPERS - Do Credit Spreads Reflect Stationary Leverage Ratios?
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1929-1958
Persistent link: https://www.econbiz.de/10006562882