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Regime shifts in mean-variance efficient frontiers : some international evidence
Guidolin, Massimo; Ria, Federica - In: The journal of asset management 12 (2011) 5, pp. 322-349
Persistent link: https://www.econbiz.de/10009377003
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Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A. - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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Bubbles and multiple-factor asset pricing models
Jarrow, Robert A. - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
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Volatility as an alternative asset class : does it
Caloiero, Elvira; Guidolin, Massimo - In: Quantitative finance and economics 1 (2017) 4, pp. 334-362
Persistent link: https://www.econbiz.de/10012137825
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Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.; Li, Haitao; Ye, Xiaoxia; Hu, May - In: Review of finance : journal of the European Finance … 23 (2019) 1, pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
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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
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Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele; Guidolin, Massimo - In: The journal of real estate finance and economics 49 (2014) 1, pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
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Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
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Designing catastrophic bonds for catastrophic risks in agriculture : macro hedging long and short rains in Kenya
Sun, Lin; Turvey, Calum Greig; Jarrow, Robert A. - In: Agricultural finance review 75 (2015) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10011305770
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Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia; Guidolin, Massimo; Pedio, Manuela; … - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 10-24
Persistent link: https://www.econbiz.de/10011877594