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~person:"Jarrow, Robert A."
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Jarrow, Robert A.
Broll, Udo
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89
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3
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ECONIS (ZBW)
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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
Saved in:
2
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
3
An introduction to financial asset pricing
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 13-69)
.
2008
Persistent link: https://www.econbiz.de/10003567089
Saved in:
4
Active portfolio management and positive alphas : fact or fantasy?
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 17-22
Persistent link: https://www.econbiz.de/10008652184
Saved in:
5
An improved test for statistical
arbitrage
Jarrow, Robert A.
;
Teo, Melvyn
;
Tse, Yiu Kuen
; …
- In:
Journal of financial markets
15
(
2012
)
1
,
pp. 47-80
Persistent link: https://www.econbiz.de/10009356613
Saved in:
6
The meaning of market efficiency
Jarrow, Robert A.
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009554696
Saved in:
7
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
8
Positive alphas, abnormal performance, and illusory
arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
Saved in:
9
Abnormal profit opportunities and the informational advantage of high frequency trading
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
3
(
2013
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10010245481
Saved in:
10
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
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