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Systematic risk and international portfolio choice
Das, Sanjiv R.; Uppal, Raman - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
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Systemic risk and international portfolio choice
Das, Sanjiv R. (contributor); Uppal, Raman (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700273
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Systemic risk and international portfolio choice
Das, Sanjiv R. (contributor); Uppal, Raman (contributor) - 2002 - This version: October 2002
Persistent link: https://www.econbiz.de/10001797886
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Systemic risk and international portfolio choice
Das, Sanjiv R. - 2002
Persistent link: https://www.econbiz.de/10013423895
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Matrix metrics : network-based systemic risk scoring
Das, Sanjiv R. - In: The journal of alternative investments 18 (2015/2016) 4, pp. 33-51
Persistent link: https://www.econbiz.de/10011471132
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Text and context : language analytics in finance
Das, Sanjiv R. - 2014
Persistent link: https://www.econbiz.de/10010467952
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Credit risk derivatives
Das, Sanjiv R. - In: The journal of derivatives : the official publication … 2 (1995) 3, pp. 7-23
Persistent link: https://www.econbiz.de/10001219525
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Discrete-time bond and option pricing for jump-diffusion processes
Das, Sanjiv R. - In: Review of derivatives research 1 (1996) 3, pp. 211-243
Persistent link: https://www.econbiz.de/10001238754
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A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R. - In: Journal of economic dynamics & control 23 (1999) 3, pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
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An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Health-Jarrow-Morton model
Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10001590545