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PORTFOLIO CHOICE OVER THE LIFE-CYCLE IN THE PRESENCE OF 'TRICKLE DOWN' LABOR INCOME
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - 2005
Persistent link: https://www.econbiz.de/10006959818
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Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: Journal of financial economics 101 (2011) 3, pp. 552-574
Persistent link: https://www.econbiz.de/10009178469
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CAN STANDARD PREFERENCES EXPLAIN THE PRICES OF OUT OF THE MONEY S&P 500 PUT OPTIONS
Benzoni, Luca; Dufresne, Pierre-Collin; Goldstein, Robert S. - 2005
Persistent link: https://www.econbiz.de/10006956745
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Pricing Swaptions Within an Affine Framework
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 9-26
Persistent link: https://www.econbiz.de/10005940822
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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
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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
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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
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On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
Chen, Long; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 22 (2013) 9, pp. 3367-3366
Persistent link: https://www.econbiz.de/10010113830
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CAN INTEREST RATE VOLATILITY BE EXTRACTED FROM THE CROSS SECTION OF BOND YIELDS? AND INVESTIGATION OF UNSPANNED STOCHASTIC VOLATILITY
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - 2004
Persistent link: https://www.econbiz.de/10006961787
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-67
Persistent link: https://www.econbiz.de/10008883166