Similar Search Results

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

Essays on the mathematics of market efficiency

Larsson, Martin - 2012

Persistent link: https://www.econbiz.de/10011819071

The Meaning of Market Efficiency

Jarrow, Robert A. - 2011

Fama (1970) defined an efficient market as one in which prices always “fully reflect” available information. This paper formalizes this definition and provides various characterizations relating to equilibrium models, profitable trading strategies, and equivalent martingale measures. These...

Persistent link: https://www.econbiz.de/10013128756

Computing present values : capital budgeting done correctly

Jarrow, Robert A. - In: Finance research letters 11 (2014) 3, pp. 183-193

Persistent link: https://www.econbiz.de/10010441188

The relationship betwenn arbitrage and first order stochastic dominance

Jarrow, Robert - In: The journal of finance : the journal of the American … 41 (1986) 4, pp. 915-921

Persistent link: https://www.econbiz.de/10003585010

Foreign currency bubbles

Jarrow, Robert; Protter, Philip - In: Review of Derivatives Research 14 (2011) 1, pp. 67-83

Persistent link: https://www.econbiz.de/10008926019

Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation

Heath, David C. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 77-105

Persistent link: https://www.econbiz.de/10001121808

Preferences, continuity, and the arbitrage pricing theory

Jarrow, Robert A. - In: The review of financial studies 1 (1988) 2, pp. 159-172

Persistent link: https://www.econbiz.de/10001106139

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

Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates

Jarrow, Robert A.; Deventer, Donald R. van - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 332-346

Persistent link: https://www.econbiz.de/10011531186