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CMBS market efficiency : the crisis and the recovery
Christopoulos, Andreas D.; Jarrow, Robert A. - In: Journal of financial stability 36 (2018), pp. 159-186
Persistent link: https://www.econbiz.de/10012156900
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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
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CDO valuation : fact and fiction
Jarrow, Robert A.; Li, Li; Mesler, Mark; Deventer, … - In: The definitive guide to CDOs : market, application, …, (pp. 429-456). 2008
Persistent link: https://www.econbiz.de/10003918809
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Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas; Jarrow, Robert A.; Protter, Philip E. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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The role of ABSs, CDSs, and CDOs in the credit crisis and the economy
Jarrow, Robert A. - In: Rethinking the financial crisis, (pp. 210-234). 2012
Persistent link: https://www.econbiz.de/10009740997
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Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.; Jarrow, Robert A.; Yildirim, … - In: Real estate economics : journal of the American Real … 36 (2008) 3, pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
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A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.; Deventer, Donald R. van - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10014320229