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A theory of optimal timing and...
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United States
Theorie
86
Theory
86
Portfolio selection
41
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Option pricing theory
29
Optionspreistheorie
29
USA
28
Kreditrisiko
26
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English
27
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Das, Sanjiv R.
15
Chacko, George
9
Viceira, Luis M.
4
Chacko, George Kuttickal
3
Mitchener, Kris
3
Vossmeyer, Angela
3
Duffie, Darrell
2
Fong, H. Gifford
2
Kapadia, Nikunj
2
Saita, Leandro
2
Tufano, Peter
2
Verter, Geoffrey
2
Balduzzi, Pierluigi
1
Blay, Kenneth
1
Bubna, Amit
1
Chacko, George K.
1
Foresi, Silverio
1
Geng, Gary
1
Hanouna, Paul
1
Jo, Hoje
1
Jurek, Jakub W.
1
Kim, Yongtae
1
Kritzman, Mark
1
Leibowitz, Martin L.
1
Lo, Andrew W.
1
Mahanti, Sriketan
1
Mallik, Gaurav
1
Markowitz, Harry
1
Nashikkar, Amrut
1
Prabhala, Nagpurnanand R.
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1
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Working paper / National Bureau of Economic Research, Inc.
5
Discussion paper / Centre for Economic Policy Research
2
Journal of financial economics
2
Studies in management science and systems
2
Annals of operations research
1
CESifo working papers
1
Innovations in investment management : cutting edge research from the exclusive JOIM conference series
1
Journal of consumer research : JCR ; an interdisciplinary bimonthly
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial intermediation
1
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1
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1
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1
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1
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ECONIS (ZBW)
27
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Liquidity risk in financial markets
Chacko, George
- In:
Innovations in investment management : cutting edge …
,
(pp. 155-172)
.
2008
Persistent link: https://www.econbiz.de/10003748876
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2
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
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3
Poisson-Gaussian processes and the bond market
Das, Sanjiv R.
-
1998
Persistent link: https://www.econbiz.de/10000671235
Saved in:
4
Common failings : how corporate defaults are correlated
Das, Sanjiv R.
;
Duffie, Darrell
;
Kapadia, Nikunj
; …
-
2006
Persistent link: https://www.econbiz.de/10003281946
Saved in:
5
Common failings : how corporate defaults are correlated
Das, Sanjiv R.
;
Duffie, Darrell
;
Kapadia, Nikunj
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10003425753
Saved in:
6
The long and short of it : why are stocks with shorter runs preferred?
Raghubir, Priya
;
Das, Sanjiv R.
- In:
Journal of consumer research : JCR ; an …
36
(
2009/10
)
6
,
pp. 964-982
Persistent link: https://www.econbiz.de/10003962679
Saved in:
7
Run lengths and liquidity
Das, Sanjiv R.
;
Hanouna, Paul
-
2010
Persistent link: https://www.econbiz.de/10003964873
Saved in:
8
Polishing diamonds in the rough : the sources of syndicated venture performance
Das, Sanjiv R.
;
Jo, Hoje
;
Kim, Yongtae
- In:
Journal of financial intermediation
20
(
2011
)
2
,
pp. 199-230
Persistent link: https://www.econbiz.de/10008989432
Saved in:
9
Impact of correlated default risk on credit portfolios
Das, Sanjiv R.
;
Fong, H. Gifford
;
Geng, Gary
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
Saved in:
10
The surprise element: jumps in interest rates
Das, Sanjiv R.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
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