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Asset price bubbles and risk m...
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Theorie
178
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178
CAPM
52
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49
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49
Derivat
40
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40
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39
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37
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37
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Jarrow, Robert A.
401
Jarrow, Robert
98
Protter, Philip
43
Yildirim, Yildiray
33
Turnbull, Stuart M.
23
Protter, Philip E.
16
Chatterjea, Arkadev
13
Larsson, Martin
13
Madan, Dilip B.
12
Li, Haitao
10
Deventer, Donald R. van
9
Guo, Xin
9
Jacquier, Eric
9
Kchia, Younes
9
Lamichhane, Sujan
9
Lando, David
9
Li, Siguang
9
Cherian, Joseph A.
7
Teo, Melvyn
7
Warachka, Mitch
7
Yu, Fan
7
Janosi, Tibor
6
Kwok, Simon
6
Li, Hao
6
Purnanandam, Amiyatosh
6
Wells, Martin T.
6
Zhu, Liao
6
Amin, Kaushik I.
5
Carr, Peter
5
Heath, David C.
5
Rudd, Andrew
5
Subramanian, Ajay
5
Zeng, Yan
5
Zhao, Feng
5
Ascheberg, Marius
4
Chava, Sudheer
4
Duffie, Darrell
4
Hogan, Steve
4
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4
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4
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1
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1
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1
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1
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Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Review of derivatives research
17
The journal of finance : the journal of the American Finance Association
13
Finance research letters
12
Journal of banking & finance
12
Finance Research Letters
11
Mathematical Finance
11
Finance and stochastics
9
Journal of financial and quantitative analysis : JFQA
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Review of Derivatives Research
8
Annual review of financial economics
7
Journal of financial economics
7
Mathematics and financial economics
7
Journal of Banking & Finance
6
Journal of Financial and Quantitative Analysis
6
The journal of fixed income
6
The quarterly journal of finance
6
The review of financial studies
6
International journal of theoretical and applied finance
5
Journal of Financial Economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Annual Review of Financial Economics
4
Finance and Stochastics
4
Journal of financial services research : JFSR
4
Papers / arXiv.org
4
Risk : managing risk in the world's financial markets
4
Annals of finance
3
Finance
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of Finance
3
Quantitative finance
3
The financial review : the official publication of the Eastern Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
Credit risk models and management
2
Economics Letters
2
Economics letters
2
Financial Management
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ECONIS (ZBW)
331
RePEc
98
OLC EcoSci
58
USB Cologne (EcoSocSci)
9
Other ZBW resources
7
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1
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1
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
2
Option pricing and market efficiency
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
Saved in:
3
Detecting asset price bubbles
Jarrow, Robert A.
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 30-34
Persistent link: https://www.econbiz.de/10009671713
Saved in:
4
Put option premiums and coherent risk measures
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 135-142
Persistent link: https://www.econbiz.de/10001686241
Saved in:
5
An integrated axiomatic approach to the existence of ordinal and cardinal utility functions
Jarrow, Robert A.
- In:
Theory and decision : an international journal for …
22
(
1987
)
2
,
pp. 99-100
Persistent link: https://www.econbiz.de/10001028639
Saved in:
6
Beliefs and arbitrage pricing
Jarrow, Robert A.
- In:
Economics letters
2
(
1987
),
pp. 165-169
Persistent link: https://www.econbiz.de/10001032586
Saved in:
7
Pricing interest rate options
Jarrow, Robert A.
- In:
Finance
,
(pp. 251-272)
.
1995
Persistent link: https://www.econbiz.de/10001318013
Saved in:
8
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
Saved in:
9
Asset price bubbles and the Land of Oz
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 37-42
Persistent link: https://www.econbiz.de/10011685329
Saved in:
10
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
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