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21
Conditional estimation of diffusion processes
Li, Minqiang
;
Pearson, Neil D.
;
Poteshman, Allen M.
- In:
Journal of financial economics
74
(
2004
)
1
,
pp. 31-66
Persistent link: https://www.econbiz.de/10002251665
Saved in:
22
Stock price clustering on option expiration dates
Xiaoyan Ni, Sophie
;
Pearson, Neil D.
;
Poteshman, Allen M.
- In:
Journal of financial economics
78
(
2005
)
1
,
pp. 49-87
Persistent link: https://www.econbiz.de/10003127770
Saved in:
23
Option value, uncertainty, and the investment decision
Kandel, Eugene
;
Pearson, Neil D.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
3
,
pp. 341-374
Persistent link: https://www.econbiz.de/10001705064
Saved in:
24
VaR : the state to play
Pearson, Neil D.
;
Smithson, Charles Wayne
- In:
Review of financial economics : RFE
11
(
2002
)
3
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001720504
Saved in:
25
Flexibility versus commitment in personnel management
Kandel, Eugene
;
Pearson, Neil D.
- In:
Journal of the Japanese and international economies : …
15
(
2001
)
4
,
pp. 515-556
Persistent link: https://www.econbiz.de/10001696115
Saved in:
26
Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
Saved in:
27
Exploiting the conditional density in estimating the term structure : an application to the Cox, Ingersoll, and Ross model
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
,
pp. 1279-1304
Persistent link: https://www.econbiz.de/10001171966
Saved in:
28
Open-end mutual funds and capital-gains taxes
Barclay, Michael J.
- In:
Journal of financial economics
49
(
1998
)
1
,
pp. 3-43
Persistent link: https://www.econbiz.de/10001244934
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29
Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua
- In:
Journal of economic theory
54
(
1991
)
2
,
pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
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30
Using proxies for the short rate : when are three months like an instant?
Chapman, David A.
;
Long, John B.
;
Pearson, Neil D.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 763-806
Persistent link: https://www.econbiz.de/10001421870
Saved in:
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