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Systemic risk and international portfolio choice
Das, Sanjiv R. (contributor); Uppal, Raman (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700273
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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
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Fee speech : signaling, risk-sharing, and the impact of fee structures on investor welfare
Das, Sanjiv R.; Sundaram, Rangarajan K. - In: The review of financial studies 15 (2002) 5, pp. 1465-1497
Persistent link: https://www.econbiz.de/10001718736
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Analytical approximations of the term structure for jump-diffusion processes : a numerical analysis
Baz, Jamil - In: The journal of fixed income 6 (1996) 1, pp. 78-86
Persistent link: https://www.econbiz.de/10001205422
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Exact solutions for bond and option prices with systematic jump risk
Das, Sanjiv R. - In: Review of derivatives research 1 (1996) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10001205606
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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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Bayesian migration in credit ratings based on probabilities of default
Das, Sanjiv R.; Fan, Rong; Geng, Gary - In: The journal of fixed income 12 (2002) 3, pp. 17-23
Persistent link: https://www.econbiz.de/10001763884
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Systemic risk and international portfolio choice
Das, Sanjiv R. (contributor); Uppal, Raman (contributor) - 2002 - This version: October 2002
Persistent link: https://www.econbiz.de/10001797886
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Of smiles and smirks : a term structure perspective
Das, Sanjiv R.; Sundaram, Rangarajan K. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
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Fee speech : signalling and the regulation of mutual fund fees
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1999
Persistent link: https://www.econbiz.de/10001463951