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Robert A. Jarrow

SSRN Author Rank: 206 by Downloads and 978 by Citations

 Ronald P. and Susan E. Lynch Professor of Investment Management, Professor of Finance and Economics
 

Cornell University - Samuel Curtis Johnson Graduate School of Management


 Department of Finance
 Ithaca, NY 14853
 United States
 607-255-4729 (Phone)
 607-254-4590 (Fax)
 email address


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. Robert A. Jarrow's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
46,975
Total
Citations
549
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Crouhy, Michel
Natixis
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Mar 08
Last Revised:
15 Jun 16
8,634
(347)
35

2.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Hogan, Steve
Credit Suisse First Boston
Teo, Melvyn
Singapore Management University - Lee Kong Chian School of Business
Warachka, Mitch
University of San Diego
Posted:
25 May 03
5,090
(891)
17

3.  
A Dysfunctional Role of High Frequency Trading in Electronic Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 08-2011
Number of Pages in PDF File: 16
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Posted:
09 Mar 11
Last Revised:
30 Jun 11
3,040
(2,135)
9

4.  
Chava, Sudheer
Georgia Institute of Technology - Scheller College of Business
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Oct 01
3,013
(2,007)
106

5.  
How to Detect an Asset Bubble | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 28-2010
Number of Pages in PDF File: 32
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Kchia, Younes
affiliation not provided to SSRN
Protter, Philip
Cornell University
Posted:
07 Jun 10
Last Revised:
16 Mar 11
2,551
(2,679)
8

6.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
03 Jun 98
2,313
(3,648)
 

7.  
The Economics of Credit Default Swaps (CDS) | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 31-2010
Number of Pages in PDF File: 29
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Jul 10
Last Revised:
21 Nov 10
1,899
(4,600)
5

8.   Incl. Electronic Paper
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Lando, David
Copenhagen Business School - Department of Finance
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
01 Jan 01
Last Revised:
20 Jan 05
1,513
(7,756)
69

9.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Teo, Melvyn
Singapore Management University - Lee Kong Chian School of Business
Tse, Yiu Kuen
Singapore Management University - School of Social Sciences
Warachka, Mitch
University of San Diego
Posted:
03 Feb 05
1,259
(9,511)
2

10.  
Risk Management Models: Construction, Testing, Usage | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 38-2010
Number of Pages in PDF File: 17
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Nov 10
Last Revised:
16 Mar 11
1,184
(10,905)
1

11.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yu, Fan
Claremont McKenna College - Robert Day School of Economics and Finance
Posted:
01 Jan 00
969
(15,726)
101

12.  
The Meaning of Market Efficiency | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 07-2011
Number of Pages in PDF File: 35
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
10 Mar 11
Last Revised:
01 Sep 11
894
(15,579)
 

13.   Incl. Electronic Paper
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Li, Haitao
University of Michigan - Stephen M. Ross School of Business
Liu, Sheen
Youngstown State University - Williamson College of Business Administration
Wu, Chunchi
SUNY at Buffalo - School of Management
Posted:
22 Mar 07
Last Revised:
12 Oct 08
857
(18,974)
4

14.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Li, Hao
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Mar 12
Last Revised:
05 Nov 12
803
(18,331)
2

15.  
The Liquidity Discount | Show Abstract | Download This Paper | Open PDF in Browser |
Mathematical Finance, Vol. 11, No. 4, pp. 447-474, October 2001
Number of Pages in PDF File: 28
Subramanian, Ajay
Georgia State University
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
16 Feb 04
Last Revised:
31 Mar 09
753
(21,973)
22

16.  
Asset Price Bubbles in Incomplete Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 03-07
Number of Pages in PDF File: 45
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Purdue University
Shimbo, Kazuhiro
Cornell University
Posted:
03 Oct 07
693
(25,085)
15

17.  
A Liquidity Based Model for Asset Price Bubbles | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance, Forthcoming, Johnson School Research Paper Series No. 14-2010
Number of Pages in PDF File: 23
Protter, Philip
Columbia University
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Roch, Alexandre F.
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Posted:
02 Mar 10
Last Revised:
08 Sep 11
638
(26,490)
4

18.  
Is There a Bubble in Linkedin's Stock Price? | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 28-2011
Number of Pages in PDF File: 11
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Kchia, Younes
Ecole Polytechnique, Paris
Protter, Philip
Purdue University
Posted:
07 Jun 11
547
(32,801)
3

19.  
The Third Fundamental Theorem of Asset Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 1-2012
Number of Pages in PDF File: 10
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
18 Feb 12
Last Revised:
15 Jun 12
502
(35,784)
1

20.   Incl. Electronic Paper
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Cornell University
Posted:
20 Apr 10
Last Revised:
10 Jan 13
498
(40,023)
4

21.  
Financial Derivatives Pricing: Selected Works of Robert Jarrow | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. #42-09
Number of Pages in PDF File: 2
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
11 Sep 09
Last Revised:
26 Oct 09
381
(52,955)
 

22.  
A Leverage Ratio Rule for Capital Adequacy | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 6-2012
Number of Pages in PDF File: 10
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
16 Jun 12
Last Revised:
29 Sep 12
370
(52,313)
 

23.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Cornell University
Posted:
10 May 10
358
(56,301)
2

24.  
Capital Adequacy Rules, Catastrophic Firm Failure, and Systemic Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 5-2012
Number of Pages in PDF File: 15
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
16 Jun 12
350
(57,597)
 

25.  
Bilina-Falafala, Roseline
Statistics Department
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Posted:
16 May 13
Last Revised:
14 May 15
320
(59,639)
 

26.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Tyagi, Vikrant
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Jun 05
286
(75,871)
 

27.  
Variance and Volatility Swaps: Bubbles and Fundamental Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 30-2010
Number of Pages in PDF File: 22
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Cornell University
Larsson, Martin
Cornell University
Kchia, Younes
affiliation not provided to SSRN
Posted:
23 Jun 10
274
(77,713)
1

28.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Posted:
15 Dec 13
270
(71,132)
 

29.  
Liquidity Risk and the Term Structure of Interest Rates | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 16-2013
Number of Pages in PDF File: 31
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Roch, Alexandre F.
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Posted:
23 Feb 13
Last Revised:
24 Oct 14
259
(78,899)
1

30.   Incl. Electronic Paper
Hsieh, PeiLin Billy
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
13 May 13
258
(86,532)
 

31.  
Pricing Treasury Inflation Protected Securities and Related Derivatives Using an Hjm Model | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 38, No. 2, pp. 337-359, June 2003
Number of Pages in PDF File: 34
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
06 Oct 04
Last Revised:
03 Feb 11
258
(70,651)
28

32.  
Optimal Trading of Arbitrage Opportunities with Market Impact | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 20-2010
Number of Pages in PDF File: 19
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Apr 10
243
(89,483)
 

33.   Incl. Electronic Paper
Ascheberg, Marius
Goethe University Frankfurt
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Kraft, Holger
Goethe University Frankfurt
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
04 Dec 10
Last Revised:
25 May 15
226
(99,355)
 

34.  
A Generalized Multiple-Factor Asset Pricing Model | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 12-2013
Number of Pages in PDF File: 17
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
27 Apr 13
Last Revised:
11 Jun 13
220
(94,216)
 

35.  
Designing Countercyclical and Risk Based Aggregate Deposit Insurance Premia | Show Abstract | Download This Paper | Open PDF in Browser |
FDIC, Center For Financial Research Working Paper No. WP 2007-02
Number of Pages in PDF File: 31
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Unal, Haluk
University of Maryland - Robert H. Smith School of Business
Posted:
22 Feb 07
206
(105,823)
6

36.  
Financial Crises and Economic Growth | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 37-2011
Number of Pages in PDF File: 34
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Sep 11
Last Revised:
31 May 13
202
(99,776)
 

37.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Silva, Felipe Bastos G.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Oct 13
Last Revised:
10 Jun 16
196
(75,871)
 

38.  
Foreign Currency Bubbles | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 29-2010
Number of Pages in PDF File: 18
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Cornell University
Posted:
21 Jun 10
192
(108,810)
2

39.  
The Cost of Operational Risk Loss Insurance | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Derivatives Research, Vol. 13, No. 3, 2010, Johnson School Research Paper Series No. 19-2011
Number of Pages in PDF File: 27
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Oxman, Jeffrey
University of St. Thomas
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
07 Feb 11
Last Revised:
27 Mar 11
191
(113,067)
1

40.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Jan 14
179
(108,304)
 

41.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Cornell University
Diener, Nicolas
Barclays - Barclays Capital - New York
Posted:
20 Apr 10
Last Revised:
16 Mar 11
170
(126,082)
 

42.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Krishenik, Andrey
Cornell University - School of Operations Research and Industrial Engineering
Minca, Andreea
Cornell University
Posted:
14 Jun 14
Last Revised:
08 Jul 15
161
(119,189)
 

43.  
The Zero-Lower Bound on Interest Rates: Myth or Reality? | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 13-2013
Number of Pages in PDF File: 8
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
30 Apr 13
159
(118,628)
 

44.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Posted:
19 Dec 13
Last Revised:
02 Oct 15
117
(148,410)
 

45.  
Inaltekin, Hazer
University of Melbourne
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saglam, Mehmet
University of Cincinnati - Department of Finance - Real Estate
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
13 Apr 11
Last Revised:
07 Jun 11
112
(174,397)
 

46.  
Modeling Credit Risk with Partial Information | Show Abstract | Download This Paper | Open PDF in Browser |
Annals of Applied Probability, Forthcoming, Johnson School Research Paper Series No. 4-2013
Number of Pages in PDF File: 14
Cetin, Umut
Cornell University - Cornell Theory Center (CTC)
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
14 Nov 12
Last Revised:
07 Feb 13
102
(164,979)
22

47.  
Bank Runs and Self-Insured Bank Deposits | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 17-2013
Number of Pages in PDF File: 23
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Xu, Liheng
University of Melbourne - Faculty of Business and Economics
Posted:
27 Mar 13
Last Revised:
21 Jan 15
91
(188,530)
 

48.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Li, Haitao
Cheung Kong Graduate School of Business
Wei, Lai
University of Florida
Guan, Yongpei
University of Florida
Posted:
11 Dec 14
81
(226,217)
 

49.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
05 Aug 15
Last Revised:
13 Nov 15
74
(139,493)
 

50.  
Emmerling, Thomas J.
CUNY Baruch College
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
26 Apr 14
Last Revised:
28 Oct 15
68
(214,948)
 

51.  
Specification Tests of Calibrated Option Pricing Models | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 19-2013
Number of Pages in PDF File: 39
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Kwok, Simon
University of Sydney - School of Economics
Posted:
03 Jun 13
67
(238,557)
 

52.  
Estimating Default Probabilities Implicit in Equity Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investment Management, Vol. 1, No 1, First Quarter 2003
Number of Pages in PDF File: 38
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Janosi, Tibor
Cornell University - Department of Computer Science
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
02 Apr 04
Last Revised:
12 Nov 12
48
(249,931)
9

53.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Janosi, Tibor
Cornell University - Department of Computer Science
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
06 Oct 04
Last Revised:
01 Jun 13
47
(258,182)
33

54.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
02 Sep 15
Last Revised:
15 Mar 16
46
(186,001)
 

55.  
Put Option Premiums and Coherent Risk Measures | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 12, pp. 135-142, 2002
Number of Pages in PDF File: 8
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
15 Nov 02
37
(327,656)
5

56.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
07 Jan 14
34
(321,526)
 

57.  
Cash Stream Valuation in the Face of Transaction Costs and Taxes | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 1, Issue 3, pp. 31-43, July 1991
Number of Pages in PDF File: 24
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Madan, Dilip B.
University of Maryland
Posted:
18 Apr 08
6
(463,910)
 

58.  
Commercial Mortgage-Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information | Show Abstract | Add to Cart |
Real Estate Economics, Vol. 36, Issue 3, pp. 441-498, Fall 2008
Number of Pages in PDF File: 58
Christopoulos, Andreas D.
affiliation not provided to SSRN
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
04 Aug 08
5
(468,518)
4

59.  
Modeling the Recovery Rate in a Reduced Form Model | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 19, Issue 1, pp. 73-97, January 2009
Number of Pages in PDF File: 25
Guo, Xin
University of California, Berkeley
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Zeng, Yan
affiliation not provided to SSRN
Posted:
17 Jan 09
3
(478,371)
9

60.  
The Meaning of Market Efficiency | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 22, Issue 1, pp. 1-30, 2012
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
21 Jan 12
2
(485,130)
 

61.  
On Model Testing in Financial Economics | Show Abstract | Add to Cart |
Financial Review, Vol. 45, Issue 2, pp. 277-285, May 2010
Number of Pages in PDF File: 9
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
12 Apr 10
2
(485,130)
 

62.  
A Reduced‐Form Model for Warrant Valuation | Show Abstract | Add to Cart |
Financial Review, Vol. 46, Issue 3, pp. 413-425, 2011
Number of Pages in PDF File: 13
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Trautmann, Siegfried
University of Mainz - Faculty of Law and Economics
Posted:
11 Jul 11
1
(494,680)
 

63.  
Asset Price Bubbles in Incomplete Markets | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 20, Issue 2, pp. 145-185, April 2010
Number of Pages in PDF File: 41
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Cornell University
Shimbo, Kazuhiro
Cornell University
Posted:
29 Mar 10
1
(494,680)
15

64.  
Asset Price Bubbles | Show Abstract |
Annual Review of Financial Economics, Vol. 7, pp. 201-218, 2015
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
11 Dec 15
 

65.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
04 Dec 15
0
(347,898)
 

66.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
11 Nov 15
Last Revised:
24 Apr 16
0
(324,536)
 

67.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Li, Haitao
Cheung Kong Graduate School of Business
Ye, Xiaoxia
University of Bradford - School of Management
Posted:
06 Nov 15
Last Revised:
06 May 16
0
(74,544)
2

68.  
Emmerling, Thomas J.
CUNY Baruch College
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
CUNY Baruch College - Zicklin School of Business
Posted:
29 Oct 15
0
(318,415)
 

69.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Oct 15
0
(405,381)
 

70.  
The Effect of Trading Futures on Short Sale Constraints | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 25, Issue 2, pp. 311-338, 2015
Number of Pages in PDF File: 28
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Pulido, Sergio
Laboratoire de Mathématiques et Modélisation d'Évry (LaMME); Université d'Évry-Val-d'Essonne, ENSIIE, UMR CNRS 8071
Posted:
04 Mar 15
0
(505,771)
1

71.  
Forward Rate Curve Smoothing | Show Abstract |
Annual Review of Financial Economics, Vol. 6, pp. 443-458, 2014
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Nov 14
 

72.  
The Economics of Credit Default Swaps | Show Abstract |
Annual Review of Financial Economics, Vol. 3, pp. 235-257, 2011
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
10 Jan 12
 

73.  
Credit Risk Models | Show Abstract |
Annual Review of Financial Economics, Vol. 1, pp. 37-68, 2009
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
04 Jun 10
 

74.  
The Term Structure of Interest Rates | Show Abstract |
Annual Review of Financial Economics, Vol. 1, pp. 69-96, 2009
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
04 Jun 10
 

75.  
Forward and Futures Prices with Bubbles | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 7, pp. 901-924, 2009
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Purdue University
Posted:
01 Dec 09
 

76.  
Option Pricing with Random Volatilities in Complete Markets | Show Abstract |
Review of Quantitative Finance and Accounting, Vol. 4, No. 1, pp. 5-17, 1994
Eisenberg, Larry
New Jersey Institute of Technology
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
02 Jan 07
Last Revised:
27 Aug 08
 

77.  
Hranaiova, Jana
Public Company Oversight Board
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Tomek, William G.
Cornell University - School of Applied Economics and Management
Posted:
10 Oct 04
 

78.  
Structural vs Reduced Form Models: A New Information Based Perspective | Show Abstract |
Journal of Investment Management, Vol. 2, No. 2, Second Quarter 2004
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Purdue University
Posted:
26 Jul 04
 

79.  
Market Pricing of Deposit Insurance | Show Abstract |
Journal of Financial Services Research, Vol. 24, No. 2-3, pp. 93-119
Duffie, Darrell
Stanford University - Graduate School of Business
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Purnanandam, Amiyatosh K.
University of Michigan, Stephen M. Ross School of Business
Posted:
17 Feb 04
 

80.  
Default Parameter Estimation Using Market Prices | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 5, September/October 2001
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
19 Nov 01
 

81.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Battig, Robert J.
Deceased
Posted:
10 Jul 00
 

82.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
10 May 00
 

83.  
Derivative Security Markets, Market Manipulation, and Option Pricing Theory | Show Abstract |
J of Financial and Quantitative Analysis, Vol. 29 No. 2, June 1994
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
26 Oct 99
 

84.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Cherian, Joseph
NUS Business School
Posted:
10 Sep 99
 

85.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Jacquier, Eric
Boston University School of Management
Posted:
30 Aug 99
 

86.  
Hedging Contingent Claims on Semimartingales | Show Abstract |
Finance and Stochastics, Vol. 3, Iss. 1, 1999
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
11 Dec 98
 

87.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Chatterjea, Arkadev
affiliation not provided to SSRN
Posted:
13 Jul 98
 

88.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Chatterjea, Arkadev
affiliation not provided to SSRN
Posted:
15 Jun 98
 

89.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Jacquier, Eric
Boston University School of Management
Posted:
13 Jun 98
 

90.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
08 May 98
 

91.   Incl. Electronic Paper
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Lando, David
Copenhagen Business School - Department of Finance
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
22 Sep 95
Last Revised:
30 Jan 98
 


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. Robert A. Jarrow's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
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1.  
Berndt, Antje
Poole College of Management, NC State University
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Kang, ChoongOh
Citigroup Global Markets Japan Inc.
Posted:
17 Mar 06
Last Revised:
09 Aug 14
15
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