Feedback to SSRN

 
  • Selected
  • Entire List
 

Jarrow, Robert A.


 SSRN Author Rank: 191 by Downloads
 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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Jarrow, Robert A.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
41,596
Total
Citations
527
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:
20 Jul 08
8,507
(273)
34

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
Claremont Colleges - Robert Day School of Economics and Finance
Posted:
25 May 03
4,981
(727)
17

3.  
A Dysfunctional Role of High Frequency Trading in Electronic Markets | Show Abstract | Download |
Johnson School Research Paper Series No. 08-2011
Working Paper Series
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
2,904
(1,863)
10

4.  
Chava, Sudheer
Georgia Institute of Technology - College of Management
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Oct 01
2,815
(1,984)
107

5.  
How to Detect an Asset Bubble | Show Abstract | Download |
Johnson School Research Paper Series No. 28-2010
Working Paper Series
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
2,318
(2,784)
7

6.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
03 Jun 98
2,288
(2,851)
 

7.  
The Economics of Credit Default Swaps (CDS) | Show Abstract | Download |
Johnson School Research Paper Series No. 31-2010
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Jul 10
Last Revised:
21 Nov 10
1,785
(4,391)
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
1,445
(6,336)
72

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 Economics & Social Sciences
Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
Posted:
03 Feb 05
1,190
(8,770)
2

10.  
Risk Management Models: Construction, Testing, Usage | Show Abstract | Download |
Johnson School Research Paper Series No. 38-2010
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Nov 10
Last Revised:
16 Mar 11
1,148
(9,305)
2

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
945
(12,643)
103

12.   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
Washington State University - Vancouver
Wu, Chunchi
Universtity at Buffalo
Posted:
22 Mar 07
Last Revised:
12 Oct 08
809
(15,998)
4

13.  
The Meaning of Market Efficiency | Show Abstract | Download |
Johnson School Research Paper Series No. 07-2011
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
10 Mar 11
Last Revised:
01 Sep 11
801
(16,240)
 

14.  
The Liquidity Discount | Show Abstract | Download |
Mathematical Finance, Vol. 11, No. 4, pp. 447-474, October 2001
Accepted Paper Series
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
719
(18,973)
24

15.  
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
703
(19,634)
3

16.  
Asset Price Bubbles in Incomplete Markets | Show Abstract | Download |
Johnson School Research Paper Series No. 03-07
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Purdue University
Shimbo, Kazuhiro
Cornell University
Posted:
03 Oct 07
678
(20,655)
14

17.  
A Liquidity Based Model for Asset Price Bubbles | Show Abstract | Download |
Quantitative Finance, Forthcoming, Johnson School Research Paper Series No. 14-2010
Accepted Paper Series
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
592
(24,969)
5

18.  
Is There a Bubble in Linkedin's Stock Price? | Show Abstract | Download |
Johnson School Research Paper Series No. 28-2011
Working Paper Series
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
527
(29,249)
2

19.  
The Third Fundamental Theorem of Asset Pricing | Show Abstract | Download |
Johnson School Research Paper Series No. 1-2012
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
18 Feb 12
Last Revised:
15 Jun 12
460
(34,993)
1

20.   Incl. Electronic Paper
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Posted:
20 Apr 10
Last Revised:
10 Jan 13
447
(36,254)
3

21.  
Financial Derivatives Pricing: Selected Works of Robert Jarrow | Show Abstract | Download |
Johnson School Research Paper Series No. #42-09
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
11 Sep 09
Last Revised:
26 Oct 09
369
(45,962)
 

22.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Cornell University
Posted:
10 May 10
337
(51,259)
2

23.  
A Leverage Ratio Rule for Capital Adequacy | Show Abstract | Download |
Johnson School Research Paper Series No. 6-2012
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
16 Jun 12
Last Revised:
29 Sep 12
325
(53,523)
 

24.  
Capital Adequacy Rules, Catastrophic Firm Failure, and Systemic Risk | Show Abstract | Download |
Johnson School Research Paper Series No. 5-2012
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
16 Jun 12
322
(54,142)
 

25.  
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
282
(63,065)
 

26.  
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:
29 Jul 14
261
(68,696)
 

27.  
Variance and Volatility Swaps: Bubbles and Fundamental Prices | Show Abstract | Download |
Johnson School Research Paper Series No. 30-2010
Working Paper Series
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
250
(71,849)
1

28.  
Optimal Trading of Arbitrage Opportunities with Market Impact | Show Abstract | Download |
Johnson School Research Paper Series No. 20-2010
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Apr 10
235
(76,725)
 

29.  
Liquidity Risk and the Term Structure of Interest Rates | Show Abstract | Download |
Johnson School Research Paper Series No. 16-2013
Working Paper Series
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
217
(83,375)
 

30.  
Pricing Treasury Inflation Protected Securities and Related Derivatives Using an Hjm Model | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 38, No. 2, pp. 337-359, June 2003
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
06 Oct 04
Last Revised:
03 Feb 11
214
(84,548)
33

31.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Posted:
15 Dec 13
211
(85,775)
 

32.   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
Syracuse University - Whitman School of Management
Posted:
04 Dec 10
Last Revised:
28 Aug 14
210
(86,238)
 

33.  
Designing Countercyclical and Risk Based Aggregate Deposit Insurance Premia | Show Abstract | Download |
FDIC, Center For Financial Research Working Paper No. WP 2007-02
Working Paper Series
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
202
(89,577)
6

34.  
A Generalized Multiple-Factor Asset Pricing Model | Show Abstract | Download |
Johnson School Research Paper Series No. 12-2013
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
27 Apr 13
Last Revised:
11 Jun 13
195
(92,763)
 

35.  
The Cost of Operational Risk Loss Insurance | Show Abstract | Download |
Review of Derivatives Research, Vol. 13, No. 3, 2010, Johnson School Research Paper Series No. 19-2011
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Oxman, Jeffrey
University of St. Thomas (Minnesota) - University of St. Thomas, Minneapolis
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
07 Feb 11
Last Revised:
27 Mar 11
179
(100,471)
1

36.  
Financial Crises and Economic Growth | Show Abstract | Download |
Johnson School Research Paper Series No. 37-2011
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Sep 11
Last Revised:
31 May 13
176
(102,132)
 

37.  
Foreign Currency Bubbles | Show Abstract | Download |
Johnson School Research Paper Series No. 29-2010
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Cornell University
Posted:
21 Jun 10
175
(102,676)
2

38.   Incl. Electronic Paper
Hsieh, PeiLin Billy
Cornell University - Department of Economics
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
13 May 13
156
(113,979)
 

39.  
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
155
(114,638)
 

40.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Jan 14
154
(116,610)
 

41.  
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:
08 May 14
129
(133,814)
 

42.  
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
Syracuse University - Whitman School of Management
Posted:
13 Apr 11
Last Revised:
07 Jun 11
106
(155,136)
 

43.  
The Zero-Lower Bound on Interest Rates: Myth or Reality? | Show Abstract | Download |
Johnson School Research Paper Series No. 13-2013
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
30 Apr 13
105
(156,208)
 

44.  
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
104
(157,262)
 

45.  
Modeling Credit Risk with Partial Information | Show Abstract | Download |
Annals of Applied Probability, Forthcoming, Johnson School Research Paper Series No. 4-2013
Working Paper Series
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
Syracuse University - Whitman School of Management
Posted:
14 Nov 12
Last Revised:
07 Feb 13
87
(177,246)
22

46.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Columbia University
Posted:
19 Dec 13
Last Revised:
17 Apr 14
81
(185,341)
 

47.  
Bank Runs and Self-Insured Bank Deposits | Show Abstract | Download |
Johnson School Research Paper Series No. 17-2013
Working Paper Series
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:
13 May 13
71
(200,310)
 

48.  
Specification Tests of Calibrated Option Pricing Models | Show Abstract | Download |
Johnson School Research Paper Series No. 19-2013
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Kwok, Simon
University of Sydney - School of Economics
Posted:
03 Jun 13
54
(230,648)
 

49.  
Emmerling, Thomas J.
Whitman School of Management
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
26 Apr 14
46
(247,715)
 

50.  
Put Option Premiums and Coherent Risk Measures | Show Abstract | Download |
Mathematical Finance, Vol. 12, pp. 135-142, 2002
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
15 Nov 02
37
(269,478)
5

51.  
Estimating Default Probabilities Implicit in Equity Prices | Show Abstract | Download |
Journal of Investment Management, Vol. 1, No 1, First Quarter 2003
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Janosi, Tibor
Cornell University - Department of Computer Science
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
02 Apr 04
Last Revised:
12 Nov 12
33
(280,497)
9

52.  
Estimating Expected Losses and Liquidity Discounts Implicit in Debt Prices | Show Abstract | Download |
Journal of Risk, Vol. 5, No. 1, Fall 2002
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Janosi, Tibor
Cornell University - Department of Computer Science
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
06 Oct 04
Last Revised:
01 Jun 13
32
(283,520)
31

53.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
07 Jan 14
24
(311,209)
 

54.  
Forward Rate Curve Smoothing | Show Abstract |
Annual Review of Financial Economics, Vol. 6, pp. 443-458, 2014
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Nov 14
 

55.  
The Economics of Credit Default Swaps | Show Abstract |
Annual Review of Financial Economics, Vol. 3, pp. 235-257, 2011
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
10 Jan 12
 

56.  
Credit Risk Models | Show Abstract |
Annual Review of Financial Economics, Vol. 1, pp. 37-68, 2009
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
04 Jun 10
 

57.  
The Term Structure of Interest Rates | Show Abstract |
Annual Review of Financial Economics, Vol. 1, pp. 69-96, 2009
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
04 Jun 10
 

58.  
Forward and Futures Prices with Bubbles | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 7, pp. 901-924, 2009
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Purdue University
Posted:
01 Dec 09
 

59.  
Option Pricing with Random Volatilities in Complete Markets | Show Abstract |
Review of Quantitative Finance and Accounting, Vol. 4, No. 1, pp. 5-17, 1994
Accepted Paper Series
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
 

60.  
Estimating the Value of Delivery Options in Futures Contracts | Show Abstract |
Journal of Financial Research, Forthcoming
Accepted Paper Series
Hranaiova, Jana
Public Company Accounting 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
 

61.  
Structural vs Reduced Form Models: A New Information Based Perspective | Show Abstract |
Journal of Investment Management, Vol. 2, No. 2, Second Quarter 2004
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Protter, Philip
Purdue University
Posted:
26 Jul 04
 

62.  
Market Pricing of Deposit Insurance | Show Abstract |
Journal of Financial Services Research, Vol. 24, No. 2-3, pp. 93-119
Accepted Paper Series
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
 

63.  
Default Parameter Estimation Using Market Prices | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 5, September/October 2001
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
19 Nov 01
 

64.  
The Second Fundamental Theorem of Asset Pricing ? A New Approach | Show Abstract |
Review of Financial Studies, Vol. 12, Issue 5
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Battig, Robert J.
Deceased
Posted:
10 Jul 00
 

65.  
Pricing Derivatives on Financial Securities Subject to Credit Risk | Show Abstract |
JOURNAL OF FINANCE, VOL. 50, NO. 1, MARCH 1995
Accepted Paper Series
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
 

66.  
Derivative Security Markets, Market Manipulation, and Option Pricing Theory | Show Abstract |
J of Financial and Quantitative Analysis, Vol. 29 No. 2, June 1994
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
26 Oct 99
 

67.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Cherian, Joseph
NUS Business School
Posted:
10 Sep 99
 

68.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Jacquier, Eric
Boston University School of Management
Posted:
30 Aug 99
 

69.  
Hedging Contingent Claims on Semimartingales | Show Abstract |
Finance and Stochastics, Vol. 3, Iss. 1, 1999
Accepted Paper Series
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
 

70.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Chatterjea, Arkadev
affiliation not provided to SSRN
Posted:
13 Jul 98
 

71.  
Market Manipulation, Price Bubbles and a Model of the U.S. Treasury Securities Auction Market | Show Abstract |
JOURNAL OF FINANCIAL AND QUANITATIVE ANALYSIS, June 1998
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Chatterjea, Arkadev
affiliation not provided to SSRN
Posted:
15 Jun 98
 

72.  
Model Error in Contingent Claim Models (Dynamic Evaluation) | Show Abstract |
Rodney L. White Center Working Paper No. 07-96
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Jacquier, Eric
Boston University School of Management
Posted:
13 Jun 98
 

73.  
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
 

74.   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
 


Records 1 - 74 of 74 matches
[ 1 ]
. Jarrow, Robert A.'s Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10
Total
Citations
12
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
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
10
12


Records 1 - 1 of 1 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo7 in 1.110 seconds