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Chacko, George's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,989 |
Total
Citations
319 |
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1.
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Cephalon, Inc. Taking Risk Management Theory Seriously
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Chacko, George
Harvard Business School Verter, Geoffrey
Harvard Business School Tufano, Peter
National Bureau of Economic Research (NBER)
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Posted:
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17 Jul 00
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Last Revised:
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02 Nov 12
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1,186
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5
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Chacko, George
Harvard Business School Verter, Geoffrey
Harvard Business School Tufano, Peter
National Bureau of Economic Research (NBER)
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1,144
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Chacko, George
Harvard Business School Verter, Geoffrey
Harvard Business School Tufano, Peter
National Bureau of Economic Research (NBER)
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42
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2.
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Chacko, George
Harvard Business School
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1,143
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21
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Liquidity, Corporate Bonds
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3.
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Strategic Asset Allocation in a Continuous-Time VAR Model
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Campbell, John Y.
Harvard University - Department of Economics Chacko, George
Harvard Business School Rodriguez, Jorge F.
Merrill Lynch Viceira, Luis M.
Harvard Business School - Finance Unit
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Posted:
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24 Oct 02
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Last Revised:
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01 Nov 10
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791
(13,357)
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59
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Campbell, John Y.
Harvard University - Department of Economics Chacko, George
Harvard Business School Rodriguez, Jorge F.
Merrill Lynch Viceira, Luis M.
Harvard Business School - Finance Unit
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23
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59
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Campbell, John Y.
Harvard University - Department of Economics Chacko, George
Harvard Business School Rodriguez, Jorge F.
Merrill Lynch Viceira, Luis M.
Harvard Business School - Finance Unit
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35
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59
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Campbell, John Y.
Harvard University - Department of Economics Chacko, George
Harvard Business School Rodriguez, Jorge F.
Merrill Lynch Viceira, Luis M.
Harvard Business School - Finance Unit
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733
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59
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4.
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Chacko, George
Harvard Business School Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Stafford, Erik
Harvard Business School - Finance Unit
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620
(19,022)
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13
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Liquidity, transaction cost, limit order, American option, early exercise
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5.
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Chacko, George
Harvard Business School Viceira, Luis M.
Harvard Business School - Finance Unit
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486
(26,447)
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64
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Continuous-time, Estimation, Stochastic Volatility, Characteristic Function
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6.
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Chacko, George
Harvard Business School Golts, Maxim
Fidelity Asset Management Desai, Mihir A.
Harvard Business School - Finance Unit Novakovsky, Vladimir
Harvard University
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238
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1
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Numerical, Consumption, Portfolio Choice, Asset Allocation
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7.
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The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity
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Versions (2)
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Chacko, George
Harvard Business School Mahanti, Sriketan
State Street Global Markets Mallik, Gaurav
State Street Global Markets Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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03 Nov 08
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Last Revised:
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27 Oct 09
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186
(80,230)
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5
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Chacko, George
Harvard Business School Mahanti, Sriketan
State Street Global Markets Mallik, Gaurav
State Street Global Markets Subrahmanyam, Marti G.
New York University - Stern School of Business
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93
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5
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Chacko, George
Harvard Business School Mahanti, Sriketan
State Street Global Markets Malik, Gaurav
affiliation not provided to SSRN Subrahmanyam, Marti G.
New York University - Stern School of Business
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93
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8.
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Mahanti, Sriketan
affiliation not provided to SSRN Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Marti, Subrahmanyam
affiliation not provided to SSRN Chacko, George
Harvard Business School Mallik, Gaurav
State Street Global Markets
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143
(102,047)
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30
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Fixed Income, Corporate Bonds, Liquidity, Asset Pricing, Market Microstructure
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9.
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Mahanti, Sriketan
State Street Global Markets Nashikkar, Amrut J.
New York University (NYU) - Department of Finance Subrahmanyam, Marti G.
New York University - Stern School of Business Chacko, George
Harvard Business School Mallik, Gaurav
State Street Global Markets
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89
(146,170)
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32
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10.
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Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
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Versions (3)
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Chacko, George
Harvard Business School Viceira, Luis M.
Harvard Business School - Finance Unit
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Posted:
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29 Mar 00
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Last Revised:
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14 Oct 10
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73
(165,144)
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83
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Chacko, George
Harvard Business School Viceira, s M.
affiliation not provided to SSRN
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0
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brain metastases, HRQoL, stereotactic radiosurgery
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Chacko, George
Harvard Business School Viceira, Luis M.
Harvard Business School - Finance Unit
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40
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83
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Long-horizon investing, dynamic portfolio choice, intertemporal hedging, stochastic volatility, spectral GMM, recursive utility
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Chacko, George
Harvard Business School Viceira, Luis M.
Harvard Business School - Finance Unit
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33
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11.
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Chacko, George
Harvard Business School Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
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34
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6
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12.
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Chacko, George
Harvard Business School Hecht, Peter Andrew
Harvard Business School Dessain, Vincent
Harvard Business School - Finance Unit; European Research Center Sjoman, Anders
Harvard Business School - Finance Unit; European Research Center
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13.
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Chacko, George
Harvard Business School Strick, Eli Peter
Harvard Business School
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