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Jeffrey , Andrew
 SSRN Author Rank: 7,791 by Downloads
 Assistant Professor of Finance
 

Yale School of Management


 135 Prospect Street
 P.O. Box 208200
 New Haven, CT 06520-8200
 United States
 203-432-6029 (Phone)
 email address

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. Jeffrey , Andrew's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,890		 Total
Citations
10
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Duration, Convexity and Higher Order Hedging (Revisited) | Show Abstract | Download |
Yale SOM Working Paper No. ICF - 00-22
Working Paper Series
Jeffrey , Andrew
Yale School of Management
Posted:
19 Feb 01
1,617
(4,138) 		2
2.  
Jeffrey , Andrew
Yale School of Management
Linton, Oliver B.
University of Cambridge
Nguyen, Thong
affiliation not provided to SSRN
Posted:
08 Feb 01
1,003
(9,353) 		4
3.   Incl. Electronic Paper
Jeffrey , Andrew
Yale School of Management
Kristensen, Dennis
University of Aarhus - CREATES
Linton, Oliver B.
University of Cambridge
Nguyen, Thong
AlphaSimplex Group
Phillips, Peter C. B.
Yale University - Cowles Foundation
Posted:
25 Aug 01
Last Revised:
29 Jul 10
270
(54,944) 		4
4.  
Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics | Show Abstract |
J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, Vol. 30 No. 4, December 1995
Accepted Paper Series
Jeffrey , Andrew
Yale School of Management
Posted:
13 Dec 95
 
5.  
Jeffrey , Andrew
Yale School of Management
Posted:
16 Mar 95
 

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