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Jeffrey, Andrew


 SSRN Author Rank: 9,004 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
2,910
Total
Citations
12
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
1,627
(4,917)
3

2.  
Jeffrey, Andrew
Yale School of Management
Linton, Oliver B.
University of Cambridge
Nguyen, Thong
affiliation not provided to SSRN
Posted:
08 Feb 01
1,011
(10,844)
5

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
272
(62,854)
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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