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Jurek, Jakub W.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
17,295 |
Total
Citations
220 |
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1.
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Coval, Joshua D.
Harvard Business School - Finance Unit Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Stafford, Erik
Harvard Business School - Finance Unit
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7,824
(236)
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83
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CDO, Structured Finance, Rating Agency
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2.
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Coval, Joshua D.
Harvard Business School - Finance Unit Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Stafford, Erik
Harvard Business School - Finance Unit
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26 Jun 07
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Last Revised:
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13 Apr 08
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2,567
(1,822)
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66
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bond pricing, structured finance, credit derivatives, collateralized debt obligation (CDO), state price density, Arrow-Debreu
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3.
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Jurek, Jakub W.
Princeton University - Bendheim Center for Finance
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14 Sep 08
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Last Revised:
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28 May 09
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2,066
(2,688)
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34
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currency carry trade, crash risk, foreign exchange option, forward premium anomaly, uncovered interest parity (UIP)
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4.
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Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Yang, Halla
affiliation not provided to SSRN
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1,595
(4,164)
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7
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arbitrage, law of one price, mean reversion, pairs trading, relative value, convergence
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5.
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Optimal Value and Growth Tilts in Long-Horizon Portfolios
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Show Abstracts |
Hide Abstracts |
Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Viceira, Luis M.
Harvard Business School - Finance Unit
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Posted:
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12 Sep 05
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Last Revised:
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18 Nov 08
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1,179
(7,032)
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16
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Viceira, Luis M.
Harvard Business School - Finance Unit Jurek, Jakub W.
Princeton University - Bendheim Center for Finance
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31
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16
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Intertemporal hedging, portfolio choice, risk and value, growth investing
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Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Viceira, Luis M.
Harvard Business School - Finance Unit
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25
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16
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Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Viceira, Luis M.
Harvard Business School - Finance Unit
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1,123
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16
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portfolio choice, value premium
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6.
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Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Stafford, Erik
Harvard Business School - Finance Unit
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1,033
(8,819)
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hedge funds, downside risk, replication, performance evaluation, risk management, endowment model
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7.
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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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8.
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Crashes and Collateralized Lending
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Stafford, Erik
Harvard Business School - Finance Unit
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Posted:
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15 Aug 10
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Last Revised:
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08 Oct 12
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411
(32,924)
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1
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Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Stafford, Erik
Harvard Business School - Finance Unit
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13
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1
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Jurek, Jakub W.
Princeton University - Bendheim Center for Finance Stafford, Erik
Harvard Business School - Finance Unit
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| Posted: |
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15 Aug 10
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Last Revised:
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08 Oct 12
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398
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1
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Repo, Collateral, Crashes, Financing, Securitized
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