Jesus Saa-Requejo

Vega Asset Management LLC

Edificio Alfredo Mahou planta 23

Plaza Manuel Gomez Moreno 2

Madrid

Spain

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 20,101

SSRN RANKINGS

Top 20,101

in Total Papers Downloads

3,175

SSRN CITATIONS
Rank 7,614

SSRN RANKINGS

Top 7,614

in Total Papers Citations

159

CROSSREF CITATIONS

16

Scholarly Papers (5)

1.

Bond Pricing with Default Risk

Number of pages: 57 Posted: 01 Nov 2004
Jason C. Hsu, Jason C. Hsu, Jesus Saa-Requejo and Pedro Santa-Clara
Research AffiliatesRayliant Global Advisors, Vega Asset Management LLC and New University of Lisbon - Nova School of Business and Economics
Downloads 1,336 (18,569)
Citation 16

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Bond pricing, default risk, term structure of yield spread

2.
Downloads 1,287 ( 19,614)
Citation 59

Financial Constraints and Stock Returns

Number of pages: 54 Posted: 27 Aug 1998
Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo
Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC
Downloads 1,205 (21,342)
Citation 59

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Financial Constraints and Stock Returns

NBER Working Paper No. w6210
Number of pages: 52 Posted: 29 Aug 2000 Last Revised: 21 Jun 2021
Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo
Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC
Downloads 82 (376,319)

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Financial Constraints and Stock Returns

Posted: 19 Jul 2000
Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo
Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC

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Beyond Arbitrage: 'Good Deal' Asset Price Bounds in Incomplete Markets

CRSP Working Paper No. 430
Number of pages: 63 Posted: 26 Jun 1998
John H. Cochrane and Jesus Saa-Requejo
Hoover Institution and Vega Asset Management LLC
Downloads 498 (71,153)
Citation 48

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Beyond Arbitrage: 'Good Deal' Asset Price Bounds in Incomplete Markets

Journal of Political Economy, Vol. 108, No. 1, February 2000
Posted: 12 Feb 2000
John H. Cochrane and Jesus Saa-Requejo
Hoover Institution and Vega Asset Management LLC

Abstract:

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4.

Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets

NBER Working Paper No. w5489
Number of pages: 70 Posted: 19 Jul 2000 Last Revised: 30 Sep 2010
John H. Cochrane and Jesus Saa-Requejo
Hoover Institution and Vega Asset Management LLC
Downloads 54 (463,400)

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5.

A Structural Model of Default Risk

Journal of Fixed Income, Vol. 19, No. 3, pp. 77-94, Winter 2010
Posted: 20 Mar 2010 Last Revised: 28 Dec 2016
Jason C. Hsu, Jason C. Hsu, Jesus Saa-Requejo and Pedro Santa-Clara
Research AffiliatesRayliant Global Advisors, Vega Asset Management LLC and New University of Lisbon - Nova School of Business and Economics

Abstract:

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Fixed Income, Default Risk, Corporate Bonds