Jesus Saa-Requejo

Vega Asset Management LLC

Edificio Alfredo Mahou planta 23

Plaza Manuel Gomez Moreno 2

Madrid

Spain

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 16,560

in Total Papers Downloads

2,833

CITATIONS
Rank 1,463

SSRN RANKINGS

Top 1,463

in Total Papers Citations

385

Scholarly Papers (5)

1.
Downloads 1,187 ( 16,419)
Citation 4

Financial Constraints and Stock Returns

CRSP Working Paper No. 451
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 1,117 (17,640)
Citation 139

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Financial Constraints and Stock Returns

NBER Working Paper No. w6210
Number of pages: 52 Posted: 29 Aug 2000 Last Revised: 18 Apr 2008
Owen A. Lamont, Christopher Polk and Jesus Saa-Requejo
Harvard University - Department of Economics, London School of Economics and Vega Asset Management LLC
Downloads 70 (327,522)

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Financial Constraints and Stock Returns

Review of Financial Studies
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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2.

Bond Pricing with Default Risk

Number of pages: 57 Posted: 01 Nov 2004
Jason C. Hsu, Jesus Saa-Requejo and Pedro Santa-Clara
Rayliant Global Advisors, Vega Asset Management LLC and New University of Lisbon - Nova School of Business and Economics
Downloads 1,162 (16,926)
Citation 16

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Bond pricing, default risk, term structure of yield spread

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 442 (62,775)
Citation 169

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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

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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 42 (409,742)

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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, Jesus Saa-Requejo and Pedro Santa-Clara
Rayliant Global Advisors, Vega Asset Management LLC and New University of Lisbon - Nova School of Business and Economics

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Fixed Income, Default Risk, Corporate Bonds