Oren Cheyette

Loomis Sayles

555 California St

San Francisco, CA 94104

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 7,438

SSRN RANKINGS

Top 7,438

in Total Papers Downloads

7,696

SSRN CITATIONS
Rank 27,925

SSRN RANKINGS

Top 27,925

in Total Papers Citations

7

CROSSREF CITATIONS

26

Scholarly Papers (4)

1.

Markov Representation of the Heath-Jarrow-Morton Model

Number of pages: 13 Posted: 26 Mar 2001
Oren Cheyette
Loomis Sayles
Downloads 4,474 (2,516)
Citation 27

Abstract:

Loading...

2.

Empirical Credit Risk

Barra Fixed Income Research Working Paper
Number of pages: 39 Posted: 20 Jul 2003
Oren Cheyette and Tim Tomaich
Loomis Sayles and Lord Abbett
Downloads 1,580 (14,136)
Citation 2

Abstract:

Loading...

Credit risk, corporate bond returns, bond-equity return linkage

3.

Market Implied Ratings

Risk Magazine, July 2003
Number of pages: 15 Posted: 13 Aug 2003
Ludovic L. Breger, Lisa R. Goldberg and Oren Cheyette
Morgan Stanley - Fixed Income Research, University of California, Berkeley and Loomis Sayles
Downloads 1,348 (18,145)
Citation 10

Abstract:

Loading...

Credit rating, risk, market implied ratings

4.

Implied Prepayments

Journal of Portfolio Management, Vol. 23, No. 1, Fall 1996
Number of pages: 18 Posted: 26 Jun 1998 Last Revised: 30 Apr 2011
Oren Cheyette
Loomis Sayles
Downloads 294 (129,694)
Citation 2

Abstract:

Loading...