Navneet Arora

American Century Investments

1665 Charleston Road

Mountain View, CA 94043

United States

SCHOLARLY PAPERS

4

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1,372

CITATIONS
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SSRN RANKINGS

Top 6,128

in Total Papers Citations

91

Scholarly Papers (4)

1.

Counterparty Credit Risk and the Credit Default Swap Market

Journal of Financial Economics (JFE), Vol. 103, No. 2, 2012
Number of pages: 14 Posted: 06 May 2011 Last Revised: 17 Dec 2012
American Century Investments, Rutgers Business School, Newark and New Brunswick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 600 (43,289)
Citation 95

Abstract:

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Counterparty Credit Risk, CDS

2.

A Model of Asset Pricing and Portfolio Delegation

AFA 2002 Atlanta Meetings
Number of pages: 61 Posted: 05 Jan 2002
Navneet Arora and Hui Ou-Yang
American Century Investments and Cheung Kong Graduate School of Business
Downloads 478 (57,828)
Citation 4

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3.

Asset Measurement Uncertainty and Credit Term Structure

Number of pages: 47 Posted: 06 Apr 2011
Navneet Arora, Scott A. Richardson and A. Irem Tuna
American Century Investments, AQR Capital Management, LLC and London Business School
Downloads 294 (101,706)
Citation 7

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4.

Reduced Form vs. Structural Models of Credit Risk: A Case Study of Three Models

Journal of Investment Management, Vol. 3, No. 4, Fourth Quarter 2005
Posted: 27 Jul 2005
Navneet Arora, Jeffrey Bohn and Fanlin Zhu
American Century Investments, University of California, Berkeley - Center for Risk Management Research and affiliation not provided to SSRN

Abstract:

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Credit risk, default risk, default probability, structural model, reduced-form model, Merton model, equity, corporate bonds, credit default swaps (CDS), power curves, credit spreads