DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333): Difference between revisions

@@ Property / author @@
-Robert A. Jarrow
@@ Property / author: Robert A. Jarrow / rank @@
-Normal rank
@@ Property / author @@
+Robert A. Jarrow
@@ Property / author: Robert A. Jarrow / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Asset pricing for general processes
@@ Property / cites work: Asset pricing for general processes / rank @@
+Normal rank
@@ Property / cites work @@
+Diversified Portfolios in Continuous Time *
@@ Property / cites work: Diversified Portfolios in Continuous Time * / rank @@
+Normal rank
@@ Property / cites work @@
+A General Formula for Valuing Defaultable Securities
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
+Normal rank
@@ Property / cites work @@
+Q4335866
@@ Property / cites work: Q4335866 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic arbitrage in large financial markets
@@ Property / cites work: Asymptotic arbitrage in large financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5464333