Robert A. Jarrow
Affiliations: | Cornell University, Ithaca, NY, United States |
Area:
General Engineering, Finance, Applied MathematicsGoogle:
"Robert Jarrow"Children
Sign in to add traineeXiangdong Mao | grad student | 2000 | Cornell |
Mitchell C. Warachka | grad student | 2000 | Cornell |
Umut Cetin | grad student | 2003 | Cornell |
Sudheer Chava | grad student | 2003 | Cornell |
Tiberiu F. Tomita | grad student | 2003 | Cornell |
Amiyatosh K. Purnanandam | grad student | 2004 | Cornell |
Seungwoo Shin | grad student | 2005 | Cornell |
ChoongOh Kang | grad student | 2007 | Cornell |
Vikrant Tyagi | grad student | 2010 | Cornell |
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Publications
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Jarrow R. (2019) On the Existence of Stock Price Bubbles—The Smoking Gun—Discounts and Premiums on Closed-End Funds and ETFs The Journal of Portfolio Management. 45: 133-138 |
Jarrow RA, Li H, Ye X, et al. (2019) Exploring Mispricing in the Term Structure of CDS Spreads Review of Finance. 23: 161-198 |
Jarrow RA, Protter P. (2019) A Rational Asset Pricing Model for Premiums and Discounts on Closed-End Funds: The Bubble Theory Mathematical Finance. 29: 1157-1170 |
Jarrow R, Lamichhane S. (2019) Asset price bubbles, market liquidity, and systemic risk Mathematics and Financial Economics. 1-36 |
Jarrow RA. (2019) Capital Asset Market Equilibrium With Liquidity Risk, Portfolio Constraints, and Asset Price Bubbles Mathematics and Financial Economics. 13: 115-146 |
Jarrow RA. (2018) An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles Quarterly Journal of Finance. 8: 1850005 |
Jarrow RA. (2018) Asset Market Equilibrium with Liquidity Risk Annals of Finance. 14: 253-288 |
Jarrow RA, Krishenik A, Minca A. (2018) Optimal Cash Holdings Under Heterogeneous Beliefs Mathematical Finance. 28: 712-747 |
Emmerling TJ, Jarrow RA, Yildirim Y. (2018) Portfolio Balance Effects and the Federal Reserve's Large-Scale Asset Purchases Studies in Economics and Finance. 35: 2-24 |
Jarrow RA, Protter P. (2018) Credit Risk, Liquidity, and Bubbles International Review of Finance |