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Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility / Pierre Collin-Dufresne, Christopher S. Jones, Robert S. Goldstein. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10756.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10756.

Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology / Jaime Casassus, Pierre Collin-Dufresne, Bryan R. Routledge. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w11864.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2005
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w11864.

Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options / Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w11861.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2005
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w11861.

Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income / Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w11247.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2005
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w11247.

On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches / Pierre Collin-Dufresne, Robert S. Goldstein, Fan Yang. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w15734.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2010
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w15734.

Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs. / Pierre Collin-Dufresne, Robert S. Goldstein, Jean Helwege. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w15733.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2010
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w15733.

Do prices reveal the presence of informed trading? / Pierre Collin-Dufresne, Vyacheslav Fos. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w18452.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2012
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w18452.

Insider Trading, Stochastic Liquidity and Equilibrium Prices / Pierre Collin-Dufresne, Vyacheslav Fos. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w18451.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2012
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w18451.

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips / Frederico Belo, Pierre Collin-Dufresne, Robert S. Goldstein. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w18450.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2012
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w18450.

Parameter Learning in General Equilibrium: The Asset Pricing Implications / Pierre Collin-Dufresne, Michael Johannes, Lars A. Lochstoer. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w19705.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2013
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w19705.

Moral Hazard, Informed Trading, and Stock Prices / Pierre Collin-Dufresne, Vyacheslav Fos. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w19619.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2013
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w19619.

Activism, Strategic Trading, and Liquidity / Kerry Back, Pierre Collin-Dufresne, Vyacheslav Fos, Tao Li, Alexander Ljungqvist. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w22893.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2016
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w22893.

Liquidity Regimes and Optimal Dynamic Asset Allocation / Pierre Collin-Dufresne, Kent D. Daniel, Mehmet Saǧlam. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w24222.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2018
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w24222.

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