Search

Publications

6 results

CS

Horizon Effect in the Term Structure of Long-Run Risk-Return Trade-Offs

Cedric Okou and Eric Jacquier

Risk Management
CS
CS

Predicting Systematic Risk: Implications from Growth Options

Eric Jacquier, Sheridan Titman and Atakan Yalçin

Financial risks
CS

Stochastic Volatility: Univariate and Multivariate Extensions

Eric Jacquier, Nicholas G. Polson and Peter E. Rossi

Risk Management, Financial risks and Simulation
CS

Model Error in Contingent Claim Models Dynamic Evaluation

Eric Jacquier and Robert Jarrow

Simulation
CS

Models and Priors for Multivariate Stochastic Volatility

Eric Jacquier, Nicholas G. Polson and Peter E. Rossi

Simulation

CIRANO Directory

1 result

News

1 result

Events

0 results

No results matching the search criteria.