Jacob Boudoukh

Identifiers

Open LibraryOL755041A

Top Subjects

Bonds (1)
Mathematical models (1)
Statistics (1)
Risk management (1)
Investment & securities (1)
Business / Economics / Finance (1)
Finance (1)

Books by Jacob Boudoukh

Total count: 7

Essays in equilibrium asset pricing

1991-01-01
Testing inequality restrictions implied from conditional asset pricing models

New York University Salomon Center1992-01-01
The equity risk premium and the term structuretwo centuries of evidence

New York University Salomon Center1992-01-01
Understanding Market, Credit, and Operational RiskThe Value at Risk Approach

Blackwell Publishing Limited2003-12-01
The information in long-maturity forward ratesimplications for exchange rates and the forward premium anomaly

National Bureau of Economic Research2005-01-01
The myth of long-horizon predictability

National Bureau of Economic Research2005-01-01
Understanding Market, Credit, and Operational RiskThe Value at Risk Approach

Wiley & Sons, Incorporated, John2008-01-01