Whitelaw, Robert F.
VIAF ID: 57673080 ( Personal )
Permalink: http://viaf.org/viaf/57673080
Preferred Forms
-
-
- 100 1 _ ‡a Whitelaw, Robert F.
- 100 1 _ ‡a Whitelaw, Robert F.
- 100 1 _ ‡a Whitelaw, Robert F.
-
4xx's: Alternate Name Forms (2)
5xx's: Related Names (4)
- 510 2 _ ‡a Federal Reserve Bank of St. Louis
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a National Bureau of Economic Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Stanford University ‡b Graduate School of Business
Works
Title | Sources |
---|---|
The best of both worlds : a hybrid approach to calculating value at risk | |
Hedging the interest rate risk of brady bonds | |
The information in long-maturity forward rates: implications for exchange rates and the forward premium anomaly | |
Limited arbitrage and short sales restrictions: evidence from the options markets | |
Maxing out: stocks as lotteries and the cross-section of expected returns | |
The myth of long-horizon predictability | |
Stock market risk and return : an equilibrium approach | |
Time-varying sharpe ratios and market timing | |
Uncovering the risk-return relation in the stock market, c2003: |