Longstaff, Francis A., 1956-
Longstaff, Francis A.
Francis Longstaff
VIAF ID: 60145890 (Personal)
Permalink: http://viaf.org/viaf/60145890
Preferred Forms
- 100 0 _ ‡a Francis Longstaff
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- 100 1 _ ‡a Longstaff, Francis A. ‡d 1956-
- 100 1 _ ‡a Longstaff, Francis A. ‡d 1956-
- 100 1 _ ‡a Longstaff, Francis A., ‡d 1956-
4xx's: Alternate Name Forms (4)
5xx's: Related Names (9)
- 510 2 _ ‡a John E. Anderson Graduate School of Management
- 510 2 _ ‡a John E. Anderson Graduate School of Management ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 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 University of California Los Angeles ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of California-Los Angeles (UCLA) / Anderson Graduate School of Management / Finance Group
- 510 2 _ ‡a University of Chicago, Graduate School of Business, December
- 510 2 _ ‡a University of Southern California
- 510 2 _ ‡a University of Southern California ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Corporate earnings and the equity premium | |
Corporate yield spreads default risk or liquidity? New evidence from the credit-default swap market | |
Disagreement and Asset Prices | |
Dynamic asset allocation with event risk | |
An empirical analysis of the pricing of collateralized debt obligations | |
Financial claustrophobia asset pricing in illiquid markets | |
The flight-to-liquidity premium in U.S. treasury bond prices | |
How sovereign is sovereign credit risk? | |
Inflation Tracking Portfolios | |
The market price of credit risk: an empirical analysis of interest rate swap spreads | |
Municipal debt and marginal tax rates: is there a tax premium in asset prices? | |
Optimal recursive refinancing and the valuation of mortgage-backed securities | |
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? | |
Time varying expectations and intertemporal asset pricing | |
Two trees: asset price dynamics induced by market clearing | |
Valuing toxic assets: an analysis of CDO equity | |
Why does the Treasury issue tips? : the Tips-Treasury bond puzzle |