List View
Showing 1 - 6 of 6 Records
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
- GSB Authors: Kenneth Singleton
- Date: 2014-06-01
- Publication Type: Articles
- Publication: The Journal of Finance
Are Intermediary Constraints Priced?
- GSB Authors: Ben Hebert
- Date: 2022-08-09
- Publication Type: Articles
- Publication: The Review of Financial Studies
Robust Option Pricing: Hannan and Blackwell Meet Black and Scholes
- GSB Authors: Peter DeMarzo
- Date: 2016-01-22
- Publication Type: Articles
- Publication: Journal of Economic Theory
Information Aggregation in Dynamic Markets with Strategic Traders
- GSB Authors: Michael Ostrovsky
- Date: 2012-11-26
- Publication Type: Articles
- Publication: Econometrica
Reversible Power-To-Gas Systems for Energy Conversion and Storage
- GSB Authors: Stefan Reichelstein
- Date: 2022-04-19
- Publication Type: Articles
- Publication: Nature Communications
Intermediary Balance Sheets and the Treasury Yield Curve
- GSB Authors: Ben Hebert
- Date: 2023-10-10
- Publication Type: Articles
- Publication: Journal of Financial Economics