Details about Neil Pearson

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Short-id: ppe61

Working Papers

1998

1. Is the Short Rate Drift Actually Nonlinear?
   Finance, EconWPA View citations
2. Using Proxies for the Short Rate: When are Three Months Like an Instant?
   Finance, EconWPA View citations
   See Also Journal Article in Review of Financial Studies (1999)
3. Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be?
   Finance, EconWPA View citations

1996

4. Risk Measurement: An Introduction to Value at Risk
   Finance, EconWPA View citations
   Also in
   ACE OFOR, University of Illinois at Urbana-Champaign (1996) View citations

1995

5. The Value of Labor Force Flexibility
   Working Papers, Rochester, Business - Financial Research and Policy Studies View citations

1991

6. An Empirical Examination of the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates
   Working Papers, Columbia - Graduate School of Business View citations

1989

7. Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case
   Research Program in Finance Working Papers, University of California at Berkeley View citations
   Also in
   Research Program in Finance Working Papers, University of California at Berkeley (1989) View citations

Journal Articles

1999

1. Using Proxies for the Short Rate: When Are Three Months Like an Instant?
   Review of Financial Studies, 1999, 12, (4), 763-806 View citations
   See Also Working Paper (1998)

1995

2. Differential Interpretation of Public Signals and Trade in Speculative Markets
   Journal of Political Economy, 1995, 103, (4), 831-72 View citations