Details about Neil Pearson
|Phone:||217 244 0490|
|Postal address:||Department of Finance University of Illinois 340A Wohlers Hall 1206 South Sixth Street Champaign, Illinois 61820|
|Workplace:||Department of Finance, College of Business, University of Illinois at Urbana-Champaign, (more information at EDIRC)|
Access statistics for papers by Neil Pearson.
Last updated 2020-08-03. Update your information in the RePEc Author Service.
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- Is the Short Rate Drift Actually Nonlinear?
Finance, University Library of Munich, Germany View citations (53)
- Using Proxies for the Short Rate: When are Three Months Like an Instant?
Finance, University Library of Munich, Germany View citations (7)
See also Journal Article in Review of Financial Studies (1999)
- Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be?
Finance, University Library of Munich, Germany View citations (4)
- Risk Measurement: An Introduction to Value at Risk
Finance, University Library of Munich, Germany View citations (33)
- The Value of Labor Force Flexibility
Working Papers, Rochester, Business - Financial Research and Policy Studies View citations (4)
- 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 (9)
- 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 (16)
Also in Research Program in Finance Working Papers, University of California at Berkeley (1989) View citations (27)
- Using Proxies for the Short Rate: When Are Three Months Like an Instant?
Review of Financial Studies, 1999, 12, (4), 763-806 View citations (50)
See also Working Paper (1998)
- Differential Interpretation of Public Signals and Trade in Speculative Markets
Journal of Political Economy, 1995, 103, (4), 831-72 View citations (317)
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