Robert A. Jarrow
Professor
Finance Faculty · GM
524 publications
22,296 citations
63 h-index
Economics, Econometrics and Finance
Recent Papers (15)
2026-06-14 · WORLD SCIENTIFIC eBooks · Finance
Essentials of Derivative Securities
Robert A. JarrowProfessor, Finance Faculty · GM
2026-03-31 · WORLD SCIENTIFIC eBooks · Finance
Asset Price Bubbles
Robert A. JarrowProfessor, Finance Faculty · GM
2026-03-30 · WORLD SCIENTIFIC eBooks · Finance
Asset Price Bubbles
Robert A. JarrowProfessor, Finance Faculty · GM
2026-03-30 · WORLD SCIENTIFIC eBooks · Finance
Asset Price Bubbles
Robert A. JarrowProfessor, Finance Faculty · GM
2026-01-10 · Quarterly Journal of Finance · Finance
The Treasury — SOFR Swap Spread Puzzle Explained
Robert JarrowProfessor, Finance Faculty · GM
2026-01-01 · SSRN Electronic Journal · Finance
Optimal Exercise of Brokered Callable Certificates of Deposit
Robert A. JarrowProfessor, Finance Faculty · GM
2026-01-01 · SSRN Electronic Journal · Economics and Econometrics
Catastrophe and Corporate Bonds: A Unified Approach to Pricing Natural Disaster Risks
Robert A. JarrowProfessor, Finance Faculty · GM
2022-12-22
Computing the probability of a financial market failure: a new measure of systemic risk
Robert A. JarrowProfessor, Finance Faculty · GM
2020-11-09
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model
Robert A. JarrowProfessor, Finance Faculty · GM
Martin T. WellsProfessor, ILR Statistics and Data Science · ILR
2020-11-05
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
Robert A. JarrowProfessor, Finance Faculty · GM
Martin T. WellsProfessor, ILR Statistics and Data Science · ILR
2018-01-01
High Dimensional Estimation and Multi-Factor Models
Sumanta BasuProf Assoc, Statistics and Data Science · CALS
Robert A. JarrowProfessor, Finance Faculty · GM
Martin T. WellsProfessor, ILR Statistics and Data Science · ILR
2015-01-01
Informational Efficiency under Short Sale Constraints
Robert A. JarrowProfessor, Finance Faculty · GM
2011-10-25
Is There a Bubble in LinkedIn’s Stock Price?
Robert A. JarrowProfessor, Finance Faculty · GM
2011-03-07
Discretely sampled variance and volatility swaps versus their continuous approximations
Robert A. JarrowProfessor, Finance Faculty · GM
2004-07-13
MODELING CREDIT RISK WITH PARTIAL INFORMATION
Robert A. JarrowProfessor, Finance Faculty · GM