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Polson, Nicholas G. Rossi, Peter E. Jarrow, Robert A. Titman, Sheridan Yalçın, Atakan Kane, Alex Marcus, Alan J. Okou, Cedric Johannes, Michael Cherian, Joseph Dupuis, Debbie Rémillard, Bruno Papageorgiou, Nicolas Okou, Cédric Van Norden, Simon Boyer, Martin Nelson, Daniel B. All co-authors long models model volatility options term volatilität return equity error run growth returns results sample capm continuous
Composed long term growth options stochastischer prozess stochastic process risk return stochastic volatility model error leverage effect capital income estimation risk bayesian analysis contingent claim black scholes forecasting model bayes statistik bayesian inference volatility jumps return relationships systematic risk analysis stochastic volatility models claim models parameter uncertainty financial leverage equity beta disentangling continuous jumps long run risk predicting systematic risk implications implications growth optimal estimation premium long run asset asset allocation allocation case case compounded compounded estimation maximum likelihood error contingent models dynamic dynamic evaluation term excess medium long mean return investment horizon term expected expected returns small sample sample efficient efficient estimator effect decreases unlevered equity assets place operating leverage
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Eric Jacquier Alternative spellings: E. Jacquier Biblio: Tätig an der CIRANO, Montreal, Canada; Tätig an der Johnson School of Management, Cornell Univ.
Q102375140
Publishing years Series Rodney L. White Center for Financial Research (2) Working paper series economics and econometrics (2) CIRANO - Scientific Publications 2013s-14 (1) CIRANO - Scientific Publications Paper (1) 
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