(With Marius Ascheberg,
Robert Jarrow and Holger
Kraft) Real
Estate Economic, forthcoming. (With Brad Case and Massimo Guidolin) Real
Estate Economic, forthcoming. Dynamic
Correlation Among Asset Classes: REIT and Stock Returns (With Brad Case and Yawei
Yang) The
Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012. Housing Prices
and the Optimal Time-on-the-Market Decision (With Hazer Inaltekin, Robert Jarrow, and Mehmet Saglam) Finance
Research Letters, Volume 8, Issue 4, pp. 171-226, 2011. (With Sumit Agarwal, Brent Ambrose and
Hongming Huang) Journal of Financial and
Quantitative Analysis, Vol. 46,
No. 2, April 2011. Price Discovery
in Real Estate Markets: A Dynamic Analysis of the REIT Premium (With Abdullah
Yavas) The
Journal of Real Estate Finance and Economics, Vol. 42, No. 1, 2011. The Cost of
Operational Risk Loss Insurance (With Jeffrey Oxman and Robert Jarrow) Review
of Derivatives Research, Volume 13, Issue 3, pp. 273-295, 2010. Estimating Default
Probabilities Implicit in CMBS (With James Kau and Donald Keenan) The
Journal of Real Estate Finance and Economics, Vol
39, No. 2, 2009. Leverage,
Option Liabilities and Corporate Bond Pricing (With Hongming Huang) Review
of Derivatives Research, Volume 11, Issue 3, pp. 245-276, 2008. The Dynamics
of Operational Loss Clustering (With Anna Chernobai) Journal of
Banking & Finance, Vol 32/12, pp. 2655-2666,
2008. Valuing TIPS Bond Futures in
Jarrow-Yildirim Model (With Hongming Huang) Risk, June 2008. Credit Risk
and Term Structure of Lease Rates: A Reduced Form Model (With Brent Ambrose) The
Journal of Real Estate Finance and Economic, Vol
37, No. 3, pp. 281-298, 2008. (With Andreas Christopoulos and Robert
Jarrow) Real
Estate Economic, Vol 36, No. 3, pp. 441-498,
2008. Estimating
Default Probabilities of CMBS with
Clustering and Heavy Censoring The Journal
of Real Estate Finance and Economics, Vol 37, No. 2, 2008. Modeling
Default Risk: A New Structural Approach Finance
Research Letters,
3, pp. 165-172, 2006. Modeling
Default Risk with Partial Information (With Umut
Cetin, Robert Jarrow and Philip Protter)
Annals of Applied Probability , Vol. 14,
No. 3, 1167-1178, 2004. ·
Reprinted,
Financial Derivatives Pricing, 2008, World Scientific Publishing. How Valuable
is Credit Card Lending? (With Arkadev Chatterjea, Robert Neal
and Robert Jarrow) Journal of Derivatives, Volume 11, Number 2, Pages 39 – 52, Winter 2003. (With Robert Jarrow) Journal of Financial and Quantitative
Analysis, Vol.
38, No. 2, June 2003. ·
Reprinted,
Financial Derivatives Pricing, 2008, World Scientific Publishing. Estimating
Default Probabilities Implicit in Equity Prices (With Tibor Janosi and Robert Jarrow) Journal of Investment Management, Vol. 1, No. 1, 2003. ·
Reprinted, The Credit Market Handbook: Advanced modeling
Issues, ed. G. Fong, 2005, Wiley. Estimating
Expected Losses and Liquidity Discounts Implicit in Debt Prices (With Tibor Janosi and Robert Jarrow) Journal of Risk, Volume 5 / Number 1, Fall 2002. ·
Reprinted, Innovations in Risk Management,
ed. P. Jorion, Risk Books: London, 2004. A Simple Model
for Valuing Default Swaps when both Market and Credit Risk are Correlated (With Robert
Jarrow) Journal of
Fixed Income, 11 (4), March 2002.
ULI
|
||||||||||||||||||||||||||||||||||||||||||||||||
|
|
||||||||||||||||||||||||||||||||||||||||||||||||
