George K. Chacko

Finance · 2002–2008

A researcher in the Science corpus: 6 papers; trusts 11 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom George K. Chacko trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Kenneth J. Singleton
  2. Nicholas Barberis
  3. Gurdip Bakshi
  4. Yacine Aït-Sahalia
  5. Darrell Duffie
  6. John Y. Campbell
  7. Luis M. Viceira
  8. Michael W. Brandt
  9. Sanjiv Ranjan Das
  10. Lasse Heje Pedersen

Who trusts George K. Chacko overall

  1. Jun Liu
  2. Christopher S. Jones
  3. Garland B. Durham
  4. Peter P. Carr
  5. Andreas Kaeck
  6. Joost Driessen
  7. George J. Jiang
  8. Jérôme Detemple
  9. Pascal J. Maenhout
  10. J. D. da Fonseca

Papers from George K. Chacko's perspective

Ordered by how strongly the researchers George K. Chacko trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  2. The Pricing of Options and Corporate Liabilities
  3. A Theory for the Term Structure of Interest Rates
  4. Estimation of affine asset pricing models using the empirical characteristic function
  5. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. The Surprise Element: Jumps in Interest Rates
  8. Variable Selection for Portfolio Choice
  9. Spanning and Derivative-Security Valuation
  10. Specification Analysis of Affine Term Structure Models

Their papers