Linda Sandris Larsen

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Linda Sandris Larsen trusts overall

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

  1. Jun Liu

Papers from Linda Sandris Larsen's perspective

Ordered by how strongly the researchers Linda Sandris Larsen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Dynamic Asset Allocation with Event Risk
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  4. Term premia and interest rate forecasts in affine models
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Specification Analysis of Affine Term Structure Models
  7. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  8. Term Structure Dynamics in Theory and Reality
  9. The Pricing of Options and Corporate Liabilities
  10. Explaining the Rate Spread on Corporate Bonds

Their papers