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Oldrich Alfons Vasicek
Observed names:
O. A. Vasicek,
OLDRICH A. VASICEK,
Oldrich A Vasicek,
Oldrich A. Vasicek,
Oldrich Alfonso Vasicek,
Oldrich Vasicek,
Oldřich Vašíček,
Vasicek, Oldrich Alfonso
show all 8
Observed institutions:
Wells Fargo (United States),
Moody's Corporation (United States),
Biologie intégrée du globule rouge et de l'Erythropoïèse,
University of Rochester,
University of California, Berkeley
OpenAlex ID:
A5038288133
An equilibrium characterization of the term structure
1977
·
Oldrich Vasicek
·
Journal of Financial Economics
·
6,010
A Test for Normality Based on Sample Entropy
1976
·
Oldrich Vasicek
·
Journal of the Royal Statistical Society Series B (Statistical Methodology)
·
679
A Note on Using Cross‐sectional Information in Bayesian Estimation of Security Betas
1973
·
Oldrich A. Vasicek
·
The Journal of Finance
·
497
Term Structure Modeling Using Exponential Splines
1982
·
OLDRICH A. VASICEK
, H. GIFFORD FONG
·
The Journal of Finance
·
426
Probability of Loss on Loan Portfolio
2015
·
Oldrich A Vasicek
·
Wiley eBooks
·
229
A Risk Minimizing Strategy for Portfolio Immunization
1984
·
H. GIFFORD FONG
, OLDRICH A. VASICEK
·
The Journal of Finance
·
178
Loan Portfolio Value
2015
·
Oldrich A Vasicek
·
Wiley eBooks
·
99
Fixed–income volatility management
1991
·
H. Gifford Fong
, Oldrich A. Vasicek
·
The Journal of Portfolio Management
·
99
A Series Expansion for the Bivariate Normal Integral
2015
·
Oldrich A Vasicek
·
Wiley eBooks
·
36
Technical Note—An Inequality for the Variance of Waiting Time under a General Queuing Discipline
1977
·
Oldrich A. Vasicek
·
Operations Research
·
31
A series expansion for the bivariate normal integral
1998
·
Oldrich Alfons Vasicek
·
The Journal of Computational Finance
·
28
A Multidimensional Framework for Risk Analysis
1997
·
Gifford Fong
, Oldrich A. Vasicek
·
Financial Analysts Journal
·
28
The Tradeoff between Return and Risk in Immunized Portfolios
1983
·
H. Gifford Fong
, Oldrich Vasicek
·
Financial Analysts Journal
·
27
A Conditional Law of Large Numbers
1980
·
Oldrich Alfonso Vasicek
·
The Annals of Probability
·
27
PDF
The economics of interest rates
2005
·
Oldrich Alfons Vasicek
·
Journal of Financial Economics
·
23
An Equilibrium Characterization of the Term Structure
2015
·
Oldrich A Vasicek
·
Wiley eBooks
·
20
General equilibrium with heterogeneous participants and discrete consumption times
2013
·
Oldrich Alfons Vasicek
·
Journal of Financial Economics
·
17
Bond performance
1983
·
H. Gifford Fong
, Charles Pearson
, et al.
·
The Journal of Portfolio Management
·
17
Vasicek and beyond : approaches to building and applying interest rate models
1996
·
Lane P. Hughston
, Oldrich A Vasicek
, et al.
·
Goldsmiths (University of London)
·
15
The Efficent Market Model
1972
·
Oldrich A. Vasicek
, John A. McQuown
·
Financial Analysts Journal
·
13
Plugging into Electricity
2015
·
Hélyette Geman
, Oldrich Vasicek
·
Wiley eBooks
·
12
The Efficient Market Model
2015
·
Oldrich A. Vasicek
, John A. McQuown
·
Wiley eBooks
·
11
Credit Valuation
2015
·
Oldrich A Vasicek
·
Wiley eBooks
·
8
Finance, Economics and Mathematics
2015
·
Oldrich A Vasicek
·
Wiley eBooks
·
7
Modelos de la estructura de plazos de las tasas de interés: Revisión, tendencias y perspectivas
2020
·
Oldrich Alfons Vasicek
, Francisco Venegas-Martínez
·
Revista Mexicana de Economía y Finanzas
·
5
PDF
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Works count:
66
Citation count:
8,569
H-index:
17
I10-index:
22
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