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Jakub W. Jurek
Jakub W. Jurek
Chief Data Officer @ Varo
Verified email at post.harvard.edu
Title
Cited by
Cited by
Year
The Economics of Structured Finance
J Coval, J Jurek, E Stafford
The Journal of Economic Perspectives 23 (1), 3-26, 2009
11242009
Economic Catastrophe Bonds
JD Coval, JW Jurek, E Stafford
The American Economic Review 99 (3), 628-666, 2009
5692009
Crash-Neutral Currency Carry Trades
JW Jurek
The Journal of Financial Economics 113 (3), 325-347, 2014
3912014
The Cost of Capital for Alternative Investments
JW Jurek, E Stafford
Journal of Finance, 2015
1242015
Dynamic Portfolio Selection in Arbitrage
J Jurek, H Yang
1152006
The Price of Immediacy
GC Chacko, JW Jurek, E Stafford
The Journal of Finance 63 (3), 1253-1290, 2008
1102008
Optimal Value and Growth Tilts in Long-Horizon Portfolios*
JW Jurek, LM Viceira
Review of Finance 15 (1), 29-74, 2011
1002011
Option-Implied Currency Risk Premia
JW Jurek, Z Xu
Available at SSRN 2338585, 2013
442013
Haircut dynamics
JW Jurek, E Stafford
Available at SSRN 1658935, 2010
25*2010
The Pricing of Investment Grade Credit Risk during the Financial Crisis
J Coval, J Jurek, E Stafford
mimeo, Boston: Harvard Business School, 2009
252009
How markets learn
J Coval, J Jurek, K Pan, E Stafford
Working, 2013
32013
Exploring Deviations Between Prices and Values in Capital Asset Markets
JW Jurek
Harvard University, 2008
2008
Optimal Dynamic Trading Strategies with Bayesian Inference about Market Liquidity
JW Jurek
Harvard University, 2002
2002
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Articles 1–13