Items where Author is "Taylor, Alex. P"

Article

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Taylor, Alex. P (2024) An information-theoretic asset pricing model. Journal of Financial Econometrics. ISSN 1479-8409 (In Press)

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Taylor, Alex. P (2017) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Review of Financial Studies, 30 (2). 442 – 504. ISSN 0893-9454

Book Section

Kiesel, Rüdiger, Perraudin, William and Taylor, Alex. P (2002) Credit and interest rate risk. In: Dempster, Michael Alan Howarth, (ed.) Risk Management: Value at Risk and Beyond. Cambridge University Press, Cambridge; New York, pp. 129-144. ISBN 9780521781800