Fingerprint
Dive into the research topics where Anh Tuan Le is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 9 Article
-
Tractable Term Structure Models
Feunou, B., Fontaine, J. S. E., Le, A. & Lundblad, C., Nov 2022, In: Management Science. 68, 11, p. 8411-8429 19 p.Research output: Contribution to journal › Article › peer-review
6 Link opens in a new tab Scopus citations -
Interest Rate Volatility and No-Arbitrage Affine Term Structure Models
Joslin, S. & Le, A., Dec 2021, In: Management Science. 67, 12, p. 7391-7416 26 p.Research output: Contribution to journal › Article › peer-review
10 Link opens in a new tab Scopus citations -
The price of variance risk
Dew-Becker, I., Giglio, S., Le, A. & Rodriguez, M., Feb 1 2017, In: Journal of Financial Economics. 123, 2, p. 225-250 26 p.Research output: Contribution to journal › Article › peer-review
94 Link opens in a new tab Scopus citations -
Separating the Components of Default Risk: A Derivative-Based Approach
Le, A., Mar 1 2015, In: Quarterly Journal of Finance. 5, 1, 1550005.Research output: Contribution to journal › Article › peer-review
21 Link opens in a new tab Scopus citations -
Why do term structures in different currencies co-move?
Jotikasthira, C., Le, A. & Lundblad, C., Jan 1 2015, In: Journal of Financial Economics. 115, 1, p. 58-83 26 p.Research output: Contribution to journal › Article › peer-review
71 Link opens in a new tab Scopus citations