Information about:
Neil Pearson

Other registered authors

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Homepage:
Postal Address: Department of Finance University of Illinois 340A Wohlers Hall 1206 South Sixth Street Champaign, Illinois 61820
Phone: 217 244 0490

Affiliation

• Department of Finance
  College of Business
  University of Illinois at Urbana-Champaign

  Location: Urbana-Champaign, Illinois (United States)
  Homepage: http://www.cba.uiuc.edu/finance/
  Email:
  Phone: (217) 244-2239
  Fax: (217) 244-3102
  Postal: 340 Wohlers Hall, MC 706, 1206 South Sixth Street, Champaign, IL 61820
  Handle: RePEc:edi:dfuiuus (registered authors at this institution)

Lists

1. Top RePEc authors by total file downloads per work

Working papers

1. David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998. "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance 9808004, EconWPA, revised 07 Oct 1998. [Downloadable!]
   Published as:
   • Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999. "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(4), pages 763-806.

2. David A. Chapman & Neil D. Pearson, 1998. "Is the Short Rate Drift Actually Nonlinear?," Finance 9808005, EconWPA. [Downloadable!]

3. Xiongwei Ju & Neil D. Pearson, 1998. "Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be?," Finance 9810002, EconWPA. [Downloadable!]

4. Thomas J. LINSMEIER & Neil D. PEARSON, 1996. "Risk measurement: an introduction to value at risk," ACE OFOR 9604, University of Illinois at Urbana-Champaign. [Downloadable!]
   Other versions:
   • Thomas J. Linsmeier & Neil D. Pearson, 1996. "Risk Measurement: An Introduction to Value at Risk," Finance 9609004, EconWPA. [Downloadable!]

5. kandel, E. & Pearson, N.D., 1995. "The Value of Labor Force Flexibility," Papers 95-04, Rochester, Business - Financial Research and Policy Studies.

6. Pearson, N.D. & Sun, T.S., 1991. "An Empirical Examination of the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates," Papers fb-24, Columbia - Graduate School of Business.

7. Hua He and Neil D. Pearson., 1989. "Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case," Research Program in Finance Working Papers RPF-189, University of California at Berkeley.
   Other versions:
   • Hua He and Neil D. Pearson., 1989. "Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case," Research Program in Finance Working Papers RPF-191, University of California at Berkeley.

1. Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999. "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(4), pages 763-806.
   Other versions:
   • David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998. "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance 9808004, EconWPA, revised 07 Oct 1998. [Downloadable!]

2. Kandel, Eugene & Pearson, Neil D, 1995. "Differential Interpretation of Public Signals and Trade in Speculative Markets," Journal of Political Economy, University of Chicago Press, vol. 103(4), pages 831-72, August. [Downloadable!] (restricted)

1. NEP-ETS: Econometric Time Series (1) 1998-10-02 Author is listed
2. NEP-FMK: Financial Markets (2) 1998-10-08 1998-10-08 Author is listed
3. NEP-IFN: International Finance (2) 1998-10-02 1998-12-09 Author is listed

This page was last updated on 2008-7-1.