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Neil Pearson

Personal Details

First Name:Neil
Middle Name:
Last Name:Pearson
Suffix:
RePEc Short-ID:ppe61
Department of Finance University of Illinois 340A Wohlers Hall 1206 South Sixth Street Champaign, Illinois 61820
217 244 0490

Affiliation

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

Urbana-Champaign, Illinois (United States)
http://www.business.illinois.edu/finance/

: (217) 244-2239
(217) 244-3102
340 Wohlers Hall, MC 706, 1206 South Sixth Street, Champaign, IL 61820
RePEc:edi:dfuiuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. David A. Chapman & Neil D. Pearson, 1998. "Is the Short Rate Drift Actually Nonlinear?," Finance 9808005, EconWPA.
  2. Xiongwei Ju & Neil D. Pearson, 1998. "Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be?," Finance 9810002, EconWPA.
  3. 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.
  4. Thomas J. Linsmeier & Neil D. Pearson, 1996. "Risk Measurement: An Introduction to Value at Risk," Finance 9609004, EconWPA.
  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.

Articles

  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, Society for Financial Studies, vol. 12(4), pages 763-806.
  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 831-872, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 1998-10-08 1998-10-08
  2. NEP-IFN: International Finance (2) 1998-10-02 1998-12-09
  3. NEP-ETS: Econometric Time Series (1) 1998-10-02

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