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Neil Pearson

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Personal Details

First Name:Neil
Middle Name:
Last Name:Pearson
Suffix:
RePEc Short-ID:ppe61
Email:
Homepage:
Postal Address:Department of Finance University of Illinois 340A Wohlers Hall 1206 South Sixth Street Champaign, Illinois 61820
Phone:217 244 0490
Location: Urbana-Champaign, Illinois (United States)
Homepage: http://www.business.illinois.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 (more details at EDIRC)
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  1. Xiongwei Ju & Neil D. Pearson, 1998. "Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be?," Finance 9810002, EconWPA.
  2. David A. Chapman & Neil D. Pearson, 1998. "Is the Short Rate Drift Actually Nonlinear?," Finance 9808005, 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.
  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 831-72, August.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  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

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