Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:person
|
| gptkbp:award |
gptkb:Smith_Breeden_Prize
|
| gptkbp:education |
gptkb:Stanford_University
gptkb:University_of_Chicago |
| gptkbp:employer |
gptkb:UCLA_Anderson_School_of_Management
|
| gptkbp:field |
economics
finance |
| gptkbp:formerPosition |
gptkb:Federal_Reserve_Bank_of_New_York
gptkb:Salomon_Brothers |
| https://www.w3.org/2000/01/rdf-schema#label |
Francis A. Longstaff
|
| gptkbp:memberOf |
gptkb:National_Bureau_of_Economic_Research
|
| gptkbp:nationality |
gptkb:American
|
| gptkbp:notableWork |
gptkb:Longstaff-Schwartz_model
|
| gptkbp:occupation |
gptkb:economist
finance professor |
| gptkbp:position |
Allstate Professor of Insurance and Finance
|
| gptkbp:researchInterest |
fixed income markets
derivatives financial econometrics liquidity credit risk |
| gptkbp:bfsParent |
gptkb:Longstaff-Schwartz_model
|
| gptkbp:bfsLayer |
6
|