Statements (23)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:person
|
gptkbp:award |
gptkb:Michael_Brennan_Award
|
gptkbp:boardMemberOf |
gptkb:Journal_of_Finance
gptkb:Journal_of_Financial_Economics gptkb:Review_of_Financial_Studies |
gptkbp:doctoralAdvisor |
gptkb:Darrell_Duffie
|
gptkbp:education |
gptkb:Stanford_University
gptkb:University_of_California,_Los_Angeles |
gptkbp:employer |
gptkb:UCLA_Anderson_School_of_Management
|
gptkbp:field |
finance
financial economics |
https://www.w3.org/2000/01/rdf-schema#label |
Frank Longstaff
|
gptkbp:nationality |
gptkb:American
|
gptkbp:notableWork |
gptkb:Longstaff-Schwartz_model
|
gptkbp:occupation |
gptkb:economist
gptkb:professor |
gptkbp:researchInterest |
derivatives
liquidity asset pricing fixed income securities credit risk |
gptkbp:bfsParent |
gptkb:John_Longstaff
|
gptkbp:bfsLayer |
4
|