Navneet Arora

American Century Investments

1665 Charleston Road

Mountain View, CA 94043

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 42,101

SSRN RANKINGS

Top 42,101

in Total Papers Downloads

1,557

SSRN CITATIONS
Rank 17,515

SSRN RANKINGS

Top 17,515

in Total Papers Citations

48

CROSSREF CITATIONS

13

Scholarly Papers (4)

1.

Counterparty Credit Risk and the Credit Default Swap Market

Journal of Financial Economics (JFE), Vol. 103, No. 2, 2012
Number of pages: 14 Posted: 06 May 2011 Last Revised: 17 Dec 2012
American Century Investments, Rutgers Business School, Newark and New Brunswick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 693 (51,699)
Citation 49

Abstract:

Loading...

Counterparty Credit Risk, CDS

2.

A Model of Asset Pricing and Portfolio Delegation

Number of pages: 61 Posted: 05 Jan 2002
Navneet Arora and Hui Ou-Yang
American Century Investments and Cheung Kong Graduate School of Business
Downloads 509 (76,365)
Citation 5

Abstract:

Loading...

3.

Asset Measurement Uncertainty and Credit Term Structure

Number of pages: 47 Posted: 06 Apr 2011
Navneet Arora, Scott A. Richardson and A. Irem Tuna
American Century Investments, AQR Capital Management, LLC and London Business School
Downloads 355 (116,183)
Citation 13

Abstract:

Loading...

4.

Reduced Form vs. Structural Models of Credit Risk: A Case Study of Three Models

Journal of Investment Management, Vol. 3, No. 4, Fourth Quarter 2005
Posted: 27 Jul 2005
Navneet Arora, Jeffrey Bohn, Jeffrey Bohn and Fanlin Zhu
American Century Investments, State Street CorporateUniversity of California, Berkeley - Center for Risk Management Research and affiliation not provided to SSRN

Abstract:

Loading...

Credit risk, default risk, default probability, structural model, reduced-form model, Merton model, equity, corporate bonds, credit default swaps (CDS), power curves, credit spreads