Authors: Longstaff, FA

Citation: Fa. Longstaff, Optimal portfolio choice and the valuation of illiquid securities, REV FINANC, 14(2), 2001, pp. 407-431

Authors: Longstaff, FA Schwartz, ES

Citation: Fa. Longstaff et Es. Schwartz, Valuing American options by simulation: A simple least-squares approach, REV FINANC, 14(1), 2001, pp. 113-147

Authors: Longstaff, FA Santa-Clara, P Schwartz, ES

Citation: Fa. Longstaff et al., Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market, J FINAN EC, 62(1), 2001, pp. 39-66

Authors: Longstaff, FA

Citation: Fa. Longstaff, The term structure of very short-term rates: New evidence for the expectations hypothesis, J FINAN EC, 58(3), 2000, pp. 397-415

Authors: Grinblatt, M Longstaff, FA

Citation: M. Grinblatt et Fa. Longstaff, Financial innovation and the role of derivative securities: An empirical analysis of the treasury STRIPS program, J FINANCE, 55(3), 2000, pp. 1415-1436

Authors: Longstaff, FA

Citation: Fa. Longstaff, Arbitrage and the expectations hypothesis, J FINANCE, 55(2), 2000, pp. 989-994