Andrew F. Siegel

Latest Institution: University of Washington

All Institutions: National Bureau of Economic Research; University of Washington

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Parsimonious Modeling of Yield Curves for US Treasury Bills

Year: 1985
Journal: No Journal Matched
Authors: Charles R. Nelson; Andrew F. Siegel

Longterm Behavior of Yield Curves

Year: 1986
Journal: Journal of Financial and Quantitative Analysis
Authors: Andrew F. Siegel; Charles R. Nelson

Stochastic Discount Factor Bounds with Conditioning Information

Year: 2002
Journal: Review of Financial Studies
Authors: Wayne E. Ferson; Andrew F. Siegel

Mimicking Portfolios with Conditioning Information

Year: 2005
Journal: Journal of Financial and Quantitative Analysis
Authors: Wayne E. Ferson; Andrew F. Siegel; Pisun Tracy Xu

Testing Portfolio Efficiency with Conditioning Information

Year: 2006
Journal: Review of Financial Studies
Authors: Wayne E. Ferson; Andrew F. Siegel

Author Disambiguation

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