On the Joint Pricing of Stocks and Bonds: Theory and Evidence
Year of publication: |
2002-01-09
|
---|---|
Authors: | Mamaysky, Harry |
Institutions: | School of Management, Yale University |
-
The term structure of risk premia
Berg, Tobias, (2010)
-
A quantitative mirror on the Euribor market using implied probability density functions
Vincent-Humphreys, Rupert de, (2010)
-
Optimal Shortfall Hedging of Credit Risk
Lotz, Christopher, (1999)
- More ...
-
A Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization
Spiegel, Matthew, (2001)
-
Improved Forecasting of Mutual Fund Alphas and Betas
Spiegel, Matthew, (2005)
-
A Model for Pricing Stocks and Bonds with Default Risk
Mamaysky, Harry, (2002)
- More ...