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~isPartOf:"Journal of economics"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Hayre, Lakhbir S."
~person:"Lai, Van Son"
~source:"econis"
~subject:"Asset-backed securities"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-backed securities
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Broll, Udo
Hayre, Lakhbir S.
Lai, Van Son
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18
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ECONIS (ZBW)
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1
CAT bond spreads via HARA utility and nonparametric tests
Trottier, Denis-Alexandre
;
Lai, Van Son
;
Charest, …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10011905584
Saved in:
2
Reinsurance or CAT bond? : how to optimally combine both
Trottier, Denis-Alexandre
;
Lai, Van Son
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 65-87
Persistent link: https://www.econbiz.de/10011803811
Saved in:
3
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
4
The welfare effects of entry : the role of the input market
Mukherjee, Arijit
;
Broll, Udo
;
Mukherjee, Soma
- In:
Journal of economics
98
(
2009
)
3
,
pp. 189-201
Persistent link: https://www.econbiz.de/10003907812
Saved in:
5
Unionized labor market and licensing by a monopolist
Mukherjee, Arijit
;
Broll, Udo
;
Mukherjee, S.
- In:
Journal of economics
93
(
2008
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10003649604
Saved in:
6
Modeling of mortgage defaults
Hayre, Lakhbir S.
;
Saraf, Manish
;
Young, Robert
;
Chen, …
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 6-30
Persistent link: https://www.econbiz.de/10003729806
Saved in:
7
Welfare effects of foreign direct investment : cost saving vs. signaling
Mukherjee, Arijit
;
Broll, Udo
- In:
Journal of economics
90
(
2007
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003416839
Saved in:
8
An analysis of portfolios of insured debts
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
Saved in:
9
The term structure of mortgage rates : Citigroup's MOATS model
Bhattacharjee, Ranjit
;
Hayre, Lakhbir S.
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 34-47
Persistent link: https://www.econbiz.de/10003339387
Saved in:
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