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Risks and portfolio decisions involving hedge funds

Agarwal, Vikas (contributor); Naik, Narayan Y. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700390

Changes in the factor exposures of hedge funds

Brealey, Richard A. (contributor); Kaplanis, E. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700521

Using yield spreads to estimate expected returns on debt and equity

Cooper, Ian (contributor); Davydenko, Sergei A. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001996452

Financial asset returns, direction-of-change forecasting, and volatility dynamics

Christoffersen, Peter F. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002100081

Forecasting the term structure of government bond yields

Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001727236

Forecast dispersion and the cross-section of expected returns

Johnson, Timothy C. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001778923

A no-arbitrage approach to range-based estimation of return covariances and correlations

Brandt, Michael W. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001785523

Using yield spread to estimate expected returns on debt and equity

Cooper, Ian (contributor); Davydenko, Sergei A. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001845238

Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility

Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001899970

The impact of monetary policy on bond returns volatility : a segmented markets approach

Mizrach, Bruce Marshall (contributor); … - 2004 - [Elektronische Ressource]

This paper assesses the contribution of monetary policy to the dynamics of bond real returns. We assume that the monetary authority controls the short-term nominal interest rate. We then model exogenously the joint dynamics of the aggregate endowment and the monetary policy variable, and...

Persistent link: https://www.econbiz.de/10001889186