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Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira; Ortobelli, Sergio; Račev, Svetlozar T.; … - In: Optimizing optimization : the next generation of …, (pp. 117-141). 2010
Persistent link: https://www.econbiz.de/10003939075
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Distribution risk and equity returns
Danthine, Jean-Pierre; Donaldson, John B.; Siconolfi, Paolo - In: Handbook of the equity risk premium, (pp. 415-462). 2008
Persistent link: https://www.econbiz.de/10003598727
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Distribution risk and equity returns: discussion
Jermann, Urban J. - In: Handbook of the equity risk premium, (pp. 463-466). 2008
Persistent link: https://www.econbiz.de/10003598742
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Bond pricing, yield measures, and total return
Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 73-105). 2005
Persistent link: https://www.econbiz.de/10003054140
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Fixed income total return swaps
Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; … - 2008
Persistent link: https://www.econbiz.de/10003763598
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The valuation of fixed income total return swaps
Chen, Ren-Raw; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765788