Showing 1 - 10 of 63,722
Persistent link: https://www.econbiz.de/10003769102
Persistent link: https://www.econbiz.de/10003783634
Persistent link: https://www.econbiz.de/10003784686
Persistent link: https://www.econbiz.de/10003418399
Persistent link: https://www.econbiz.de/10003501713
Persistent link: https://www.econbiz.de/10008990165
Affine term structure models; Bond return distributions; Corporate bonds; Credit rating; Fixed income portfolios …Besides the introduction, the thesis is organized in two parts. Part I assumes a bond investor with μ-σ preferences … 4 assesses the statistical distribution of daily EMU bond returns for the period 1999 to 2012. …
Persistent link: https://www.econbiz.de/10011317335
Persistent link: https://www.econbiz.de/10010239892
Persistent link: https://www.econbiz.de/10010495382
Persistent link: https://www.econbiz.de/10008748401