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VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES

DONG, FENG; CHIARA, NICOLA; VECER, JAN - In: International Journal of Theoretical and Applied … 13 (2010) 05, pp. 751-765

Public owners face a constant demand for developing new projects and for funding the renewal, maintenance and operation of existing infrastructure projects. One way to raise capitals to provide new financial resources to constrained budgets is to securitize a stream of revenue cash flows from a...

Persistent link: https://www.econbiz.de/10008461845

On equity market inefficiency during the COVID-19 pandemic

Navratil, Robert; Taylor, Stephen; Večeř, Jan - In: International review of financial analysis 77 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805948

The premium reduction of European, American, and perpetual log return options

Taylor, Stephen; Večeř, Jan - In: The journal of derivatives : JOD 28 (2021) 4, pp. 7-23

Persistent link: https://www.econbiz.de/10012612917

Optimal liquidation problem in illiquid markets

Sadoghi, Amirhossein; Večeř, Jan - In: European journal of operational research : EJOR 296 (2022) 3, pp. 1050-1066

Persistent link: https://www.econbiz.de/10013256904

Options on a traded account : symmetric treatment of the underlying assets

Večeř, Jan; Kampen, Joerg; Navratil, Robert - In: Quantitative finance 20 (2020) 1, pp. 37-47

Persistent link: https://www.econbiz.de/10012194853

On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution

Navratil, Robert; Taylor, Stephen; Večeř, Jan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1215-1229

Persistent link: https://www.econbiz.de/10013363847

Noise-driven abnormal instiutional investor attention

Dong, Feng - In: The journal of asset management 21 (2020) 5, pp. 467-488

Persistent link: https://www.econbiz.de/10012292874

Aggregate implications of financial frictions for unemployment

Dong, Feng - In: Review of economic dynamics 48 (2023), pp. 45-71

Persistent link: https://www.econbiz.de/10014250685

Credit search and credit cycles

Dong, Feng; Wang, Pengfei; Wen, Yi - In: Economic theory : official journal of the Society for … 61 (2016) 2, pp. 215-239

Persistent link: https://www.econbiz.de/10011479813

Long and Plosser meet Bewley and Lucas

Dong, Feng; Wen, Yi - In: Journal of monetary economics 102 (2019), pp. 70-92

Persistent link: https://www.econbiz.de/10012264880

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