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What determines end-of-life assets? : a retrospective view
Poterba, James M.
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Venti, Steven F.
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Wise, David A.
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2015
Persistent link: https://www.econbiz.de/10011417755
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Secondary market liquidity and security design : theory and evidence from ABS markets
Friewald, Nils
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Hennessy, Christopher A.
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Jankowitsch, …
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The review of financial studies
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2016
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Opacity and liquidity
Stenzel, André
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Wagner, Wolf
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2015
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A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
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Favero, Carlo A.
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Nocera, Giacomo
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2015
Persistent link: https://www.econbiz.de/10011290880
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Elusive safety : the new geography of capital flows and risk
Alfaro, Laura
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Faia, Ester
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Judson, Ruth A.
; …
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2020
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This revision 09 June 2020
Persistent link: https://www.econbiz.de/10012231226
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Exchange rates and asset prices in a global demand system
Koijen, Ralph S. J.
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Yogo, Motohiro
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2020
Persistent link: https://www.econbiz.de/10012229584
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Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
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Pedersen, …
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2018
Persistent link: https://www.econbiz.de/10011884274
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Mortgage-backed securities and the financial crisis of 2008 : a post mortem
Ospina, Juan
;
Uhlig, Harald
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2018
Persistent link: https://www.econbiz.de/10011915747
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9
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
- In:
The review of financial studies
31
(
2018
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7
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pp. 2729-2773
Persistent link: https://www.econbiz.de/10011927185
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A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
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pp. 2251-2275
Persistent link: https://www.econbiz.de/10011929000
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