Narrow search
Showing 1 - 6 of 6
Cover Image
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius; Jarrow, Robert A.; Kraft, Holger; … - In: Essays on empirical asset pricing, dynamic asset …, (pp. 183-216). 2013
Persistent link: https://www.econbiz.de/10010412565
Cover Image
Pricing of firm specific jump risk
Ascheberg, Marius; Kraft, Holger; Yildirim, Yildiray - In: Essays on empirical asset pricing, dynamic asset …, (pp. 21-68). 2013
Persistent link: https://www.econbiz.de/10010412571
Cover Image
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius; Bick, Björn; Kraft, Holger - In: Essays on empirical asset pricing, dynamic asset …, (pp. 217-268). 2013
Persistent link: https://www.econbiz.de/10010412564
Cover Image
When do jumps matter for portfolio optimization?
Ascheberg, Marius; Branger, Nicole; Kraft, Holger - In: Essays on empirical asset pricing, dynamic asset …, (pp. 147-182). 2013
Persistent link: https://www.econbiz.de/10010412566
Cover Image
Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius; Kraft, Holger; Munk, Claus; Weiss, Farina - In: Essays on empirical asset pricing, dynamic asset …, (pp. 97-146). 2013
Persistent link: https://www.econbiz.de/10010412567
Cover Image
Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius - In: Essays on empirical asset pricing, dynamic asset …, (pp. 69-96). 2013
Persistent link: https://www.econbiz.de/10010412570