Narrow search
Showing 1 - 10 of 589
Cover Image
Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A. - In: Finance research letters 1 (2004) 2, pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
Cover Image
Merton's portfolio problem under Volterra Heston model
Han, Bingyan; Wong, Hoi Ying - In: Finance research letters 39 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805194
Cover Image
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu; Xie, Dejun; Jiang, Jingjing; Wu, Xiaoxia; … - In: Finance research letters 21 (2017), pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Cover Image
Real option with liquidity constraints under secondary debt illiquidity risk market
Xu, Qing; Yang, Jinqiang - In: Finance research letters 21 (2017), pp. 57-65
Persistent link: https://www.econbiz.de/10011807494
Cover Image
Model misspecification and pricing of illiquid claims
Rubtsov, Alexey - In: Finance research letters 18 (2016), pp. 242-249
Persistent link: https://www.econbiz.de/10011657056
Cover Image
Ex-ante risk factors and required structures of the implied correlation matrix
Schadner, Wolfgang - In: Finance research letters 41 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
Cover Image
Generalized two-barrier proportional step options
Li, Xin - In: Finance research letters 51 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014288833
Cover Image
Solving the index tracking problem based on a convex reformulation for cointegration
Sant'Anna, Leonardo Riegel; Oliveira, Alan Delgado de; … - In: Finance research letters 37 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012484879
Cover Image
A risk-gain dominance maximization approach to enhanced index tracking
Cesarone, Francesco; Lampariello, Lorenzo; Sagratella, … - In: Finance research letters 29 (2019), pp. 231-238
Persistent link: https://www.econbiz.de/10012418767
Cover Image
Bearing the bear : sentiment-based disagreement in multi-criteria portfolio optimization
Glogger, S.; Heiden, Sebastian; Schneller, Dominik - In: Finance research letters 31 (2019), pp. 47-53
Persistent link: https://www.econbiz.de/10012421052