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Cash flow and discount rate risk in up and down markets : what is actually priced?
Botshekan, Mahmoud; Kräussl, Roman; Lucas, André - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1279-1301
Persistent link: https://www.econbiz.de/10009728907
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Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?
Botshekan, Mahmoud; Kraeussl, Roman; Lucas, Andre - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1279-1302
Persistent link: https://www.econbiz.de/10010100810
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Long-term versus short-term contingencies in asset allocation
Botshekan, Mahmoud; Lucas, André - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2277-2303
Persistent link: https://www.econbiz.de/10011929004