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The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin; Satchell, Stephen; Zhang, Qi - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
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Crisis-robust bond portfolios
Brière, Marie; Szafarz, Ariane - In: The journal of fixed income 18 (2008/09) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10003777621
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Replicating bond indices with liquid derivatives
Dynkin, Lev; Gould, Anthony; Konstantinovsky, Vadim - In: The journal of fixed income 15 (2006) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10003339347
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Non-idiosyncratic alpha : a case of the corporate bond market
Kozhemiakin, Alexander - In: The journal of fixed income 16 (2006) 3, pp. 30-38
Persistent link: https://www.econbiz.de/10003422022
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Real estate in an ALM framework : the case of fair value accounting
Brounen, Dirk; Porras Prado, Melissa; Verbeek, Marno - In: Real estate economics : journal of the American Real … 38 (2010) 4, pp. 775-804
Persistent link: https://www.econbiz.de/10008810572
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The efficiency gains of long-short credit strategies
Dopfel, Frederick E.; Ramkumar, Sunder R. - In: The journal of fixed income 15 (2005) 3, pp. 5-15
Persistent link: https://www.econbiz.de/10003303929
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Do we need to worry about credit risk correlation?
Elizalde, Abel - In: The journal of fixed income 15 (2005) 3, pp. 42-59
Persistent link: https://www.econbiz.de/10003303937
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Empirical duration of corporate bonds and credit market segmentation
Ambastha, Madhur; Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; … - In: The journal of fixed income 20 (2010/11) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10003988023
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Household interest rate risk management
Hemert, Otto van - In: Real estate economics : journal of the American Real … 38 (2010) 3, pp. 467-505
Persistent link: https://www.econbiz.de/10008649896
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An intertemporal capital asset pricing model with owner-occupied housing
Chu, Yongqiang - In: Real estate economics : journal of the American Real … 38 (2010) 3, pp. 427-465
Persistent link: https://www.econbiz.de/10008649901