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Liquidation risk
Ziegler, Alexandre; Duffie, Darrell - 2001
Persistent link: https://www.econbiz.de/10001592003
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Immunization of bond portfolios : some new results
LaGrandville, Olivier de - 2002
Persistent link: https://www.econbiz.de/10001655822
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Liquidity and credit risk
Ericsson, Jan; Renault, Olivier - 2001
Persistent link: https://www.econbiz.de/10001682984
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Valuation of sovereign debt with strategic defaulting and rescheduling
Westphalen, Michael - 2002
Persistent link: https://www.econbiz.de/10001682986
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Optimal investment with default risk
Hou, Yuanfeng; Jin, Xiangrong - 2002
Persistent link: https://www.econbiz.de/10001683041
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Assessing asset pricing anomalies
Brennan, Michael J.; Xia, Yihong - 1999
Persistent link: https://www.econbiz.de/10001641297
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Credit spread specification and the pricing of spread options
Mougeot, Nicolas - 2000
Persistent link: https://www.econbiz.de/10001641328
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On the informational content of changing risk for dynamic asset allocation
Barone-Adesi, Giovanni; Gagliardini, Patrick; Trojani, Fabio - 2000
Persistent link: https://www.econbiz.de/10001641348
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Prospect theory and asset prices
Barberis, Nicholas; Huang, Ming; Santos, Tano - 2000
Persistent link: https://www.econbiz.de/10001641380