Narrow search
Showing 1 - 10 of 121
Cover Image
Market share and risk taking : the role of collateral asset managers in the collapse of the arbitrage CDO market
Mählmann, Thomas - In: Review of quantitative finance and accounting 47 (2016) 2, pp. 273-303
Persistent link: https://www.econbiz.de/10011595589
Cover Image
The economic significance of CDS price discovery
Xiang, Vincent; Chng, Michael T.; Fang, Victor - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10011796591
Cover Image
Model and estimation risk in credit risk stress tests
Grundke, Peter; Pliszka, Kamil; Tuchscherer, Michael - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 163-199
Persistent link: https://www.econbiz.de/10012233223
Cover Image
Spending rules for endowment funds : a dynamic model with subsistence levels
Bajeux-Besnainou, Isabelle; Ogunc, Kurtay - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 93-107
Persistent link: https://www.econbiz.de/10003344317
Cover Image
A Bayesian framework for combining valuation estimates
Yee, Kenton K. - In: Review of quantitative finance and accounting 30 (2008) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10003711383
Cover Image
Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
Cover Image
Endowment spending in volatile markets : what should fiduciaries do?
Blume, Marshall E. - In: Review of quantitative finance and accounting 35 (2010) 2, pp. 163-178
Persistent link: https://www.econbiz.de/10008990243
Cover Image
Portfolio performance and accounting measures of earnings : an alternative look at usefulness
Kim, Jeong-bon; Lipka, Roland; Sami, Heibatollah - In: Review of quantitative finance and accounting 38 (2012) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10009507971
Cover Image
Underwriting and investment risks in the property-liability insurance industry : evidence prior to the 9-11 event
Zou, Hong; Wen, Min Ming; Yang, Charles Chuanhou; Wang, … - In: Review of quantitative finance and accounting 38 (2012) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10009507978
Cover Image
How does beta explain stochastic dominance efficiency?
Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 431-444
Persistent link: https://www.econbiz.de/10009260269