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Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten
Sauerbier, Peter (contributor) - 2006
Modellierung von Liquidität -- Dynamisches Gleichgewichtsmodell zur Bestimmung von Liquiditätsspreads in illiquiden Anleihemärkten -- Eigenschaften des Liquiditätsspreads -- Empirische Untersuchung von Liquiditätsspreads -- Fazit und Ausblick.
Persistent link: https://www.econbiz.de/10013516654
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New Methods in Fixed Income Modeling : Fixed Income Modeling
Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.);  … - 2018
practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …
Persistent link: https://www.econbiz.de/10012396848
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Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
Barone-Adesi, Giovanni (ed.); Carcano, Nicola (ed.) - 2016
bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data …
Persistent link: https://www.econbiz.de/10012615674
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Bondrenditen und Mindestkapitalanforderungen für Banken
Suhr, Sebastian - 2010
amerikanischen Bond-Marktes -- Zusammenfassung und Ausblick. …
Persistent link: https://www.econbiz.de/10014424858
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Bonds : A concise guide for investors
Choudhry, Moorad - 2006
In this book leading expert Moorad Choudhry demystifies bonds once and for all. He explains the importance of bonds and why all private investors should include them as part of their investment strategy. Readers will gain insight into the advantages of holding bonds and why they should always...
Persistent link: https://www.econbiz.de/10012054252
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Mastering Stocks and Bonds : Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance
Emons, Ben - 2015
Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to … safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income … distribution. This book will teach you to look at stocks through the lens of a bond buyer, and vice versa …
Persistent link: https://www.econbiz.de/10014018467
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Yield Curve Modeling
Stander, Yolanda S. - 2005
This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It...
Persistent link: https://www.econbiz.de/10012054081
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The Microstructure of European Bond Markets : Organization, Price Formation, and Cost of Liquidity
Flögel, Volker (contributor) - 2006
Persistent link: https://www.econbiz.de/10013520964
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Predictability of the Swiss Stock Market with Respect to Style
Scheurle, Patrick - 2010
Literature Review -- Return Predictability and the Real Economy -- Study Design and Data -- Empirical Part I - Testing for Predictability -- Forecasting Models -- Empirical Part II - Investment Strategies -- Conclusion
Persistent link: https://www.econbiz.de/10013522809
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Risikoadjustierte Performanceanalyse von Anleiheportfolios
Daum, Jens - 2010
die zur Verfügung stehenden Instrumente der Performanceanalyse von Anleihe- und Aktienportfolios. Diese verknüpft er mit …
Persistent link: https://www.econbiz.de/10014425149