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A common risk factor and the correlation between equity anda corporate bond returns
Demirovic, Amer; Kabiri, Ali; Tuckett, David; Nyman, Rickard - In: The journal of asset management 21 (2020) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10012292757
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The role of correlation in risk profile portfolios
Vandenbroucke, Jürgen - In: The journal of asset management 18 (2017) 2, pp. 144-153
Persistent link: https://www.econbiz.de/10011695012
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Dynamics of emerging India's banking sector assets: a simple model
Mallick, Soumitra K.; Sarkar, Amitava; Roy, Kalyan K.; … - In: The journal of asset management 11 (2010/11) 1, pp. 62-70
Persistent link: https://www.econbiz.de/10003995442
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A hybrid genetic algorithm-support vector machine approach in the task of forecasting and trading
Dunis, Christian; Likothanassis, Spiros D.; … - In: The journal of asset management 14 (2013) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10009751808
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Value premium and default risk
Elgammal, Mohammed Mohammed; McMillan, David G. - In: The journal of asset management 15 (2014) 1, pp. 48-61
Persistent link: https://www.econbiz.de/10010370070
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Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg - In: The journal of asset management 16 (2015) 4, pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
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The effect of environmental sustainability on credit risk
Höck, André; Klein, Christian; Landau, Alexander; … - In: The journal of asset management 21 (2020) 2, pp. 85-93
Persistent link: https://www.econbiz.de/10012292752
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Credit spreads and merger pricing
Du, Ding; Gerety, Mason S. - In: The journal of asset management 19 (2018) 3, pp. 169-178
Persistent link: https://www.econbiz.de/10011847773
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Wrong-way-risk in tails
Müller, Janis; Posch, Peter N. - In: The journal of asset management 19 (2018) 4, pp. 205-215
Persistent link: https://www.econbiz.de/10011891164
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Are green bonds differently from conventional bonds?
Hachenberg, Britta; Schiereck, Dirk - In: The journal of asset management 19 (2018) 6, pp. 371-383
Persistent link: https://www.econbiz.de/10011958091