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A note on the value additivity of certainty equivalents
Reichling, Peter; Spengler, Thomas; Vogt, Bodo - 2005
Persistent link: https://www.econbiz.de/10003223571
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EVA: a performance review and analysis of its market impact : implications for organizations in the Ukrainian financial markets
Lusk, Edward J.; Halperin, Michael R.; Stock, Pascal - 2004
Persistent link: https://www.econbiz.de/10002378708
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Costs of capital under credit risk
Reichling, Peter; Zbandut, Anastasiia - 2017
Persistent link: https://www.econbiz.de/10011593212
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The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios
Craig, Ben R.; Giuzio, Margherita; Paterlini, Sandra - 2019
Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the sovereign bond portfolios of the major European banks....
Persistent link: https://www.econbiz.de/10011992507