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Taxes on tax-exempt bonds

Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - 2008

Persistent link: https://www.econbiz.de/10003783946

Build America bonds

Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - 2010

Persistent link: https://www.econbiz.de/10003976202

Volatility and the carry trade

Bhansali, Vineer - In: The journal of fixed income 17 (2007) 3, pp. 72-84

Persistent link: https://www.econbiz.de/10003687359

Build America Bonds

Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - In: The journal of fixed income 20 (2010/11) 1, pp. 67-73

Persistent link: https://www.econbiz.de/10003988065

Taxes on tax-exempt bonds

Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 565-601

Persistent link: https://www.econbiz.de/10003962239

Everybody's doing it : short volatility strategies and shadow financial insurers

Bhansali, Vineer; Harris, Larry - In: Financial analysts' journal : FAJ 74 (2018) 2, pp. 12-23

Persistent link: https://www.econbiz.de/10011879207

Systemic credit risk : what is the market telling us?

Bhansali, Vineer; Gingrich, Robert; Longstaff, Francis A. - In: Financial analysts' journal : FAJ 64 (2008) 4, pp. 16-24

Persistent link: https://www.econbiz.de/10003753568

The real holy grail : risk measurement and management

Bhansali, Vineer - In: Portable alpha theory and practice : what investors …, (pp. 225-241). 2008

Persistent link: https://www.econbiz.de/10003704045

Beyond risk parity

Bhansali, Vineer - In: The journal of investing 20 (2011) 1, pp. 137-147

Persistent link: https://www.econbiz.de/10009313286

Custom v. standardized risk models

Kakushadze, Zura; Liew, Jim Kyung-Soo - In: Risks : open access journal 3 (2015) 2, pp. 112-138

We discuss when and why custom multi-factor risk models are warranted and give source code for computing some risk … factors. Pension/mutual funds do not require customization but standardization. However, using standardized risk models in … quant trading with much shorter holding horizons is suboptimal: (1) longer horizon risk factors (value, growth, etc …

Persistent link: https://www.econbiz.de/10011299524