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~subject:"Anleihe"
~subject:"Börsenkurs"
~subject:"Hedging"
~subject:"Schock"
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A fully-rational liquidity-based theory of IPO underpricing and underperformance
Pritsker, Matthew
-
2006
Persistent link: https://www.econbiz.de/10003307001
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2
Large investors : implications for equilibrium asset returns, shock absorption, and liquidity
Pritsker, Matthew
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003137222
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3
A fully-rational liquidity-based theory of IPO underpricing and underperformance
Pritsker, Matthew
-
2006
Persistent link: https://www.econbiz.de/10003370832
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4
Improving grid-based methods for estimating value-at-risk of fixed-income portfolios
Gibson, Michael S.
;
Pritsker, Matthew
- In:
Innovations in risk management : seminal papers from …
,
(pp. 149-177)
.
2004
Persistent link: https://www.econbiz.de/10002600263
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5
A rational expectations model of financial contagion
Kodres, Laura E.
;
Pritsker, Matthew
-
1998
Persistent link: https://www.econbiz.de/10001352873
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6
A rational expectations model of financial contagion
Kodres, Laura E.
;
Pritsker, Matthew
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 769-799
Persistent link: https://www.econbiz.de/10001684730
Saved in:
7
The channels for financial contagion
Pritsker, Matthew
- In:
International financial contagion
,
(pp. 67-95)
.
2001
Persistent link: https://www.econbiz.de/10001614062
Saved in:
8
Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S.
;
Pritsker, Matthew
-
2000
Persistent link: https://www.econbiz.de/10001486259
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