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ABS-CDOs mit Subprime Exposure: "hochgiftig" trotz AAA-Rating? : Rating von ABS-CDOs
Hamerle, Alfred; Plank, Kilian - In: Risiko-Manager (2008) 25/26, pp. 1,8-10
Persistent link: https://www.econbiz.de/10003786037
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CDOs versus Anleihen: Risikoprofile im Vergleich : Rating von CDO-Tranchen
Hamerle, Alfred; Jobst, Rainer; Schropp, Hans-Jochen - In: Risiko-Manager (2008) 22, pp. 1,8-14
Persistent link: https://www.econbiz.de/10003770221
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Systematic Risk of Cdos and Cdo Arbitrage
Hamerle, Alfred - 2016
Persistent link: https://www.econbiz.de/10012989251
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The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities
Hamerle, Alfred; Liebig, Thilo; Schropp, Hans-Jochen - In: Journal of risk 16 (2013/2014) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10013262916