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CDO valuation
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CAPM
Kreditrisiko
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19,994
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Zaremba, Adam
84
Zhang, Lu
79
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70
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64
Hens, Thorsten
64
Ferson, Wayne E.
63
Bekaert, Geert
58
Harvey, Campbell R.
58
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56
Jagannathan, Ravi
53
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52
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51
Jarrow, Robert A.
51
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49
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48
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48
Kan, Raymond
45
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43
He, Xue-zhong
42
Madan, Dilip B.
41
Lo, Andrew W.
39
Guo, Hui
37
Kogan, Leonid
37
Lee, Cheng F.
37
Bali, Turan G.
36
Chiarella, Carl
35
Duffie, Darrell
35
Fama, Eugene F.
35
Hommes, Cars H.
35
Kelly, Bryan T.
35
Zin, Stanley E.
35
Ang, Andrew
34
Lettau, Martin
34
Bansal, Ravi
33
Dumas, Bernard
33
Longstaff, Francis A.
32
Pedersen, Lasse Heje
32
Polk, Christopher
32
Korajczyk, Robert A.
31
Lustig, Hanno
31
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Chambre de commerce et d'industrie de Paris
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Erasmus Research Institute of Management
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Rodney L. White Center for Financial Research
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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American Finance Association
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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4
Federal Reserve System / Division of Research and Statistics
4
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4
Stanford Institute for Economic Policy Research
4
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3
Banco de la Republica de Colombia
3
Center for Economic Research <Tilburg>
3
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3
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3
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3
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3
Federal Reserve Bank of San Francisco
3
HAL
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Institut for Finansiering <Frederiksberg>
3
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NBER working paper series
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328
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274
The journal of finance : the journal of the American Finance Association
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221
Finance research letters
179
Journal of economic dynamics & control
173
Journal of empirical finance
163
International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
116
Economics letters
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Pacific-Basin finance journal
105
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97
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97
International review of economics & finance : IREF
95
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94
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
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88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
83
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
66
Annals of finance
61
Discussion papers / CEPR
60
The journal of portfolio management : a publication of Institutional Investor
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
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Source
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ECONIS (ZBW)
18,328
RePEc
395
EconStor
141
BASE
14
OLC EcoSci
10
Showing
1
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10
of
18,888
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date (oldest first)
1
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
2
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
3
Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
Saved in:
4
Boom-bust cycles : leveraging, complex securities, and asset prices
Semmler, Willi
;
Bernard, Lucas
- In:
Journal of economic behavior & organization : JEBO
81
(
2012
)
2
,
pp. 442-465
Persistent link: https://www.econbiz.de/10009626477
Saved in:
5
Valuation and risk management of collateralized debt obligations and related securities
Bluhm, Christian
;
Wagner, Christoph
- In:
Annual review of financial economics
3
(
2011
),
pp. 193-222
Persistent link: https://www.econbiz.de/10009500819
Saved in:
6
Debt collateralization, capital structure, and maximal leverage
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory : official journal of the Society for …
70
(
2020
)
2
,
pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
Saved in:
7
Valuation and Risk Management of Collateralized Debt Obligations and Related Securities
Bluhm, Christian
-
2012
Over the course of a few decades, asset
securitization
has evolved into a vast and diverse financial instrument. Bases …
Persistent link: https://www.econbiz.de/10013112734
Saved in:
8
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory
75
(
2023
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014226634
Saved in:
9
Liquidity risk and CMBX microstructure
Christopoulos, Andreas D.
;
Barratt, Joshua G.
- In:
Review of financial economics : RFE
42
(
2024
)
2
,
pp. 148-185
Persistent link: https://www.econbiz.de/10014535095
Saved in:
10
Implied prepayment in agency passing-through mortgage backed securities
Shao, Haimei
;
Yong, Jiongmin
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011778264
Saved in:
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