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Couverture optimale et équilibre sur les marchés à terme

Danthine, Jean-Pierre; Tuchschmid, Nils S. - 1996

Persistent link: https://www.econbiz.de/10000946877

How do hedge fund clones manage the real world?

Wallerstein, Erik; Tuchschmid, Nils S.; Zaker, Sassan - In: The journal of alternative investments 12 (2009/10) 3, pp. 37-50

Persistent link: https://www.econbiz.de/10003938267

Non-fully invested derivative-free bond index replication

Markov, Iliya; Oeuvray, Rodrigue; Tuchschmid, Nils S. - In: Financial markets and portfolio management 27 (2013) 1, pp. 101-124

Persistent link: https://www.econbiz.de/10009720944

How Do Hedge Fund Clones Manage the Real World?

Tuchschmid, Nils - 2019

Several hedge fund replication products have been launched over the past three to four years. Consequently a substantial number of products have built up a sufficient track record for performance analysis. This survey investigates the performance of 20 replication funds or indexes over the...

Persistent link: https://www.econbiz.de/10012906197

How well do classical credit risk pricing models fit swap transaction data?

Cossin, Didier; Pirotte, Hugues - 1997

Persistent link: https://www.econbiz.de/10000971687

Can an equity structure dominate the risk-return profile of corporate bonds?

Nouvellon, Edouard; Pirotte, Hugues - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 277-290

Persistent link: https://www.econbiz.de/10012581627