Narrow search
Showing 1 - 10 of 18,703
Cover Image
Auditor litigation risk and the number of institutional investors
Cassell, Cory A.; Drake, Michael S.; Dyer, Travis A. - In: Auditing : a journal of practice & theory 37 (2018) 3, pp. 71-90
Persistent link: https://www.econbiz.de/10011920827
Cover Image
A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics
Singh, Arti; Dharmaraja, Selvamuthu - In: International journal of financial markets and derivatives 6 (2017) 2, pp. 102-119
Persistent link: https://www.econbiz.de/10011862377
Cover Image
Strategic asset allocation with liabilities : beyond stocks and bonds
Hoevenaars, Roy P. M. M.; Molenaar, Roderick D. J.; … - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2939-2970
Persistent link: https://www.econbiz.de/10003775155
Cover Image
Strategic asset allocation in the presence of uncertain liabilities
Howard, Ronald; Lax, Yoel - In: Modern investment management : an equilibrium approach, (pp. 110-135). 2003
Persistent link: https://www.econbiz.de/10002112044
Cover Image
Valuing guaranteed minimum death benefit options in variable annuities under a benchmark approach
Marquardt, Tina Marie; Platen, Eckhard; Jaschke, Stefan R. - 2008
Persistent link: https://www.econbiz.de/10003857120
Cover Image
Risk diversification through multiple group membership in microfinance
Lehkar, Ratul; Pingali, Viswanath - In: Applied economics letters 21 (2014) 7/9, pp. 622-625
Persistent link: https://www.econbiz.de/10010414764
Cover Image
A two price theory of financial equilibrium with risk management implications
Madan, Dilip B. - In: Annals of finance 8 (2012) 4, pp. 489-505
Persistent link: https://www.econbiz.de/10009670963
Cover Image
Cross-border Portfolios : Assets, Liabilities, and Non-flow Adjustments
Curcuru, Stephanie E. - 2015
We document patterns of cross-border asset and liability positions, focusing on EME Asia and a five-year period around …
Persistent link: https://www.econbiz.de/10013014436
Cover Image
Dynamic Asset Allocation with Liabilities
Giamouridis, Daniel - 2020
We develop an analytical solution to the dynamic multi-period portfolio choice problem of an investor with risky liabilities and time varying investment opportunities. We use the model to compare the asset allocation of investors who take liabilities into account, assuming time varying returns...
Persistent link: https://www.econbiz.de/10012857274