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Closed-form solutions to stochastic process switching problems

François, Pascal; Morellec, Erwan - In: Journal of mathematical economics 44 (2008) 11, pp. 1072-1083

Persistent link: https://www.econbiz.de/10003783820

Strategic analysis of risk-shifting incentives with convertible debt

François, Pascal; Hübner, Georges; Papageorgiou, Nicolas - In: The quarterly journal of finance 1 (2011) 2, pp. 293-321

Persistent link: https://www.econbiz.de/10009309748

Prepayment risk on callable bonds : theory and test

François, Pascal; Pardo, Sophie - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 147-176

Persistent link: https://www.econbiz.de/10011342200

Optimal hedging when the underlying asset follows a regime-switching Markov process

François, Pascal; Gauthier, Geneviève; Godin, Frédéric - In: European journal of operational research : EJOR 237 (2014) 1, pp. 312-322

Persistent link: https://www.econbiz.de/10010378599

The mean-variance (in)efficiency of duration-based immunization

François, Pascal; Moraux, Franck - In: International review of finance : the official journal … 24 (2024) 2, pp. 253-290

Persistent link: https://www.econbiz.de/10014575525

The complete guide to portfolio performance : appraise, analyze, act

François, Pascal; Hübner, Georges - 2024

"Portfolio performance measures are a key factor in the investment decision, enabling investors to gauge how effectively their money is being managed, covering the level of risk as well as the level of return. Effective and accurate portfolio performance measurement is a fundamental requirement...

Persistent link: https://www.econbiz.de/10014536772