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The impact of lease structures on the optimal holding period for a commercial real estate portfolio

Amédée-Manesme, Charles-Olivier; Baroni, Michel; … - In: Journal of property investment & finance 33 (2015) 2, pp. 121-139

Persistent link: https://www.econbiz.de/10010533308

Risk management of savings accounts

Džmuráňová, Hana; Teplý, Petr - 2014

This paper deals with the risk management of savings accounts. Savings accounts are non-maturing accounts bearing a relatively attractive rate of return and two embedded options: a customer's option to withdraw money at any time and a bank's option to set the deposit as it wishes. The risk...

Persistent link: https://www.econbiz.de/10010344157

Bridging the gap between strategic allocation and investment risk

Elkamhi, Redouane; Lee, Jacky S. H.; Sadik, Sheikh - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 89-100

Persistent link: https://www.econbiz.de/10012517345

Volatility targeting : the bridge between options-based and traditional defensive strategies

Poirier, Ryan - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 156-173

Persistent link: https://www.econbiz.de/10012517349

Lo, Andrew W.; Siah, Kien Wei - In: The journal of structured finance 27 (2021) 1, pp. 17-34

Persistent link: https://www.econbiz.de/10012517356

Integration of income and estate tax planning

Sosner, Nathan; Liberman, Joseph; Liu, Steven - In: The journal of wealth management : JWM 24 (2021) 1, pp. 78-104

Persistent link: https://www.econbiz.de/10012519220

Bias correction for bond option greeks via jackknife

Zhang, Jinyu; Gao, Kang; Li, Yong - In: The journal of derivatives : JOD 28 (2021) 4, pp. 45-63

Persistent link: https://www.econbiz.de/10012612919

Perfect withdrawal in a noisy world : investing lessons with and without annuities while in drawdown between 2000 and 2019

Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - In: The journal of retirement : JOR 9 (2021) 1, pp. 9-39

Persistent link: https://www.econbiz.de/10012613659

How to increase the odds of owning the few stocks that drive returns

Tidmore, Chris; Kinniry, Francis M.; Renzi-Ricci, Giulio; … - In: The journal of investing : JOI 29 (2019) 1, pp. 43-60

Persistent link: https://www.econbiz.de/10013177251

Market timing with the backward SADF test

Guo, Weilong; Glyman, Jacqueline - In: The journal of investing : JOI 29 (2020) 4, pp. 32-42

Persistent link: https://www.econbiz.de/10013177871