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The ETF free lunch : the shorts are served the fees
Waid, Robert J. - In: The journal of investing 17 (2008) 3, pp. 83-85
Persistent link: https://www.econbiz.de/10003786440
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Inflation-linked markets
Hu, Gang; Perrucci, Stefania - In: Inflation-sensitive assets : Instruments and strategies, (pp. 103-136). 2012
Persistent link: https://www.econbiz.de/10011457111
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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
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Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea - In: The journal of fixed income 24 (2015) 3, pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
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Rational Models for Inflation-Linked Derivatives
Dam, Henrik - 2020
We construct models for the pricing and risk management of inflation-linked derivatives. The models are rational in the sense that linear payoffs written on the consumer price index have prices that are rational functions of the state variables. The nominal pricing kernel is constructed in a...
Persistent link: https://www.econbiz.de/10012853013
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Efficient markets and mutual fund investing : the advantages of index funds
Malkiel, Burton G. - In: Mutual funds : portfolio structures, analysis, …, (pp. 119-137). 2010
Persistent link: https://www.econbiz.de/10003914131
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Inflation-sensitive assets : Instruments and strategies
Perrucci, Stefania (contributor) - 2012
Persistent link: https://www.econbiz.de/10011386993
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Preise in Finanzmärkten : Replikation und verallgemeinerte Diskontierung
Kremer, Jürgen - 2017
Im Buch wird die Replikationsstrategie zur Bewertung zustandsabhängiger Zahlungsströme dargestellt, wobei der … Lehrbuch basiert auf ausgewählten und überarbeiteten Kapiteln des Buchs Portfoliotheorie, Risikomanagement und die Bewertung …
Persistent link: https://www.econbiz.de/10014019536
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Preise in Finanzmärkten : Replikation und verallgemeinerte Diskontierung
Kremer, Jürgen - 2017
Persistent link: https://www.econbiz.de/10011592814
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Offsetting disagreement and security prices
Huang, Shiyang; Hwang, Byoung-Hyoun; Lou, Dong; Yin, Chengxi - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3444-3465
Persistent link: https://www.econbiz.de/10012289149