Narrow search
Showing 1 - 10 of 21,892
Cover Image
Valuation and risk management of interest rate derivative securities
Leithner, Stephan - 1992
Persistent link: https://www.econbiz.de/10013417892
Cover Image
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt; Löhr, Sebastian; Rösch, Daniel - In: Review of derivatives research 17 (2014) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Cover Image
When bonds matter : home bias in goods and assets
Coeurdacier, Nicolas; Gourinchas, Pierre-Olivier - In: Journal of monetary economics 82 (2016), pp. 119-137
Persistent link: https://www.econbiz.de/10011709482
Cover Image
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
Krueger, Dirk; Lustig, Hanno - In: Journal of economic theory 145 (2010) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10003946292
Cover Image
When bonds matter : home bias in goods and assets
Coeurdacier, Nicolas; Gourinchas, Pierre-Olivier - 2011
Persistent link: https://www.econbiz.de/10009378585
Cover Image
When bonds matter : home bias in goods and assets
Coeurdacier, Nicolas; Gourinchas, Pierre-Olivier - 2011
Persistent link: https://www.econbiz.de/10009388393
Cover Image
A note on finding the optimal allocation between a risky stock and a risky bond
Angus, John E. - In: The journal of futures markets 21 (2001) 12, pp. 1181-1196
Persistent link: https://www.econbiz.de/10001620300
Cover Image
Portfolio selection in stochastic environments
Liu, Jun - In: The review of financial studies 20 (2007) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Cover Image
When bonds matter : home bias in goods and assets
Coeurdacier, Nicolas (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003784672
Cover Image
When Bonds Matter : Home Bias in Goods and Assets
Coeurdacier, Nicolas - 2011
foreign real bonds. Bonds matter: in equilibrium, investors structure their bond portfolio to hedge real exchange rate risk … against other sources of risk, conditionally on bond returns. We estimate the optimal equity and bond portfolios implied by … share of the equity home bias and obtain a currency exposure of bond portfolios comparable to the data …
Persistent link: https://www.econbiz.de/10012461098