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~subject:"Portfolio-Management"
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Portfolio-Management
Lebensversicherung
13
Life insurance
13
Securitization
10
USA
10
United States
10
Verbriefung
10
Hedging
6
Hypothek
6
Mortgage
6
Theorie
6
Theory
6
Financial investment
5
Kapitalanlage
5
Mortality
5
Sterblichkeit
5
Asset-Backed Securities
4
Asset-backed securities
4
Portfolio selection
4
Risk
4
Asset-Backed Security
3
Interest rates
3
Management
3
Mortgage companies
3
Mortgage-Backed Security
3
Anleihe
2
Bond
2
Credit risk
2
Forecasting model
2
Interest rate
2
Investitionsrechnung
2
Investment appraisal techniques
2
Kreditrisiko
2
Prognoseverfahren
2
Unternehmen
2
Verbindlichkeiten
2
Zins
2
Adjustable rate mortgages
1
Bank accounting
1
Bank lending
1
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Article
4
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3
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3
Aufsatz im Buch
1
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English
4
Author
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Stone, Charles A.
4
Zissu, Anne-Marie
4
Ortiz, Carlos E.
2
Ortiz, Carlos
1
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Journal of risk finance : the convergence of financial products and insurance
2
Journal / The Capco Institute : journal of financial transformation
1
Life markets : trading mortality and longevity risk with life settlements and linked securities
1
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ECONIS (ZBW)
4
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1
The risks of a securitized portfolio of senior life settlement contracts
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Life markets : trading mortality and longevity risk …
,
(pp. 163-177)
.
2009
Persistent link: https://www.econbiz.de/10003884745
Saved in:
2
Delta hedging a two-fixed-income-securities portfolio under gamma and vega constraints : the example of mortgage servicing rights
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Journal / The Capco Institute : journal of financial …
25
(
2009
),
pp. 8-11
Persistent link: https://www.econbiz.de/10003904876
Saved in:
3
Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
Zissu, Anne-Marie
;
Ortiz, Carlos
;
Stone, Charles A.
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
4
,
pp. 377-400
Persistent link: https://www.econbiz.de/10008656310
Saved in:
4
Delta hedging a multi-fixed-income-securities portfolio under gamma and vega constraints
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
Journal of risk finance : the convergence of financial …
10
(
2009
)
2
,
pp. 169-178
Persistent link: https://www.econbiz.de/10009523749
Saved in:
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