Narrow search
Showing 1 - 10 of 18,508
Cover Image
Der Einfluß von derivativen Wertpapieren auf das systematische Risiko von Aktien : eine empirische Analyse
Herrmann, Ralf - In: Kredit und Kapital 32 (1999) 1, pp. 85-124
Persistent link: https://www.econbiz.de/10001367673
Cover Image
Measuring value-at-risk for mortgage backed securities
Jakobsen, Svend - In: Risk management in volatile financial markets, (pp. 184-206). 1996
Persistent link: https://www.econbiz.de/10001319225
Cover Image
The systematic risk of discretely rebalanced option hedges
Gilster, John E. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 507-516
Persistent link: https://www.econbiz.de/10001098661
Cover Image
US lodging firms' exposure to energy price risk
Lee, Seul Ki; Jang, Soocheong - In: Tourism economics : the business and finance of tourism … 21 (2015) 5, pp. 1095-1102
Persistent link: https://www.econbiz.de/10011416437
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
Price bounds of mortality-linked security in incomplete insurance market
Huang, Yu-lieh; Tsai, Jeffrey Tzuhao; Yang, Sharon S.; … - In: Insurance / Mathematics & economics 55 (2014), pp. 30-39
Persistent link: https://www.econbiz.de/10010366219
Cover Image
Accounting-based risk measurement : an alternative to capital asset pricing model derived discount factors
Toms, Steven - In: Australian accounting review 22 (2012) 4, pp. 398-406
Persistent link: https://www.econbiz.de/10009703273
Cover Image
Risk and Income Effects on Closed-End Funds Using Derived CAPM Valuation Model
Cheng, Joseph - 2015
CAPM, which may be considered a breakthrough in the field of closed-end funds since a formula for estimating the …
Persistent link: https://www.econbiz.de/10013019765
Cover Image
Accounting Based Risk Measurement : An Alternative to CAPM Derived Discount Factors
Toms, Steve - 2012
Discount factors have a long tradition of being computed using capital market inputs for the estimation of systematic risk. They are of increasing importance in financial accounting, including the valuation of goodwill and other intangibles. In view of the volatility of stock market returns and...
Persistent link: https://www.econbiz.de/10013105994
Cover Image
Applied Fundamentals in Finance : Portfolio Management and Investments
Mondello, Enzo - 2023
Part 1: Portfolio Management -- Chapter 1. Return -- Chapter 2. Risk -- Chapter 3. Other Investment Characteristics -- Chapter 4. Efficient Risky Portfolios -- Chapter 5. Optimal Portfolio -- Chapter 6 Capital Asset Pricing Model and Fama−french Model -- Chapter 7. Portfolio Management Process...
Persistent link: https://www.econbiz.de/10014302674