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Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

Persistent link: https://www.econbiz.de/10012628654

Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

Asset Pricing Model -- 23 Arbitrage Pricing Theory and Multi-Factor Models -- 24 Strategic Portfolio Allocation -- 25 …, hybrids and credit derivatives), portfolio theory and management, and risk assessment and hedging of individual positions as …

Persistent link: https://www.econbiz.de/10013441427

Risk-taking, competition and uncertainty : do CoCo bonds increase the risk appetite of banks?

Wijnbergen, Sweder van; Fatouh, Mahmoud; Neamtu, Ioana - 2020

Persistent link: https://www.econbiz.de/10012217408

Hedging Stock Sector Risk with Credit Default Swaps

Ratner, Mitchell - 2015

This study examines the potential risk reducing benefits of credit default swaps (CDS) against risk in U.S. stock market sectors from 2004-2011. Tests of GARCH dynamic conditional correlation coefficients indicate that CDS serve as an effective hedge against risk in all stock sectors. CDS also...

Persistent link: https://www.econbiz.de/10013019344