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Factor-based tactical bond allocation and interest rate risk management
Thomann, Andreas - In: The journal of investment strategies 8 (2019) 3, pp. 49-79
Persistent link: https://www.econbiz.de/10012426012
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Dependence between extreme risk factor movements of euro area sovereign bonds
Kahlert, Dennis - In: Three essays on capital and liquidity, (pp. 108-141). 2018
Persistent link: https://www.econbiz.de/10012116903
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Analysis of value at risk of Sukuk and conventional bonds in Pakistan
Nasir, Adeel; Farooq, Umar - In: Journal of Islamic accounting and business research : JIABR 8 (2017) 4, pp. 375-388
Persistent link: https://www.econbiz.de/10011815278
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Model Risk in Bond Portfolio Hedging
Lapshin, Victor - 2022
influences the testing outcome thus quantifying the model risk associated with these model features. The model risk measure …
Persistent link: https://www.econbiz.de/10013403799
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Yield curve risk measures
Fabozzi, Frank J.; Mann, Steven V. - 2008
Persistent link: https://www.econbiz.de/10003765477
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Prepayment risk on callable bonds : theory and test
François, Pascal; Pardo, Sophie - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
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Introducing global term structure in a risk parity framework
Stagnol, Lauren - 2017
Persistent link: https://www.econbiz.de/10011738994
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Zinsen, Anleihen, Kredite
Spremann, Klaus; Gantenbein, Pascal - 2009 - 4., korrigierte und erw. Aufl.
Persistent link: https://www.econbiz.de/10014508668
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Zinsen, Anleihen, Kredite
Spremann, Klaus; Gantenbein, Pascal - 2005 - 3., neu bearb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10014011173
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Zinsen, Anleihen, Kredite
Gantenbein, Pascal; Spremann, Klaus - 2014 - 5., vollst. überarb. Aufl.
This textbook deals with money markets and capital markets along with the management of retirement portfolios. It places a particular focus on interest rate formation, interest rate structure, interest models, and the evaluation of interest-bearing securities
Persistent link: https://www.econbiz.de/10014509833