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Volatility-adjusted 60/40 versus 100 : new risk investing paradigm
Liew, Jim Kyung-Soo; Ajakh, Ahmad - In: Journal of risk and financial management : JRFM 13 (2020) 9/190, pp. 1-6
believe our work will open up a new risk investing paradigm for those seeking long-term advantages. …
Persistent link: https://www.econbiz.de/10012386869
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Is the sky bluer than before? : examining firm stability in Europe
Shafiq, Sadia Binte; Tahmid, Tahani; Yousuf, Md.; Azad, … - In: International journal of markets and business systems 5 (2024) 1, pp. 26-42
Persistent link: https://www.econbiz.de/10015065993
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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Default risk and cross section of returns
Cakici, Nusret; Chatterjee, Sris; Chen, Ren-Raw - In: Journal of risk and financial management : JRFM 12 (2019) 2/95, pp. 1-15
firms and concludes that both the size and book-to-market effects are related to default risk. For example, small firms earn … higher return than big firms only if they have higher default risk and value stocks earn higher returns than growth stocks if … their default risk is high. In this paper we use a more advanced compound option pricing model for the computation of …
Persistent link: https://www.econbiz.de/10012022028
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Structural recovery of face value at default
Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea - In: European journal of operational research : EJOR 283 (2020) 3, pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774
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The effect of liquidity and solvency risk on the inclusion of bond covenants
Cook, Douglas O.; Fu, Xudong; Tang, Tian - In: Journal of banking & finance 48 (2014), pp. 120-136
Persistent link: https://www.econbiz.de/10010506929
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Distress risk, product market competition, and corporate bond yield spreads
Lee, Han-Hsing - In: Review of quantitative finance and accounting 55 (2020) 3, pp. 1093-1135
Persistent link: https://www.econbiz.de/10012304094
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Finanzierung und Insolvenzgefahr
Seicht, Gerhard - In: Wege zur Ganzheit : Festschrift für J. Hanns Pichler …, (pp. 897-904). 1996
Persistent link: https://www.econbiz.de/10001296804
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Insurance options : beating the benchmark : are catastrophe bonds more profitable than corporate bonds?
Caro Barrera, José Rafael - In: Revista de métodos cuantitativos para la economía y … 29 (2020), pp. 3-17
out some key issues on how the credit risk associated to these products can be reduced and, finally, in the last section …
Persistent link: https://www.econbiz.de/10012259883
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The risk parity principle applied on a corporate bond index using Duration Times Spread
Stagnol, Lauren - 2016
Persistent link: https://www.econbiz.de/10011737204