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Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: Journal of banking & finance 122 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
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Downside risk optimization in securitized real estate markets
Kroencke, Tim-Alexander; Schindler, Felix - 2010
Optimization of international securitized real estate portfolios has been a key topic for several decades. However, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework suggested by Markowitz (1952) even if the limitations of...
Persistent link: https://www.econbiz.de/10003969883
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The role of catastrophe bonds in an international multi-asset portfolio : diversifier, hedge, or safe haven?
Drobetz, Wolfgang; Schröder, Henning; Tegtmeier, Lars - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430896
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Interest Rate Risk of Zero-Coupon Bond Prices on National Stock Exchange (NSE) – Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk
Maleki Nia, Nahid - 2019
related indirectly and insignificantly to the immunization risk inherent in a bond portfolio. The main goal of this study is …
Persistent link: https://www.econbiz.de/10012864002
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Securitization of catastrophe risk : empirical analyses of CAT bond premiums
Winkelvos, Christine - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009689643
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Information asymmetries and asset securitization
Reichert-Wack, Julia - 2010
Persistent link: https://www.econbiz.de/10009491021
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Securitization and financial markets : the implications for interest rate pass-through
Robertson, Mari L. - In: Journal of financial economic policy 8 (2016) 4, pp. 472-498
Persistent link: https://www.econbiz.de/10011697839
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The pricing of hedging longevity risk the help of annuity securitizations : an application to the German market
Lorson, Jonas; Wagner, Joël - In: Journal of risk finance : the convergence of financial … 15 (2014) 4, pp. 385-416
Persistent link: https://www.econbiz.de/10010429743
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The pricing, structure, and function of weather-linked bonds, mortgages, and operating credit
Turvey, Calum Greig - In: Agricultural finance review 68 (2008) 1, pp. 135-150
Persistent link: https://www.econbiz.de/10003762557