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Do hedge funds outperform stocks and bonds?

Bali, Turan G.; Brown, Stephen J.; Demirtas, K. Ozgur - In: Management science : journal of the Institute for … 59 (2013) 8, pp. 1887-1903

Persistent link: https://www.econbiz.de/10009788943

Return based risk measures for non-normally distributed returns : an alternative modelling approach

Samunderu, Eyden; Murahwa, Yvonne T. - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-48

Developments in the world of finance have led the authors to assess the adequacy of using the normal distribution assumptions alone in measuring risk. Cushioning against risk has always created a plethora of complexities and challenges; hence, this paper attempts to analyse statistical...

Persistent link: https://www.econbiz.de/10012795821

Bond market response to the collapse of prominent investment banks

Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670

Persistent link: https://www.econbiz.de/10010197661

An empirical analysis of segmented pricing of bond systematic risk

Benzschawel, Terry; Fu, Liang; Murphy, Austin - In: Credit and capital markets : Kredit und Kapital 47 (2014) 3, pp. 439-464

Persistent link: https://www.econbiz.de/10010433255

Explaining the stock-stock, bond-bond and stock-bond correlation across countries

McMillan, David G. - In: International journal of monetary economics and finance … 13 (2020) 5, pp. 429-445

Persistent link: https://www.econbiz.de/10012515166

Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes

Tuysuz, Sukriye - In: International journal of financial engineering 7 (2020) 2, pp. 1-43

Persistent link: https://www.econbiz.de/10012602943

Sensitivities under G2++model of the yield curve

Jaffal, H.; Rakotondratsimba, Y.; Yassine, A. - In: International journal of financial engineering 4 (2017) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10011673113

Implied equity duration as a measure of risk and its simultaneous endogeneity with performance in European companies

Reis, Pedro - In: International journal of economics and business … 19 (2020) 3, pp. 313-333

Persistent link: https://www.econbiz.de/10012205624

The impact of investment horizon on the return and risk of investments in securities in Lithuania

Urbšienė, Laimutė; Bugajevas, Andrius; Pipiras, Marekas - In: Organizations and markets in emerging economies 7 (2016) 2, pp. 88-111

The paper focuses on the impact of time horizon on risk and return, which usually is the object of discussions about “stock versus bond”. The aim of this paper is to investigate the transformation of risk and return when increasing the investment term, and to determine the impact of the...

Persistent link: https://www.econbiz.de/10012195112

Persistence of shocks in CDS returns on Croatian bonds : quantile autoregression approach

Bošnjak, Mile; Novak, Ivan; Bašić, Maja - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 759-775

Persistent link: https://www.econbiz.de/10012213680