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1
Decomposing factor exposure for equity portfolios
Tien, David
;
Pfleiderer, Paul
;
Maxim, Robert
;
Marsh, …
- In:
Linear factor models in finance
,
(pp. 262-275)
.
2005
Persistent link: https://www.econbiz.de/10003304070
Saved in:
2
Flight to quality and asset allocation in a financial crisis
Marsh, Terry Alan
;
Pfleiderer, Paul
- In:
Financial analysts' journal : FAJ
69
(
2013
)
4
,
pp. 43-57
Persistent link: https://www.econbiz.de/10009791603
Saved in:
3
Alpha signals, smart betas, and factor model alignment
Marsh, Terry Alan
;
Pfleiderer, Paul
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 51-66
Persistent link: https://www.econbiz.de/10011686687
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4
On non-linear serial dependencies in stock returns
Marsh, Terry Alan
Persistent link: https://www.econbiz.de/10001265917
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5
Term structure of interest rates and the pricing of fixed income claims and bonds
Marsh, Terry Alan
- In:
Finance
,
(pp. 273-314)
.
1995
Persistent link: https://www.econbiz.de/10001318010
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6
Correlation in daily equity and fixed-income returns : implications for a cross-asset factor model
Marsh, Terry Alan
- In:
Innovations in investment management : cutting edge …
,
(pp. 113-133)
.
2008
Persistent link: https://www.econbiz.de/10003748871
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7
Tail index estimation in small samples : simulation results for independent and ARCH-type financial return models
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Statistical papers
45
(
2004
)
4
,
pp. 545-561
Persistent link: https://www.econbiz.de/10002228146
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8
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
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9
Why doesn't the Black- Scholes Model fit Japanese warrants and convertible bonds?
Kuwahara, Hiroto
;
Marsh, Terry Alan
- In:
International review of finance
1
(
2000
)
3
,
pp. 195-227
Persistent link: https://www.econbiz.de/10001666870
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10
The pricing of Japanese equity warrants
Kuwahara, Hiroto
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1610-1641
Persistent link: https://www.econbiz.de/10001135942
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