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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
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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
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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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On non-linear serial dependencies in stock returns
Marsh, Terry Alan
Persistent link: https://www.econbiz.de/10001265917
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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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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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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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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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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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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