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Mortgage hedging in fixed income markets

Malkhozov, Aytek; Mueller, Philippe; Vedolin, Andrea; … - 2013

Persistent link: https://www.econbiz.de/10009777758

The integration of securitized real estate and financial assets

Cauchie, Séverine; Hoesli, Martin - 2004

Persistent link: https://www.econbiz.de/10002211738

The integration of securitized real estate and financial assets

Cauchie, Séverine (contributor); Hoesli, Martin (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002240455

Longevity risk in life insurance products

Stevens, Ralph - 2011

Persistent link: https://www.econbiz.de/10008903446

Longevity risk and natural hedge potential in portfolios of life insurance products : the effect of investment risk

Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand - 2011

Persistent link: https://www.econbiz.de/10008988371

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...