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Fatum, Rasmus; Hutchison, Michael M. - In: Journal of money, credit and banking : JMCB 31 (1999) 1, pp. 54-69

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Greek sovereign credit market dynamics : credit default swap and bond spreads' linkages

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Predicting bond future returns

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Bond Indifference Prices

Lorig, Matthew; Zou, Bin - 2021

. The indifference price of the zero-coupon bond is the price at which the investor could achieve the same expected utility … under both strategies. In an affine term structure setting, we show that the indifference price of the zero-coupon bond is …

Persistent link: https://www.econbiz.de/10013250836