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An immunization strategy for futures contracts on government securities

Chambers, Donald Robert - In: The journal of futures markets 4 (1984) 2, pp. 173-187

Persistent link: https://www.econbiz.de/10001082998

Immunizing default-free bond portfolios with a duration vector

Chambers, Donald Robert - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 89-104

Persistent link: https://www.econbiz.de/10001047145

The role of the constant recovery assumption in the subprime bubble

Chambers, Donald Robert; Kelly, Michael A.; Lu, Qin - In: The journal of alternative investments 13 (2010/11) 1, pp. 30-40

Persistent link: https://www.econbiz.de/10003991352

How dangerous are measurement errors to homeland security?

Chambers, Donald Robert; Wernick, David A.; Zdanowicz, … - In: Thunderbird international business review 52 (2010) 6, pp. 553-569

Persistent link: https://www.econbiz.de/10008735737

A tree model for pricing convertible bonds with equity, interest rate, and default risk

Chambers, Donald Robert; Lu, Qin - In: The journal of derivatives : the official publication … 14 (2007) 4, pp. 25-46

Persistent link: https://www.econbiz.de/10003498956

Capital gains taxation and equity returns : the case of mutual savings banks

Kelly, Michael A.; Wu, Xin; Chambers, Donald Robert - In: Journal of business finance & accounting : JBFA 39 (2012) 5/6, pp. 785-805

Persistent link: https://www.econbiz.de/10009575813

CAIA level I : an introduction to core topics in alternative investments

Anson, Mark J. P. - 2012 - 2. ed.

CAIA Association has developed two examinations that are used to certify Chartered Alternative Investment Analysts. The Level I curriculum builds a foundation in both traditional and alternative investment markets--for example, the range of statistics that are used to define investment...

Persistent link: https://www.econbiz.de/10009550304

CDO squareds : the case of subprime mortgages

Chambers, Donald Robert; Kelly, Michael A.; Lu, Qin; … - In: The journal of structured finance 17 (2011) 2, pp. 96-113

Persistent link: https://www.econbiz.de/10009305472

Index option returns : still puzzling

Chambers, Donald Robert; Foy, Matthew; Liebner, Jeffrey; … - In: The review of financial studies 27 (2014) 6, pp. 1915-1928

Persistent link: https://www.econbiz.de/10010371332

Understanding the estimation risks of value at risk

Chambers, Donald Robert; Kelly, Michael A.; Lu, Qin - In: The journal of alternative investments 16 (2013/14) 3, pp. 64-85

Persistent link: https://www.econbiz.de/10010248328