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Asset pricing and portfolio choice theory
Back, Kerry E. - 2010
Persistent link: https://www.econbiz.de/10008662772
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The role of bond markets when portfolio choice is constrained
Schornick, Astrid V. - 2011
Persistent link: https://www.econbiz.de/10008901942
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique - 2007 - Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
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Linear beta pricing with inefficient benchmarks in a given factor structure
Diacogiannis, George P.; Ioannidis, Christos - In: The European journal of finance 25 (2019) 16, pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
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The Role of Bond Markets When Portfolio Choice is Constrained
Schornick, Astrid V. - 2012
contrast to models with a single `world' bond, we show that tightening regulation can lead to the risk free interest rate … international more into local bond markets, putting upwards pressure on local interest rates. Indeed, he sacrifices diversification …
Persistent link: https://www.econbiz.de/10013109043
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Finance, economics and mathematics
Vasicek, Oldrich Alfons - 2016
Persistent link: https://www.econbiz.de/10011417517
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Value at risk models for Dutch bond portfolios
Vlaar, Peter J. G. - 1998
Persistent link: https://www.econbiz.de/10000983318
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Duration measures for specific term sturcture estimations and applications to bond portfolio immunization
Prisman, Eliezer Zeev; Shores, Marilyn R. - 1987
Persistent link: https://www.econbiz.de/10000744493
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Who should buy long-term bonds?
Campbell, John Y.; Viceira, Luis M. - 1998
Persistent link: https://www.econbiz.de/10000682920
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Riding the yield curve : an analysis of international evidence
Ang, Sharon; Alles, Lakshman; Allen, Dave - In: The journal of fixed income 8 (1998) 3, pp. 57-74
Persistent link: https://www.econbiz.de/10001364568