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1
A parametric model to estimate risk in a fixed income portfolio
Abad, Pilar
(
contributor
);
Benito, Sonia
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003398615
Saved in:
2
Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S.
;
Pritsker, Matthew
-
2000
Persistent link: https://www.econbiz.de/10001486259
Saved in:
3
Modeling of risk measure bonds using the beta model
Hachicha, Fatma
;
Hachicha, Ahmed
;
Masmoudi, Afif
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
4
,
pp. 2150033-1-2150033-18
Persistent link: https://www.econbiz.de/10012805199
Saved in:
4
A primer on
bond
portfolio value at risk
Smith, Donald J.
- In:
Advances in financial education : journal of the …
7
(
2009
)
1/2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003893949
Saved in:
5
The information content of the
Bond
-Equity Yield Ratio : better than a random walk?
Giot, Pierre
;
Petitjean, Mikael
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
Saved in:
6
Risk management of a
bond
portfolio using options
Annaert, Jan
;
Deelstra, Griselda
;
Heyman, Dries
; …
-
2007
Persistent link: https://www.econbiz.de/10003476828
Saved in:
7
The information content of the
Bond
-Equity Yield Ratio : better than a random walk?
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386833
Saved in:
8
Short-term market timing using the
Bond
-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386845
Saved in:
9
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
10
Option-based risk management of a
bond
portfolio under regime switching interest rates
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 47-70
Persistent link: https://www.econbiz.de/10009729065
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