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On optimal portfolio choice under stochastic interest rates
Lioui, Abraham; Poncet, Patrice - In: Journal of economic dynamics & control 25 (2001) 11, pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
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Berücksichtigung des Zinsänderungsrisikos bei der Neubewertung am Risikohorizont in Kreditportfoliomodellen
Grundke, Peter - In: Journal of business economics : JBE 72 (2002) 12, pp. 1241-1267
Persistent link: https://www.econbiz.de/10001720930
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Measuring and controlling interest rate and credit risk
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10001764463
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Effects of exchange-rate and interest-rate risk on ADR pricing behavior
Bin, Feng-shun; Morris, Gay B.; Chen, Dar-hsin - In: The North American journal of economics and finance : a … 14 (2003) 2, pp. 241-262
Persistent link: https://www.econbiz.de/10001794094
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Duration, convexity, and other bond risk measures
Fabozzi, Frank J. - 1999
Persistent link: https://www.econbiz.de/10001458594
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Interest rate risk management in major Finnish firms
Hakkarainen, Antti; Kasanen, Eero; Puttonen, Vesa - In: European financial management : the journal of the … 3 (1997) 3, pp. 255-268
Persistent link: https://www.econbiz.de/10001541511
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Risikomanagement für Markt-, Kredit- und operative Risiken
Johanning, Lutz (contributor); Rudolph, Bernd (contributor) - 2000
Persistent link: https://www.econbiz.de/10001477955
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Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell
Tobler, Jürg; Walder, Roger - In: Finanzmarkt und Portfolio-Management 12 (1998) 3, pp. 342-370
Persistent link: https://www.econbiz.de/10001517508