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The design and risk management of structured finance vehicles

Das, Sanjiv R.; Kim, Seoyoung - In: Journal of risk and financial management : JRFM 9 (2016) 4, pp. 1-21

Special investment vehicles (SIVs), extremely popular financial structures for the creation of highly-rated tranched securities, experienced spectacular demise in the 2007-2008 financial crisis. These financial vehicles epitomize the shadow banking sector, characterized by high leverage,...

Persistent link: https://www.econbiz.de/10011552849

Credit spreads with dynamic debt

Das, Sanjiv R.; Kim, Seoyoung - In: Journal of banking & finance 50 (2015), pp. 121-140

Persistent link: https://www.econbiz.de/10010509132

Options and structured products in behavioral portfolios

Das, Sanjiv R.; Statman, Meir - In: Journal of economic dynamics & control 37 (2013) 1, pp. 137-153

Persistent link: https://www.econbiz.de/10009703606

Portfolios for investors who want to reach their goals while staying on the mean-variance efficient frontier

Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: The journal of wealth management 14 (2011/12) 2, pp. 25-31

Persistent link: https://www.econbiz.de/10009295781

A simple model for pricing securities with a debt-equity linkage

Das, Sanjiv R. - In: Innovations in investment management : cutting edge …, (pp. 85-111). 2008

Persistent link: https://www.econbiz.de/10003748869

[Rezension von: Rebonato, Riccardo, Modern pricing of interest-rate derivatives, the LIBOR market model and beyond]

Das, Sanjiv R. - In: Journal of economic literature 42 (2004) 2, pp. 528-529

Persistent link: https://www.econbiz.de/10002166536

Correlated default risk

Das, Sanjiv R.; Freed, Laurance; Geng, Gary; Kapadia, Nikunj - In: The journal of fixed income 16 (2006) 2, pp. 7-32

Persistent link: https://www.econbiz.de/10003400058

Pricing credit derivatives with rating transitions

Acharya, Viral V. (contributor); Das, Sanjiv R. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700269

Systemic risk and international portfolio choice

Das, Sanjiv R. (contributor); Uppal, Raman (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700273

Das, Sanjiv R.; Fong, H. Gifford; Geng, Gary - In: The journal of fixed income 11 (2001) 3, pp. 9-19

Persistent link: https://www.econbiz.de/10001706056