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A STRUCTURAL MODEL OF DEFAULT...
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ECONIS (ZBW)
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1
A structural model of default risk
Hsu, Jason C.
;
Saá-Requejo, Jesús
;
Santa-Clara, Pedro
- In:
The journal of fixed income
19
(
2009/10
)
3
,
pp. 77-94
Persistent link: https://www.econbiz.de/10003940863
Saved in:
2
Default risk and interest rate risk : the term structure of default spreads
Nielsen, Lars T.
;
Saá-Requejo, Jesús
;
Santa-Clara, Pedro
-
1993
Persistent link: https://www.econbiz.de/10001723225
Saved in:
3
Default risk and interest rate risk : the term structure of default spreads
Nielsen, Lars T.
;
Saá-Requejo, Jesús
;
Santa-Clara, Pedro
-
1993
-
Rev. version
Persistent link: https://www.econbiz.de/10004380161
Saved in:
4
PERFORMANCE MEASUREMENT AND EVALUATION Performance Attribution: Measuring Dynamic Allocation Skill
Hsu, Jason C
;
Kalesnik, Vitali
;
Myers, Brett W
- In:
Financial analysts' journal : FAJ
66
(
2010
)
6
,
pp. 17-27
Persistent link: https://www.econbiz.de/10008766949
Saved in:
5
FIXED-INCOME ANALYSIS AND STRATEGIES VALUATION-INDIFFERENT WEIGHTING FOR BONDS
Arnott, Robert D
;
Hsu, Jason C
;
Li, Feifei
;
Shepherd, …
- In:
The journal of portfolio management : a publication of …
36
(
2010
)
3
,
pp. 117-131
Persistent link: https://www.econbiz.de/10008413207
Saved in:
6
Permutation Multiple Tests of Binary Features Do Not Uniformly Control Error Rates
Kaizar, Eloise E
;
Li, Yan
;
Hsu, Jason C
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
495
,
pp. 1067-1075
Persistent link: https://www.econbiz.de/10009797119
Saved in:
7
Beyond arbitrage : "good-deal" asset price bounds in incomplete markets
Cochrane, John H.
;
Saá-Requejo, Jesús
-
1996
Persistent link: https://www.econbiz.de/10000584807
Saved in:
8
Using financial futures in trading and risk management
Mas, Ignacio
-
1995
Persistent link: https://www.econbiz.de/10010525855
Saved in:
9
Financial constraints and stock returns
Lamont, Owen A.
;
Polk, Christopher
;
Saá-Requejo, Jesús
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 529-554
Persistent link: https://www.econbiz.de/10001570580
Saved in:
10
Beyond arbitrage : good-deal asset price bounds in incomplete markets
Cochrane, John H.
;
Saá-Requejo, Jesús
- In:
Journal of political economy
108
(
2000
)
1
,
pp. 79-119
Persistent link: https://www.econbiz.de/10001454786
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