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Fat tails : an untrustworthy f...
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1
Observation on how COVID-19 affected the securitization market in Japan
Egawa, Yukio
- In:
The journal of structured finance
26
(
2021
)
4
,
pp. 97-104
Persistent link: https://www.econbiz.de/10012423093
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2
Rates factors and global asset allocation
Kothe, Joshua
;
Lohre, Harald
;
Rother, Carsten
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 6-25
Persistent link: https://www.econbiz.de/10012423025
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3
Neural networks, the treasury yield curve, and recession forecasting
Puglia, Michael
;
Tucker, Adam
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 149-175
Persistent link: https://www.econbiz.de/10012519275
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4
CDS-implied risk of US delinquency : implications for the US debt ceiling
Chen, Ren-Raw
;
Finnerty, John D.
;
Kamdem, Bruno G.
- In:
The journal of fixed income : JFI
31
(
2021
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10012613109
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5
The role of high-yield bonds in strategic asset allocation over the great recession
Menounos, Georgios
;
Alexiou, Constantinos
;
Vogiazas, …
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 270-279
Persistent link: https://www.econbiz.de/10011873740
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6
Equity market integration and portfolio decisions : a study of NASDAQ USA and MSCI emerging markets Asia indexes
Patel, Ritesh Jayantibhai
- In:
The journal of wealth management : JWM
24
(
2021
)
1
,
pp. 11-39
Persistent link: https://www.econbiz.de/10012519192
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7
Measuring hedge fund liquidity mismatch
Aragon, George O.
;
Ergun, A. Tolga
;
Girardi, Giulio
; …
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 26-42
Persistent link: https://www.econbiz.de/10012613086
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Inflation hedging in the long run : practical perspectives from seven centuries of commodity prices
Zaremba, Adam
;
Szczygielski, Jan J.
;
Umar, Zaghum
; …
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10012613092
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9
Rethinking commodities
Boal, Fiona
;
Wiederhold, Jim
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012613093
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10
The implications of contemporary research on COVID-19 for volatility and portfolio management
Outlaw, Dominique
;
Smith, Aimee Hoffmann
;
Wang, Na
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 159-177
Persistent link: https://www.econbiz.de/10012613471
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