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New Methods in Fixed Income Modeling : Fixed Income Modeling

Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.); … - 2018

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...

Persistent link: https://www.econbiz.de/10012396848

Forecasting the stock risk premium : a new statistical constraint

Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 42 (2023) 7, pp. 1805-1822

Persistent link: https://www.econbiz.de/10014432771

A cross-sectional machine learning approach for hedge fund return prediction and selection

Wu, Wenbo; Chen, Jiaqi; Yang, Zhibin; Tindall, Michael L. - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4577-4601

Persistent link: https://www.econbiz.de/10012624639

Forecasting excess stock returns with crude oil market data

Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324

Persistent link: https://www.econbiz.de/10011533825

Oil volatility risk and expected stock returns

Christoffersen, Peter F.; Pan, Xuhui - In: Journal of banking & finance 95 (2018), pp. 5-26

Persistent link: https://www.econbiz.de/10011966688

Interest rate changes and the cross-section of global equity returns

Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32

Persistent link: https://www.econbiz.de/10014249731

Return predictability and market-timing : a one-month model

Hull, Blair; Qiao, Xiao; Bakosova, Petra - In: Journal of investment management : JOIM 17 (2019) 3, pp. 47-64

Persistent link: https://www.econbiz.de/10012111022

Predictability of Bitcoin returns

Cheah, Eng-Tuck; Luo, Di; Zhang, Zhuang; Sung, Ming-chien - In: The European journal of finance 28 (2022) 1, pp. 66-85

Persistent link: https://www.econbiz.de/10013373232

Measuring risk in fixed income portfolios using yield curve models

Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82

Persistent link: https://www.econbiz.de/10011441011

Bond portfolio optimization using dynamic factor models

Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Journal of empirical finance 37 (2016), pp. 128-158

Persistent link: https://www.econbiz.de/10011662973

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