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~person:"Deng, Geng"
~person:"Jaeger, Lars"
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The journal of alternative investments
9
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ECONIS (ZBW)
7
OLC EcoSci
2
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1
Semivolatility of returns as a measure of downside risk
Chambers, Donald Robert
;
Lu, Qin
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 68-74
Persistent link: https://www.econbiz.de/10011655929
Saved in:
2
Valuation of structured products
Deng, Geng
;
Husson, Tim
;
McCann, Craig
- In:
The journal of alternative investments
16
(
2013/14
)
4
,
pp. 71-87
Persistent link: https://www.econbiz.de/10010358805
Saved in:
3
Understanding the estimation risks of value at risk
Chambers, Donald Robert
;
Kelly, Michael A.
;
Lu, Qin
- In:
The journal of alternative investments
16
(
2013/14
)
3
,
pp. 64-85
Persistent link: https://www.econbiz.de/10010248328
Saved in:
4
Leveraged municipal bond arbitrage : what went wrong?
Deng, Geng
;
McCann, Craig
- In:
The journal of alternative investments
14
(
2011/12
)
4
,
pp. 69-78
Persistent link: https://www.econbiz.de/10009550871
Saved in:
5
LEVERAGED MUNICIPAL BOND ARBITRAGE: What Went Wrong?
Deng, Geng
;
McCann, Craig
- In:
The journal of alternative investments
14
(
2012
)
4
,
pp. 69-79
Persistent link: https://www.econbiz.de/10010015992
Saved in:
6
Insurance-linked securities (ILS) : how to construct a performance index
Jaeger, Lars
;
Melnychuk, Ivan
;
Scherling, Samuel
- In:
The journal of alternative investments
14
(
2011/12
)
2
,
pp. 36-64
Persistent link: https://www.econbiz.de/10009383419
Saved in:
7
INSURANCE-LINKED SECURITIES (ILS): How to Construct a Performance Index
Jaeger, Lars
;
Melnychuk, Ivan
;
Scherling, Samuel
- In:
The journal of alternative investments
14
(
2011
)
2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10009340924
Saved in:
8
Insurance-linked securities : what drives their returns?
Jaeger, Lars
;
Müller, Stephan
;
Scherling, Samuel
- In:
The journal of alternative investments
13
(
2010/11
)
2
,
pp. 9-34
Persistent link: https://www.econbiz.de/10008696897
Saved in:
9
The role of the constant recovery assumption in the subprime bubble
Chambers, Donald Robert
;
Kelly, Michael A.
;
Lu, Qin
- In:
The journal of alternative investments
13
(
2010/11
)
1
,
pp. 30-40
Persistent link: https://www.econbiz.de/10003991352
Saved in:
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