Essays on asset pricing.
| Year of publication: |
2011-06
|
|---|---|
| Authors: | Yang, Fan |
| Subject: | CDO | Commodity futures | Credit risk | Investment shock | Business Administration |
-
Tractable multi-firm default models based on discontinuous processes
Scherer, Matthias, (2007)
-
Jortzik, Stephan, (2013)
-
Quadratic models for portfolio credit risk with shot-noise effects
Gaspar, Raquel M., (2005)
- More ...
-
The impact of regulatory change on hedge fund performance
Yang, Fan, (2023)
-
A survey of empirical literature on hedge fund performance
Yang, Fan, (2020)
-
Investment shocks and the commodity basis spread
Yang, Fan, (2013)
- More ...