Essays on asset pricing.
Year of publication: |
2011-06
|
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Authors: | Yang, Fan |
Subject: | CDO | Commodity futures | Credit risk | Investment shock | Business Administration |
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Tractable multi-firm default models based on discontinuous processes
Scherer, Matthias, (2007)
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Quadratic models for portfolio credit risk with shot-noise effects
Gaspar, Raquel M., (2005)
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Market of CDO structured products in terms of world financial crisis
Buszko, Michal, (2010)
- More ...
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Investment shocks and the commodity basis spread
Yang, Fan, (2013)
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A survey of empirical literature on hedge fund performance
Yang, Fan, (2020)
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The impact of regulatory change on hedge fund performance
Yang, Fan, (2023)
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