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subject:"Immobilienfinanzierung"
~isPartOf:"The journal of real estate finance and economics"
~subject:"1976-1992"
~subject:"CAPM"
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Immobilienfinanzierung
1976-1992
CAPM
Asset-Backed Securities
22
Asset-backed securities
22
Hypothek
18
Mortgage
18
Credit risk
9
Kreditrisiko
9
Commercial real estate
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Gewerbeimmobilien
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Theorie
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Option pricing theory
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Singapore
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Singapur
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1975-1999
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D'Lima, Walter
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Deng, Yongheng
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Fan, Gang-Zhi
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Fan, Gang-zhi
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Fermanian, Jean-David
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The journal of real estate finance and economics
The journal of structured finance
19
The definitive guide to CDOs : market, application, valuation and hedging
6
Journal of financial economics
4
Staff reports / Federal Reserve Bank of New York
4
Frontiers in quantitative finance : volatility and credit risk modeling
3
Principles of housing finance reform
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
Discussion papers / CEPR
2
Journal of banking & finance
2
The Oxford handbook of credit derivatives
2
The handbook of mortgage-backed securities
2
The real estate finance journal
2
Williams College Economics Department working paper series
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Yale journal on regulation
2
Annual review of financial economics
1
Applied economics
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Bundesbank Series 2 Discussion Paper
1
Business history
1
CEMFI working paper
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Credit derivative strategies : new thinking on managing risk and return
1
Discussion paper series / Philippine Institute for Development Studies
1
Discussion papers / Helsinki Center of Economic Research : discussion paper
1
Economic analysis : EA
1
Economic theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Finance research letters
1
Financial markets and instruments
1
Financial markets and portfolio management
1
Global journal of business research : GJBR
1
Immobilien-Fachwissen
1
International finance discussion papers
1
International journal of business and economic sciences applied research : IJBESAR
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of business ethics : JOBE
1
Journal of derivatives and quantitative studies
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Journal of economic behavior & organization : JEBO
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Journal of economics & business
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ECONIS (ZBW)
7
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1
Risk and performance of mutual funds' securitized mortgage investments
Ambrose, Brent William
;
Diop, Moussa
;
D'Lima, Walter
; …
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 515-548
Persistent link: https://www.econbiz.de/10012385063
Saved in:
2
From origination to renegotiation : a comparison of portfolio and securitized commercial real estate loans
Black, Lamont
;
Krainer, John
;
Nichols, Joseph B.
- In:
The journal of real estate finance and economics
55
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011800415
Saved in:
3
A top-down approach for asset-backed securities : a consistent way od managing prepayment, default and interest rate risks
Fermanian, Jean-David
- In:
The journal of real estate finance and economics
46
(
2013
)
3
,
pp. 480-515
Persistent link: https://www.econbiz.de/10009727565
Saved in:
4
Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong
;
Fan, Gang-zhi
;
Lim, Kian-Guan
- In:
The journal of real estate finance and economics
38
(
2009
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10003848944
Saved in:
5
Semi-analytical MBS pricing
Rom-Poulsen, Niels
- In:
The journal of real estate finance and economics
34
(
2007
)
4
,
pp. 463-498
Persistent link: https://www.econbiz.de/10003491287
Saved in:
6
Analysis of credit risks in asset-backed securitization transactions in Singapore
Sing, Tien-foo
;
Ong, Seow-eng
;
Fan, Gang-Zhi
;
Sirmans, …
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 235-253
Persistent link: https://www.econbiz.de/10001955356
Saved in:
7
Mortgage termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
Saved in:
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