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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Portfolio selection"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Portfolio selection
Yield curve
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
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13
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9
Europäische Hochschulschriften / 5
7
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Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
2
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2018
Persistent link: https://www.econbiz.de/10011898966
Saved in:
3
Incomplete information processing : a solution to the forward discount puzzle
Bacchetta, Philippe
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003418285
Saved in:
4
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
5
Tax basis and nonlinearity in cash stream valuation
Dermody, Jaime C.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 97-119
Persistent link: https://www.econbiz.de/10001185059
Saved in:
6
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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