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Finance research letters
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ECONIS (ZBW)
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1
The impact of collateralized debt obligation
arbitrage
on tranching and financial leverage of structured finance securities
Hamerle, Alfred
;
Liebig, Thilo
;
Schropp, Hans-Jochen
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10013262916
Saved in:
2
Picking up the pennies in front of the bulldozer : the profitability of gilt based trading strategies
Quinn, Barry
;
Hanna, Alan
;
MacDonald, Fred
- In:
Finance research letters
27
(
2018
),
pp. 214-222
Persistent link: https://www.econbiz.de/10012006864
Saved in:
3
Do hedge and merger
arbitrage
funds actually hedge? : A time-varying volatility spillover approach
Papathanasiou, Spyros
;
Vasiliou, Dimitrios
;
Magoutas, …
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014495017
Saved in:
4
Novel alternative assets within a transmission mechanism of volatility spillovers : the role of SPACs
Papathanasiou, Spyros
;
Koutsokostas, Drosos
;
Pergeris, …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013457696
Saved in:
5
On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
Saved in:
6
Risk-averse dynamic
arbitrage
in illiquid markets
Moazeni, Somayeh
;
Collado, Ricardo A.
;
Zhang, Andy
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011848929
Saved in:
7
Relationship between deep hedging and delta hedging : leveraging a statistical
arbitrage
strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
8
Pension scheme trustees as surrogate decision makers
Weiss-Cohen, Leonardo
;
Ayton, Peter
;
Clacher, Iain
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494758
Saved in:
9
International and temporal diversifications : the best of both worlds?
Fouquau, Julien
;
Kharoubi, Cécile
;
Spieser, Philippe
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 27-54
Persistent link: https://www.econbiz.de/10011848923
Saved in:
10
Wavelet decompostion and applied portfolio management
Berger, Theo
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 53-77
Persistent link: https://www.econbiz.de/10011578387
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