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Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.; Yildirim, Yildiray - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
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The term structure of lease rates with endogenous default triggers and tenant capital structure : theory and evidence
Agarwal, Sumit; Ambrose, Brent William; Huang, Hongming; … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 553-584
Persistent link: https://www.econbiz.de/10009153182
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Ambiguity aversion and underdiversification
Guidolin, Massimo; Liu, Hening - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 4, pp. 1297-1323
Persistent link: https://www.econbiz.de/10011610419
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Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
Jarrow, Robert; Yildirim, Yildiray - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 337-358
Persistent link: https://www.econbiz.de/10006694526
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The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence
Agarwal, Sumit; Ambrose, Brent W; Huang, Hongming; … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 553-585
Persistent link: https://www.econbiz.de/10009138192