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Forecasting the term structure of government bond yields
Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
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Market skewness risk and the cross-section of stock returns
Chang, Bo Young; Christoffersen, Peter F.; Jacobs, Kris - 2010
Persistent link: https://www.econbiz.de/10009161204
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What drives private equity fund performance?
Phalippou, Ludovic (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003228465
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Sources of inconsistencies in risk weighted asset determinations
Araten, Michel - 2013
Persistent link: https://www.econbiz.de/10010238587
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The effect of transaction size on off-the-run treasury prices
Babbel, David F.; Merrill, Craig B.; Meyer, Mark F.; … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001550742
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Stable value funds : performance to date
Babbel, David F.; Herce, Miguel A. - 2011
Persistent link: https://www.econbiz.de/10009127137
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Modeling and forecasting realized volatility
Anderson, Torben G. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001512298
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Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
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Visible and hidden risk factors for banks
Schuermann, Til (contributor); Stiroh, Kevin J. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003337381