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Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius; Bick, Björn; Kraft, Holger - In: Essays on empirical asset pricing, dynamic asset …, (pp. 217-268). 2013
Persistent link: https://www.econbiz.de/10010412564
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Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius; Kraft, Holger; Munk, Claus; Weiss, Farina - In: Essays on empirical asset pricing, dynamic asset …, (pp. 97-146). 2013
Persistent link: https://www.econbiz.de/10010412567
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Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius - In: Essays on empirical asset pricing, dynamic asset …, (pp. 69-96). 2013
Persistent link: https://www.econbiz.de/10010412570
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Pricing of firm specific jump risk
Ascheberg, Marius; Kraft, Holger; Yildirim, Yildiray - In: Essays on empirical asset pricing, dynamic asset …, (pp. 21-68). 2013
Persistent link: https://www.econbiz.de/10010412571