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Kräussl, Roman
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3
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1
Measuring Credit Spread Risk
Campbell, Rachel
;
Huisman, Ronald
- In:
The journal of portfolio management : a publication of …
29
(
2003
)
4
,
pp. 121
Persistent link: https://www.econbiz.de/10006554562
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2
PORTFOLIO MANAGEMENT - Increased Correlation in Bear Markets - This downside-risk perspective incorporates the effects of increased correlations between global markets during market downturns.
Campbell, Rachel
;
Koedijk, Kees
;
Kofman, Paul
- In:
Financial analysts' journal : FAJ
58
(
2002
)
1
,
pp. 87
Persistent link: https://www.econbiz.de/10006268942
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3
Optimal portfolio selection in a Value-at-Risk framework
Campbell, Rachel
;
Huisman, Ronald
;
Koedijk, Kees
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1789
Persistent link: https://www.econbiz.de/10005892359
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4
A call on art investments
Kraeussl, Roman
;
Wiehenkamp, Christian
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009843784
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5
Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?
Botshekan, Mahmoud
;
Kraeussl, Roman
;
Lucas, Andre
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1279-1302
Persistent link: https://www.econbiz.de/10010100810
Saved in:
6
An analysis of the effects of the severance payment reform on credit to Italian SMEs
Calcagno, Riccardo
;
Kraeussl, Roman
;
Monticone, Chiara
- In:
Journal of financial economic policy
3
(
2011
)
3
,
pp. 243-261
Persistent link: https://www.econbiz.de/10009930452
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7
Blockholder dispersion and firm value
Konijn, Sander J.J.
;
Kräussl, Roman
;
Lucas, Andre
- In:
The journal of corporate finance : contracting, …
17
(
2011
)
5
,
pp. 1330-1340
Persistent link: https://www.econbiz.de/10009807891
Saved in:
8
Emerging art markets
Kräussl, Roman
;
Logher, Robin
- In:
Emerging markets review
11
(
2010
)
4
,
pp. 301-318
Persistent link: https://www.econbiz.de/10009869170
Saved in:
9
Risk and return characteristics of Islamic equity funds
Hayat, Raphie
;
Kräussl, Roman
- In:
Emerging markets review
12
(
2011
)
2
,
pp. 189-203
Persistent link: https://www.econbiz.de/10009869173
Saved in:
10
Revisiting the home bias puzzle: Downside equity risk
Campbell, Rachel A.
;
Kräussl, Roman
- In:
Journal of international money and finance
26
(
2007
)
7
,
pp. 1239
Persistent link: https://www.econbiz.de/10007792666
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