Similar Search Results

An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence

Marquering, Wessel A.; Verbeek, Marno - In: Journal of empirical finance 6 (1999) 3, pp. 243-265

Persistent link: https://www.econbiz.de/10001426363

An empirical analysis of intertemporal asset pricing models with transaction costs and habit persistence

Marquering, Wessel A.; Verbeek, Marno - 1998

Persistent link: https://www.econbiz.de/10000674756

On the use of multifactor models to evaluate mutual fund performance

Huij, Joop; Verbeek, Marno - In: Financial management 38 (2009) 1, pp. 75-102

Persistent link: https://www.econbiz.de/10003851324

Performance analysis of international mutual funds incorporating market frictions

Horst, Jenke R. ter; Nijman, Theodore E.; Roon, Frans de - 1998

Persistent link: https://www.econbiz.de/10000988104

Reverse convertible bonds analyzed

Szymanowska, Marta; Horst, Jenke R. ter; Veld, Chris H. - In: The journal of futures markets 29 (2009) 10, pp. 895-919

Persistent link: https://www.econbiz.de/10003900938

Model uncertainty, financial market integration and the home bias puzzle

Baele, Lieven; Pungulescu, Crina; Horst, Jenke R. ter - In: Journal of international money and finance 26 (2007) 4, pp. 606-630

Persistent link: https://www.econbiz.de/10003484220

The world we live in : local or global?

Horst, Jenke R. ter; Koedijk, Kees; Mahieu, Ronald J.; … - 2017

Persistent link: https://www.econbiz.de/10011636328

Reverse Convertible Bonds Analyzed

Szymanowska, Marta - 2012

We study the pricing of reverse convertible bonds. These are bonds that carry high coupon payments. In exchange, the issuer has an option at the maturity date to either redeem the bonds in cash, or to deliver a pre-specified number of shares. We find that Dutch plain vanilla and knock-in reverse...

Persistent link: https://www.econbiz.de/10012755683