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Risikoadjustierte Performanceanalyse von Anleiheportfolios
Daum, Jens - 2010
Für eine fundierte Anlageentscheidung ist die Messung und Beurteilung der erzielten Ergebnisse unabdingbar. Die Dimensionen Rendite und Risiko sind daher immer gemeinsam zu betrachten, um Fehlallokationen zu vermeiden. Jens Daum untersucht die zur Verfügung stehenden Instrumente der...
Persistent link: https://www.econbiz.de/10014425149
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Risikoadjustierte Performanceanalyse von Anleiheportfolios
Daum, Jens - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003973814
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Tail risk for Australian emerging market entities
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410470
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Does market risk predict credit risk? : an analysis of firm risk sensitivity, evidence from South Korea
Lim, Hyoungjoo; Mali, Dafydd - In: Asia-Pacific journal of accounting & economics : APJAE 25 (2018) 1/2, pp. 235-252
Persistent link: https://www.econbiz.de/10011986366
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Performance testing of margin models using time series similarity
Wong, Max Chan Yue; Pei, Patrick Ge - In: The journal of financial market infrastructures 5 (2017) 4, pp. 50-75
Persistent link: https://www.econbiz.de/10011729223
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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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How well do classical credit risk pricing models fit swap transaction data?
Cossin, Didier; Pirotte, Hugues - 1997
Persistent link: https://www.econbiz.de/10000971687
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Exploring for the determinants of credit risk in credit default swap transaction data : is fixed-income markets' information sufficient to evaluate credit risk?
Aunon-Nerin, Daniel; Cossin, Didier; Hricko, Tomas; … - 2002
Persistent link: https://www.econbiz.de/10001743415
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Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.; Yildirim, Yildiray - In: The journal of fixed income 11 (2001) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10001701698