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Duration and convexity of zero-coupon convertible bonds

Sarkar, Sudipto - In: Journal of economics & business 51 (1999) 2, pp. 175-192

Persistent link: https://www.econbiz.de/10001418229

Optimal size, optimal timing and optimal financing of an investment

Sarkar, Sudipto - In: Journal of macroeconomics 33 (2011) 4, pp. 681-689

Persistent link: https://www.econbiz.de/10009530440

Bond portfolio laddering : a mean-variance perspective

Cheung, C. Sherman; Kwan, Clarence C. Y.; Sarkar, Sudipto - In: Journal of applied finance : theory, practice, education 20 (2010) 1, pp. 103-109

Persistent link: https://www.econbiz.de/10003984476

Empirical evidence on corporate risk-shifting

Danielova, Anna N.; Sarkar, Sudipto; Hong, Gwangheon - In: The financial review : the official publication of the … 48 (2013) 3, pp. 443-460

Persistent link: https://www.econbiz.de/10009782118

The investment decision with technological and market uncertainties

Fan, Yunfeng; Sarkar, Sudipto; Zhang, Chuanqian - In: The European journal of finance 25 (2019) 2, pp. 116-138

Persistent link: https://www.econbiz.de/10012206960

Bond Portfolio Laddering : A Mean-Variance Perspective

Cheung, C. Sherman - 2015

A ladder strategy calls for the maturities of the bonds in a portfolio to be spread out evenly with an equal amount invested in each maturity. There is wide acceptance of bond laddering by retail investors as an appropriate approach to constructing bond portfolios. However, the coverage of bond...

Persistent link: https://www.econbiz.de/10013011611

Bond Portfolio Laddering : A Mean-Variance Perspective

Cheung, C. Sherman - 2012

Persistent link: https://www.econbiz.de/10013115858