A portfolio approach to estimating the average correlation coefficient for the constant correlation model

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The journal of finance
1. Verfasser: Aneja, Yash P. (VerfasserIn)
Weitere Verfasser: Chandra, Ramesh (VerfasserIn), Gunay, Erdal (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1989
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Mortgage debt overhang : reduced investment by homeowners at risk of default 2017 Melzer, Brian T.
The real effects of credit ratings : the sovereign ceiling channel 2017 Almeida, Heitor
Firm age, investment opportunities, and job creation 2017 Adelino, Manuel
Forced asset sales and the concentration of outstanding debt : evidence from the mortgage market 2017 Favara, Giovanni
Liquidity in a market for unique assets : specified pool and to-be-announced trading in the mortgage-backed securities market 2017 Gao, Pengjie
Short-term market risks implied by weekly options 2017 Andersen, Torben
Retail financial advice : does one size fit all? 2017 Foerster, Stephen Robert
Volatility-managed portfolios 2017 Moreira, Alan
Selling failed banks 2017 Granja, João
Social capital, trust, and firm performance : the value of corporate social responsibility during the financial crisis 2017 Lins, Karl
Financial contracting and organizational form : evidence from the regulation of trade credit 2017 Breza, Emily
Local risk, local factors, and asset prices 2017 Tuzel, Selale
Precautionary savings with risky assets : when cash is not cash 2017 Duchin, Ran
Housing collateral and entrepreneurship 2017 Schmalz, Martin C.
What doesn't kill you will only make you more risk-loving : early-life disasters and CEO behavior 2017 Bernile, Gennaro
The downside of asset screening for market liquidity 2017 Vanasco, Victoria
Income insurance and the equilibrium term structure of equity 2017 Marfè, Roberto
A labor capital asset pricing model 2017 Kuehn, Lars-Alexander
Do cash flows of growth stocks really grow faster? 2017 Chen, Huafeng Jason
Why do investors hold socially responsible mutual funds? 2017 Riedl, Arno
Alle Artikel auflisten