| 1771572 |
Rethinking risk and return: Part 1 – novel norms for non-normality?
Michael R. Powers
(pp. 101-106)
Keywords:
Financial risk,
Normal distribution,
Portfolio investment,
Probability theory,
Return on investment
ArticleType: Viewpoint
View HTML
|
View PDF
(76 KB)
| Reprints & Permissions
|
| 1771573 |
Ten years' analysis of sovereign risk: noise-rater risk, panels, and errors
Pedro Erik Carneiro
(pp. 107-130)
Keywords:
Argentina,
Brazil,
Financial analysis,
Financial institutions,
Financial services,
Risk analysis
ArticleType: Research paper
View HTML
|
View PDF
(139 KB)
| Reprints & Permissions
|
| 1771574 |
On the accuracy of loss-given-default prediction intervals
J. Samuel Baixauli, Susana Alvarez
(pp. 131-141)
Keywords:
Beta factor,
Borrowing,
Financial modelling,
Loss,
Loss prevention
ArticleType: Research paper
View HTML
|
View PDF
(100 KB)
| Reprints & Permissions
|
| 1771575 |
Prediction of variability in mortgage rates: interval computing solutions
Ling T. He, Chenyi Hu, K. Michael Casey
(pp. 142-154)
Keywords:
Financial forecasting,
Interest rates,
Loans,
United States of America
ArticleType: Research paper
View HTML
|
View PDF
(97 KB)
| Reprints & Permissions
|
| 1771576 |
Corporate risk management and investment decisions
Xun Li, Zhenyu Wu
(pp. 155-168)
Keywords:
Capital budgeting,
Corporate strategy,
Investment appraisal,
Risk management
ArticleType: Research paper
View HTML
|
View PDF
(118 KB)
| Reprints & Permissions
|
| 1771577 |
Delta hedging a multi-fixed-income-securities portfolio under gamma and vega constraints
Carlos E. Ortiz, Charles A. Stone, Anne Zissu
(pp. 169-178)
Keywords:
Hedging,
Interest rates,
Securities,
Servicing
ArticleType: Research paper
View HTML
|
View PDF
(82 KB)
| Reprints & Permissions
|
| 1771578 |
Multiscale Fama-French model: application to the French market
Anyssa Trimech, Hedi Kortas, Salwa Benammou, Samir Benammou
(pp. 179-192)
Keywords:
Capital asset pricing model,
France,
Investment appraisal,
Stock markets
ArticleType: Research paper
View HTML
|
View PDF
(100 KB)
| Reprints & Permissions
|
Logout
Backfiles 
EarlyCite