Author: Wing Po Patrick LauPublisher:
ISBN:
Category : Interest rates
Languages : en
Pages : 0
Book Description
An Empirical Examination of Alternative Interest Rate Risk Immunization Strategies
Author: Wing Po Patrick LauPublisher:
ISBN:
Category : Interest rates
Languages : en
Pages : 0
Book Description
An empirical estimation of alternative interest rate risk immunization strategies
Author: Wing Po Patrick LauAn Empirical Examination of Alternative Interest Rate Risk Immunization Strategies
Author: Wing Po Patrick LauPublisher:
ISBN:
Category : Interest rates
Languages : en
Pages : 554
Book Description
Investments: Portfolio theory and asset pricing
Author: Edwin J. EltonPublisher: MIT Press
ISBN: 9780262050593
Category : Business enterprises
Languages : en
Pages : 452
Book Description
This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the nine sections begins with an overview that introduces the main contributions of the pieces and traces the development of the field. Each volume contains a foreword by Nobel laureate Harry Markowitz. Volume I presents the authors' groundbreaking work on estimating the inputs to portfolio optimization, including the analysis of alternative structures such as single and multi-index models in forecasting correlations; portfolio maximization under alternative specifications for return structures; the impact of CAPM and APT in the investment process; and taxes and portfolio composition. Volume II covers the authors' work on analysts' expectations; performance evaluation of managed portfolios, including commodity, stock, and bond portfolios; survivorship bias and performance persistence; debt markets; and immunization and efficiency.
A New Stochastic Duration Measure by the Vasicek an CIR Term Structure Theories
Author: Xueping WuAmerican Doctoral Dissertations
Author: Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 806
Book Description
Comprehensive Dissertation Index
Author: Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 978
Book Description
Modern Investment Theory
Author: Robert A. HaugenPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 728
Book Description
Proceedings of the 2022 International Conference on Mathematical Statistics and Economic Analysis (MSEA 2022)
Author: Gaikar Vilas BhauPublisher: Springer Nature
ISBN: 9464630426
Category : Mathematics
Languages : en
Pages : 1514
Book Description
This is an open access book. 2022 International Conference on Mathematical Statistics and Economic Analysis(MSEA 2022) will be held in Dalian, China from May 27 to 29, 2022. Based on probability theory, mathematical statistics studies the statistical regularity of a large number of random phenomena, and infers and forecasts the whole. Economic development is very important to people's life and the country. Through data statistics and analysis, we can quickly understand the law of economic development. This conference combines mathematical statistics and economic analysis for the first time to explore the relationship between them, so as to provide a platform for experts and scholars in the field of mathematical statistics and economic analysis to exchange and discuss.
Bond Duration and Immunization
Author: Gabriel HawawiniPublisher: Routledge
ISBN: 1351381105
Category : Business & Economics
Languages : en
Pages : 263
Book Description
First published in 1982, Bond Duration and Immunization is a collection of seminal papers featuring articles from high profile academics such as Frederick McCaulay, John Hicks, and F.M. Redington. This collection also features several articles published in British actuarial journals often unavailable outside of the UK, and a strong collection of articles which contextually offer a significant contribution to the field. This strong collection will appeal to anyone working or researching in the area of bond duration and immunization.