Factors affecting seasoned corporate bond prices
CM Boardman, RW McEnally - Journal of Financial and Quantitative …, 1981 - cambridge.org
Factors Affecting Seasoned Corporate Bond Prices Page 1 JOURNAL OF FINANCIAL AND
QUANTITATIVE ANALYSIS Volume XVI, No. 2, June 1981 FACTORS AFFECTING SEASONED …
QUANTITATIVE ANALYSIS Volume XVI, No. 2, June 1981 FACTORS AFFECTING SEASONED …
[图书][B] Interest rate risk modeling: the fixed income valuation course
SK Nawalkha, GM Soto, NA Beliaeva - 2005 - books.google.com
The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income
Valuation and Risk Analysis comprehensively covers the most definitive work on interest …
Valuation and Risk Analysis comprehensively covers the most definitive work on interest …
The implied equity duration when discounting and forecasting parameters are industry specific
We estimate the implied equity duration using industry‐specific parameters. We provide
evidence that this procedure improves the ability of implied equity duration to capture stock …
evidence that this procedure improves the ability of implied equity duration to capture stock …
[图书][B] The risk-adjusted performance of US buyouts
AP Groh, O Gottschalg - 2006 - researchgate.net
This paper assesses the risk-adjusted performance of US buyouts. It provides evidence for a
significant outperformance of this asset class compared to a mimicking portfolio of equally …
significant outperformance of this asset class compared to a mimicking portfolio of equally …
Duration and security risk
R Lanstein, WF Sharpe - Journal of Financial and Quantitative …, 1978 - cambridge.org
Estimation and control of security risk are subjects of major theoretical and practical
importance. Much of the literature in this area has focused on the risk associated with returns …
importance. Much of the literature in this area has focused on the risk associated with returns …
Applying the market model to long-term corporate bonds
GJ Alexander - Journal of Financial and Quantitative Analysis, 1980 - cambridge.org
Recently the standard market model has been used to examine holding period returns of
corporate bonds. These studies have involved issues such as: the impact of accounting …
corporate bonds. These studies have involved issues such as: the impact of accounting …
A New Measure of Equity and Cash Flow Duration: The Duration‐Based Explanation of the Value Premium Revisited
D Schröder, F Esterer - Journal of Money, Credit and Banking, 2016 - Wiley Online Library
This article reexamines the duration‐based explanation of the value premium using novel
estimates of the firms' equity and cash flow durations based on analyst forecasts. We show …
estimates of the firms' equity and cash flow durations based on analyst forecasts. We show …
A shifting regimes approach to the stationarity of the market model parameters of individual securities
PA Hays, DE Upton - Journal of Financial and Quantitative Analysis, 1986 - cambridge.org
Recent studies indicate that the widespread assumption of parameter stationarity in
empirical applications of asset pricing models may be inappropriate. This paper investigates …
empirical applications of asset pricing models may be inappropriate. This paper investigates …
The opportunity cost of capital of US buyouts
AP Groh, O Gottschalg - 2008 - nber.org
This paper measures the risk-adjusted performance of US buyouts. It draws on a unique and
proprietary set of data on 133 US buyouts between 1984 and 2004. For each of them we …
proprietary set of data on 133 US buyouts between 1984 and 2004. For each of them we …
A NOTE ON DIVIDEND POLICY AND BETA.
EA Dyl, JR Hoffmeister - Journal of Business Finance & …, 1986 - search.ebscohost.com
A NOTE ON DIVIDEND POLICY AND BETA Page 1 Journal of Business Finance & Accounting,
13(1), Spring 1986, 0306 868X $2.50 A NOTE ON DIVIDEND POLICY AND BETA EDWARD …
13(1), Spring 1986, 0306 868X $2.50 A NOTE ON DIVIDEND POLICY AND BETA EDWARD …