[图书][B] Hybrid Securities: structuring, pricing and risk assessment

K Liberadzki, M Liberadzki - 2016 - books.google.com
Hybrid capital securities or'hybrids' offer various benefits. They offer flexibility equity without
shareholder dilution, provide protection to senior creditors, are a stable source of long-term …

A copula-based clustering algorithm to analyse EU country diets

FML Di Lascio, M Disegna - Knowledge-Based Systems, 2017 - Elsevier
The aim of the paper is to explore the evolution of food diets in 40 European countries
according to the common European policies and guidelines on healthy diets. To this end, an …

Definition and Framework for Contagion and Divergence Effect Modeling

P Jaworski, K Liberadzki… - Available at SSRN …, 2016 - papers.ssrn.com
The contagion/divergence effect is being somehow overlooked by classic risk models, as
they base on constant volatility, mean and correlation assumption. The contagion process …

Predicting microeconomic factors using machine learning and applications in optimal asset allocation

표수진 - 2018 - s-space.snu.ac.kr
The market participants predict and interpret market views in accordance with their interests
and set various strategies to cope with them. Participants who determine important policies …

Contagion and Divergence on Sovereign Bond Markets

P Jaworski, K Liberadzki, M Liberadzki - Copernican Journal of Finance …, 2017 - apcz.umk.pl
The paper gives evidence for significant interdependency between sovereign bond yields
during pre-crisis period as well as after the recent global debt crisis broke out. These …