Search Results

Testing Term Structure Estimation Models: Evidence from Taiwan's Government Bonds Market,
Jian-Hsin Chou, Hong-Fwu Yu and Hwu Der-Rong, in Journal of Economics and Management (2008)
Keywords: term structure of interest rates, exponential B-spline model, Diament model, Mansi and Phillips model

Portfolio Management for Privately-Held Securities: Investment Selection and Performance Measurement,
Terry Dorsey, in Journal of Entrepreneurial Finance (1994)
Keywords: Portfolio , Portfolio Management, Securities, Privately-Held, Investment Selection

Pricing High Growth Firms: Arbitrage Opportunities in the Inc. 100,
Benoit F. Leleux, Veronique M. Matthys and Julian E. Lange, in Journal of Entrepreneurial Finance (1996)
Keywords: Arbitrage, High Growth Firms, Inc 100, Valuation

Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management,
S. Browne, from Columbia - Graduate School of Business (1996)
Keywords: FINANCIAL MARKET;PRICING;PORTFOLIO;INVESTMENTS

Technology, Transactions Costs, and Investor Welfare: Is a Motley Fool Born Every Minute?,
L.A. Stout, from Georgetown University Law Center (1997)
Keywords: CAPITAL MARKET ; TECHNOLOGY ; SECURITIES

Technical Analysis versus Fundamental Analysis of Securities,
Madalina - Gabriela Anghel, in Romanian Statistical Review Supplement (2013)
Keywords: technical analysis, fundamental analysis, financial indicators, securities

Dört faktörlü varlık fiyatlama modelinin İMKB’de test edilmesi,
Ulaş Ünlü, in Iktisat Isletme ve Finans (2012)
Keywords: Fama ve French üç faktör modeli, Dört faktör modeli, Momentum, Varlık fiyatlama.

İstanbul Menkul Kıymetler Borsası’nda işlem gören hisse senetlerinin fiyatlandırılmasında likiditenin rolü,
Aslı Yüksel, Aydın Yüksel and Mete Doğanay, in Iktisat Isletme ve Finans (2010)
Keywords: Varlık fiyatlandırması, likidite, İstanbul Menkul Kıymetler Borsası

OPTIMIZATION OF UTILITY FUNCTION OF THE DEMAND FOR FINANCIAL ASSETS OPTIMIZACION DE LA FUNCION DE UTILIDAD DE LA DEMANDA DE ACTIVOS FINANCIEROS,
Lilia Alejandra Flores Castillo and Conrado Aguilar Cruz, in Revista Internacional Administracion & Finanzas (2017)
Keywords: Investment Decisions, Valuation of Financial Assets

ELECCION DE PORTAFOLIO EN PRESENCIA DE MERCADOS ILIQUIDOS,
Luis Felipe Varas Greene, in Abante (2006)
Keywords: Portfolio Choice, Liquidity

Financial Innovation and Portfolio Risks,
Alp Simsek, in American Economic Review (2013)

ANÁLISIS DEL RIESGO BETA EN EL MERCADO BURSÁTIL ESPAÑOL,
Rosa María Cáceres Apolinario and Juan García Boza, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2004)
Keywords: Beta, Estabilidad, Comportamiento temporal, Predicción

INFLUENCING FACTORS OF VALUATION MULTIPLES OF COMPANIES,
Ciprian Codau, in Annales Universitatis Apulensis Series Oeconomica (2013)
Keywords: valuation multiples, company value, factors of influence, market approach, valuation.

MOVING AVERAGES IN TECHNICAL ANALYSIS OF LISTED FINANCIAL INSTRUMENTS,
Daniela Zapodeanu and Dorina Popa, in Annales Universitatis Apulensis Series Oeconomica (2006)
Keywords: moving averages, trend, simple moving average, weighted moving average, exponential moving average

Implementation of Reinganum's Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand,
Kamphol Panyagometh, in International Journal of Economics and Financial Issues (2017)
Keywords: Investment Strategy, Portfolio Management, Trading Strategy

An Examination of the Time Variation in Systematic Risk on the Stock Exchange of Mauritius,
Sunil Bundoo, in The African Finance Journal (2006)
Keywords: Stock Exchange of Mauritius, Time-varying Beta

An Investigation of the Size and Value Premium on the Stock Exchange of Mauritius,
Sunil K. Bundoo, in The African Finance Journal (2006)
Keywords: Size, Value, Premium, Mauritius Stock Exchange

An Analysis of Mutual Fund Performance on the Stock Exchange of Mauritius,
Sunil Bundoo, Boopen Seetanah and Zaineh Pooloo, in The African Finance Journal (2010)

A Relationship between the Degree of Search and Evolution of Assets,
Serban Florentin and Buºu Mihail, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: optimization; investing; asset classes; evolution.

Risks of Turkish Industries During Financial Crisis,
Harun Sencal and Mehmet Orhan, in Iktisat Isletme ve Finans (2014)
Keywords: Value-at-Risk, Global Financial Crisis, GARCH, Borsa Istanbul, Kupiec Test, Christoffersen Test

Does Foreign Investment Worsen the Domestic Stock Market During a Financial Crisis? Evidence from Taiwan,
Chun-Pin Hsu, Chun-Wen Huang and Alfred Ntoko, in The International Journal of Business and Finance Research (2013)
Keywords: Foreign Portfolio Investment, Multivariate Copula, GARCH, Extreme Value Theory

Influence of External Factors on the Taiwan Stock Exchange,
Chin-Wen Huang, in The International Journal of Business and Finance Research (2014)
Keywords: Foreign Portfolio Investment; GARCH; EVT; Copula

The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?,
Imlak Shaikh and Puja Padhi, in Borsa Istanbul Review (2015)
Keywords: Implied volatility index; Investor sentiment; Fear; Forward-looking; India VIX

Impact of credit quality on credit spread of Green Bonds: A global evidence,
Sisira Colombage and K.G.M. Nanayakkara, in Review of Development Finance Journal (2020)
Keywords: Credit rating, credit spread, green bonds, investment-grade bonds, non-investment-grade bonds, hybrid method in panel regression

POSSIBLE MEANS AND SOLUTIONS FOR AVOIDING CURRENCY WARS,
Mihai Dragu, in Annals of University of Craiova - Economic Sciences Series (2011)
Keywords: currency wars, stability, global governance, global imbalances

The correlation between the macroeconomic variables and the Bucharest stock exchange share prices,
Cristina CURUTIU Balint, in Finante - provocarile viitorului (Finance - Challenges of the Future) (2010)
Keywords: share prices, macroeconomic variables, Pearson correlation

Analysis of the Serbian Capital Market,
Jelena Minovic and Vlastimir Vukovic, in Economic Analysis (2013)
Keywords: Capital market, frontier market, turnover, GDP, BELEX indices, liquidity

Are Short-Selling Bans Effective? Evidence from the Summer 2011 European Bans on Net Short Sales,
Ramona Dagostino, in Rivista di Politica Economica (2013)
Keywords: short selling; regulation; ban; liquidity

About the Similarities and Common Roots of Two Consecutive Financial Crises,
Szász Erzsébet, in Ovidius University Annals, Economic Sciences Series (2018)
Keywords: financial crisis, short-term orientation, integrity, systemic deficiencies, enronization

Conditional Correlation on CEE Stock Markets,
Kralik Lóránd István, in Ovidius University Annals, Economic Sciences Series (2018)
Keywords: stock index returns, multivariate GARCH, conditional correlation, diagonal BEKK, financial crises

RECOVERY OF THE EUROPEAN ASSET MANAGEMENT TEN YEARS AFTER THE FINANCIAL CRISIS,
Monika Matušovičová and Denis Matušovič, in Ekonomski pregled (2019)
Keywords: European asset management; financial crisis; mutual funds; dot com bubble; macroeconomic analysis

MULTI-FACTOR APPROACH FOR PRICING BASKET CREDIT LINKED NOTES UNDER ISSUER DEFAULT RISK,
Po-Cheng Wu, in The International Journal of Business and Finance Research (2011)
Keywords: Basket credit linked notes, issuer default risk, default correlation, factor copula, financial crisis

Explosion in Virtual Assets (Cryptocurrencies),
Daniel Cerecedo Hernández, Carlos Armando Franco Ruiz, Mario Iván Contreras-Valdez and Jovan Axel Franco Ruiz, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2019)
Keywords: Criptomonedas, burbujas, comportamiento explosivo

On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis,
Petra Buzkova and Milos Kopa, in Czech Journal of Economics and Finance (Finance a uver) (2016)
Keywords: credit default swap, debt crisis, Chow breakpoint test, reduced form valuation model, seemingly unrelated regression

Money, the Stock Market and the Macroeconomy: A Theoretical Analysis,
Rilina Basu and Ranjanendra Narayan Nag, in The Pakistan Development Review (2013)
Keywords: Tobin’s q, Effective Demand, Devaluation

Towards a Green Investment Policy Framework: The Case of Low-Carbon, Climate-Resilient Infrastructure,
Jan Corfee-Morlot, Virginie Marchal, Céline Kauffmann, Christopher Kennedy, Fiona Stewart, Christopher Kaminker and Geraldine Ang, from OECD Publishing (2012)
Keywords: climate change, development, finance, infrastructure, policy, private investment, risk

Efficient Markets and the Law: A Predictable Past and an Uncertain Future,
Henry T.C. Hu, in Annual Review of Financial Economics (2012)
Keywords: bank regulation, corporate governance, derivatives, disclosure, efficient market hypothesis, equity premium, ETFs, financial innovation, financial literacy, flash crash, global financial crisis, high frequency trading, informational asymmetry, equity market structure, retirement, Securities and Exchange Commission, securitization, short selling, systemic risk

The Determinant of the Possibility of Merger in Indonesia,
Devina Ivo Mahendra and Nadia Asandimitra Haryono, in International Journal of Economics and Financial Issues (2017)
Keywords: Merger, Profitability, Variable Dummy, Binary Logistic Regression

EFFICIENCY OF THE INSURANCE ACTIVITY: INSURER VS INSURED,
Ana Preda, in Annals of University of Craiova - Economic Sciences Series (2013)
Keywords: efficiency, insured, insurer, financial results

Market Efficiency and Performance of Multimarket Funds,
Rodrigo Fernandes Malaquias and William Eid Junior, in Brazilian Review of Finance (2013)
Keywords: Multimarket Funds, Performance, Market Efficiency Hypothesis.

Mean-Variance Efficiency of the Market Portfolio,
Rafael Falcão Noda, Roy Martelanc and José Roberto Securato, in Brazilian Review of Finance (2014)
Keywords: CAPM, portfolio management, cost of capital

HIGH PORTFOLIO TURNOVER AND PERFORMANCE OF EQUITY MUTUAL FUNDS,
Pedro Luiz Albertin Bono Milan and William Eid Junior, in Brazilian Review of Finance (2014)
Keywords: equity mutual funds, active portfolio management, portfolio turnover rate, performance, , equity mutual funds, active portfolio management, portfolio turnover rate, performance

From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks,
Martin Bohl, Philipp Kaufmann and Patrick Stephan, from Center for Quantitative Economics (CQE), University of Muenster (2012)
Keywords: Renewable Energy Stocks, Performance Measurement, Speculative Bubbles, Sup ADF Test, Markov Regime-Switching ADF Test

Weakening the Gain-Loss-Ratio measure to make it stronger,
Jan Voelzke, from Center for Quantitative Economics (CQE), University of Muenster (2014)
Keywords: Gain-loss ratio, acceptability index, incomplete markets, good-deal bounds

La matriz de covarianzas de residuales en la asignación y valuación de activos,
Benjamín García Martínez and Arturo Lorenzo Valdés, in Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics) (2008)
Keywords: Media-varianza, residuales, CAPM, elección de portafolio

Mutual Fund Flows and Benchmark Portfolio Returns,
Joakim Kvamvold, in International Journal of Economics and Financial Issues (2017)
Keywords: Mutual Funds, Investment Flows, Portfolio Returns

Firm Decisions: Determinants of Investments,
Ionescu Alexandra, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: investment decisions, stock market

Why Would Financial Bubbles Evolve After New Technologies?,
Haim Kedar-Levy, in Journal of Entrepreneurial Finance (2007)
Keywords: Financial Bubbles, New Technology, Asset Allocation

Do Analystz' Reports Generate Trade for Their Firms? Evidence from the Toronto Stock Exchange,
P.J.A. Irvine, from Rochester, Business - Ph.D., (1996)
Keywords: STOCKS ; TRADE

L'alteration prudente des probabilites comme solution a l'enigme de la prime de risque,
T. Chauveau and N. Nalpas, from Caisse des Depots et Consignations - Cahiers de recherche (1999)
Keywords: PRIME DE RISQUE ; MODELES ECONOMIQUES Services des etudes economiques et financieres, 195 Boulevard Saint-Germain-75005 Paris, France. 42p.

Mutual Funds and Financial Stability,
F.R. Edwards, from Columbia - Graduate School of Business (1995)
Keywords: FINANCIAL MARKET;BONDS;SHAREHOLDERS;INVESTMENTS;INTERNATIONAL FINANCE

Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth?,
J. Liew and M. Vassalou, from Columbia - Graduate School of Business (1999)
Keywords: ECONOMIC GROWTH ; MARKET ; RISK

Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique,
C. Moussu and C. Thibierge, from Ecole Superieure de Commerce de Paris. Groupe ESCP- (1996)
Keywords: INVESTISSEMENTS;POLITIQUE FINANCIERE;ENTREPRISES

Mutual fund flows: Where does the money go?,
Licheng Cai Harlan Platt, Licheng Cai and Marjorie Platt, in Journal of Economic and Financial Studies (JEFS) (2014)
Keywords: Lagged returns;Mutual fund return;Sectoral allocation

The Recent Records on the US Stock Market – High Intrinsic Value or Just Another Bubble?,
Dimiter Nenkov, in Ikonomiceski i Sotsialni Alternativi (2014)
Keywords: stock market, High Intrinsic Value, bubble on the stock market

Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market,
Kemal Eyuboglu, Sinem Eyuboglu and Rahmi Yamak, in Romanian Economic Journal (2016)
Keywords: Intra-day effect; day of the week effect; Borsa Istanbul; capital markets

A STUDY OF THE IMPACT OF THE INDIAN STOCK MARKET CRASH OF 2008 ON IPOS LISTED ON THE NATIONAL STOCK EXCHANGE,
Divya Jindal and Ravi Singla, in Journal of Academic Research in Economics (2016)
Keywords: IPO, Initial Return, Stock market crash, leverage.

Ödül beta yaklasımının Istanbul Menkul Kıymetler Borsası’nda uygulanması,
Sezgin Demi̇r and Yusuf Kaderli̇, in Iktisat Isletme ve Finans (2008)
Keywords: ödül beta yaklasımı, ortalama-risk modeli, portföy teorisi

Türkiye’de devlet iç borçlanma senetlerinin günlük getirilerinde mevsimsellik ve koşullu risk,
Macide Çi̇çek, in Iktisat Isletme ve Finans (2008)
Keywords: devlet iç borçlanma senetleri getirileri, devlet tahvili ve hazine bonosu piyasası, mevsimsellik, takvimsel etkiler, koşullu risk, egarch, türkiye

Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama,
M. Mete Doğanay, Ramazan Aktaş and Ünsal Ban, in Iktisat Isletme ve Finans (2006)
Keywords: risk, firma riski, risk ve getiri, hisse senedi piyasası

Do Managed Futures Make Good Investments?,
F.R. Edwards and J.M. Park, from Columbia - Graduate School of Business (1995)
Keywords: FINANCIAL MARKET;BONDS;SHAREHOLDERS;INVESTMENTS;INTERNATIONAL FINANCE

Does MAX Anomaly Exist in Emerging Market: Evidence from the Turkish Stock Market?,
Ozkan Haykir, in International Journal of Economics and Financial Issues (2018)
Keywords: MAX effect; Extreme return; Turkish stock market.

Size and liquidity effects in Nigeria: an industrial sector study,
Bruce Hearn, in Journal of Developing Areas (2014)
Keywords: Liquidity, Asset Pricing, CAPM, Africa, Nigeria

ФОРМИРАНЕ НА ИНВЕСТИЦИОНЕН ПРОФИЛ ЗА АКЦИИ, ТЪРГУВАНИ НА БЪЛГАРСКАТА ФОНДОВА БОРСА ЗА ПЕРИОДА АВГУСТ 2016 – ДЕКЕМВРИ 2017,
Стефан Симеонов and Теодор Тодоров, in Economics 21 (2018)
Keywords: инвестиционен профил, инвестиционни параметри, микроиндикатори и микропоказатели за пазарна ликвидност, коефициент на търговските дни,коефициент на търгувания обем

The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors,
Shih-Ju Chan, Ching-Chung Lin and Wen-Hsiu Kuo, in Journal of Economics and Management (2008)
Keywords: abnormal return, short sales, Taiwan 50 Index, volatility

The Hedging of Interest Rate Risk in Enterprises’ Loans (Zabezpieczenie ryzyka stopy procentowej w kredytowaniu dzialalnosci przedsiebiorstw),
Monika Klimontowicz and Anna Pyka, in Research Reports (2018)
Keywords: interest rate risk, interest rate swap, forward rate agreements, currency interest rate swap, interest rate options

The Impact of Corporate Governance on the Value of Enterprises (Wplyw corporate governance na wartosc przedsiebiorstwa),
Anna Wierzbicka, in Research Reports (2018)
Keywords: corporate governance, enterprise value

A Modified Risk Parity Method for Asset Allocation,
Akhilesh Maewal and Joel R. Bock, in Journal of Economics and Financial Analysis (2019)
Keywords: Risk Parity; Asset Allocotion; Decision Making; Portfolio Optimizaion.

A Behavioral Economics Exploration into the "Volatility Anomaly" ``,
Seiichiro Iwasawa and Uchiyama Tomonori, in Public Policy Review (2013)
Keywords: volatility, anomaly, behavioral bias, institutional investor, individual investor

Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings,
Philippe Bergevin, in C.D. Howe Institute Backgrounder (2010)
Keywords: Financial Services, credit-rating agencies (CRAs), third party credit risk assessment, nationally recognized statistical rating organizations (NRSROs)

EMPLOYEE BENEFITS AND STOCK RETURNS: A LOOK AT HEALTH CARE BENEFITS,
Vichet Sum, in Accounting & Taxation (2013)
Keywords: Risk premiums, Risk adjusted excess returns, Health-care premiums

Generalized Systematic Risk,
Ohad Kadan, Fang Liu and Suying Liu, in American Economic Journal: Microeconomics (2016)

Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market,
Namitha K. Cheriyan and Lazar Daniel, in International Journal of Economics and Financial Issues (2019)
Keywords: Indian stock market, intraday liquidity, OLS regression, trading activity, volatility

Testing postmodern portfolio theory based on global and local single factor market model: Borsa Istanbul case,
Mehmet Emin Yildiz and Yaman O. Erzurumlu, in Borsa Istanbul Review (2018)
Keywords: Asset pricing; Downside beta; Downside CAPM; Downside risk; Semivariance; Borsa Istanbul

Performance persistence in institutional investment management: The case of Chinese equity funds,
Zia-ur-Rehman Rao, Amjad Iqbal and Muhammad Zubair Tauni, in Borsa Istanbul Review (2016)
Keywords: Emerging markets; Equity mutual funds; Expense ratio; China; Performance; Persistence

Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE,
Bekir Elmas, in Istanbul Stock Exchange Review (2012)
Keywords: Market efficiency, arbitrage, stock market

The interpretative ability of coefficient R2 to calculate the firm value,
Chara Theodoraki, in SPOUDAI Journal of Economics and Business (2014)
Keywords: R2; firm value; Tobin’s Q; long run performance.

Aftermarket Performances of Book Building and Fixed Price Offerings on the Istanbul stock Exchange,
Erkin Uzun, in Istanbul Stock Exchange Review (2009)
Keywords: Initial Public Offering, IPO, underpricing, abnormal return, fixed price offer, book building, aftermarket performance of IPOs

Assessing performance of Morningstar’s star rating system for equity investment,
Paul J. Bolster, Emery A. Trahan and Pinshuo Wang, in Journal of Economic and Financial Studies (JEFS) (2016)
Keywords: Asset pricing, investment decisions, ratings and rating agencies, security analyst.

VALUACIÓN DEL VALOR EN RIESGO DE BONOS CUPÓN CERO EN EL MERCADO FINANCIERO MEXICANO A TRAVÉS DEL MODELO DE VASICEK, CIR Y SIMULACIÓN MONTE CARLO CON SALTOS DE POISSON,
Fernando Cruz Aranda, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2006)
Keywords: Valor en riesgo, bono cupón cero, simulación Monte Carla

Momentum and Investor Sentiment: Evidence from Asian Stock Markets,
Shangkari V. Anusakumar and Ruhani Ali, in Capital Markets Review (2017)
Keywords: Momentum, investor sentiment, global sentiment, Asia, optimism.

BORSA İSTANBUL’DA İLK HALKA ARZLARIN UZUN DÖNEM PERFORMANS ANALİZİ: NORMALÜSTÜ GETİRİ MÜMKÜN MÜ?,
Tekiner Kaya, in Journal of Research in Economics, Politics & Finance (2017)
Keywords: İlk Halka Arz, Uzun Dönem Performans, Normalüstü Getiri

Arbitraj Fiyatlama Modeli İle Türkiye’de Pay Getirilerini Etkileyen Makroekonomik Göstergelerin Analizi,
Sinem Atici, Nihan Demi̇r and Mert Ural, in Journal of Research in Economics, Politics & Finance (2019)
Keywords: Borsa İstanbul, Pay Getirileri, Arbitraj Fiyatlama Modeli

Recurring Firm Events and Predictable Returns: The Within-Firm Time Series,
Samuel M. Hartzmark and David H. Solomon, in Annual Review of Financial Economics (2018)
Keywords: asset pricing, recurring events, return predictability, seasonality, earnings, dividends

TRIMMING EFFECTS AND MOMENTUM INVESTING,
H. W. Wayne Yang, Po-Wei Shen and An-Sing Chen, in The International Journal of Business and Finance Research (2020)
Keywords: Trimming Level,Trading Strategies, Investment Strategies

Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India,
Prashant Sharma, Prashant Gupta and Anurag Singh, in International Journal of Economics and Financial Issues (2016)
Keywords: Asset Pricing, Fama-French Factor Model, Quantile Regression, Cahart's Momentum

Stock Valuation Methods,
Delia Andreea Florea and Diana Iulia Opriș, in CECCAR Business Review (2021)
Keywords: entity value, evaluation, listed companies, investor, market capitalization, stock market methods

The Comparative Performance Evaluation of the Fama-French Five Factor Model in Turkey,
Songül Kakýllý Acaravcý and Yunus Karaömer, in Isletme ve Iktisat Calismalari Dergisi (2018)
Keywords: CAPM, Fama-French Factor Models, Regression Analysis.

Strategic Allocation of Pension Reserve Funds: Application of ALM Model and LDI Technique || Asignación Estratégica de Fondos de Reserva de Pensiones: Aplicación del Modelo ALM y LDI Técnica,
Latifa Aitoutouhen and Faris Hamza, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2019)
Keywords: solvency, reserves fund, economic scenario generation (ESG), Monte Carlo simulation, ALM model, strategic allocation, LDI strategy, Moroccan civil pensions regime, solvencia, fondo de reservas, generación de escenarios económicos (ESG), simulación de Monte Carlo, modelo ALM, asignación estratégica, estrategia LDI, régimen de pensiones civiles marroquíes

Insurance Options: Beating the Benchmark. Are Catastrophe Bonds more profitable than Corporate Bonds? || Opciones de seguros: superando la referencia. ¿Son más rentables los bonos catástrofe que los bonos corporativos?,
José Rafael Caro Barrera, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2020)
Keywords: catastrophe bonds, corporate bonds, risk securitization, risk transferring, structured product, insurance-linked securities, reinsurance risk, derivatives pricing, credit risk, bonos catástrofe, bonos corporativos, titulización del riesgo, transferencia de riesgo, productos estructurados, valores vinculados a seguros, riesgo de reaseguro, precios de derivados, riesgo de crédito.