Project finance
- Default Probability Assessment for Project Finance Bank Loans and Basel Regulations: Searching for a New ParadigmVikas Srivastava and Surya DashottarThe Journal of Structured Finance January 2020, 25 (4) 41-53; DOI: https://doi.org/10.3905/jsf.2019.1.088
- Recent Trends in Raising Captive Equity for Broadly Syndicated CLOsRichard J. ReillyThe Journal of Structured Finance November 2019, 25 (3) 26-33; DOI: https://doi.org/10.3905/jsf.2019.1.087
- CLO Equity Return and Manager SelectionBatur Bicer, Ryan Brauchler, Serhan Secmen and Maggie MJ WangThe Journal of Structured Finance November 2019, 25 (3) 47-58; DOI: https://doi.org/10.3905/jsf.2019.1.085
- Factor Investing in Currency Markets: Does It Make Sense?Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali XuThe Journal of Portfolio Management December 2019, 46 (2) 141-155; DOI: https://doi.org/10.3905/jpm.2019.1.116
- Sovereign Bonds in Emerging Asia: Do Investors Demand Liquidity Premium?Rintu Anthony and Krishna PrasannaThe Journal of Fixed Income December 2019, 29 (3) 77-87; DOI: https://doi.org/10.3905/jfi.2019.1.079
- A Complete Model for Pricing CoCo BondsKrasimir Milanov, Ognyan Kounchev and Frank J. FabozziThe Journal of Fixed Income December 2019, 29 (3) 53-67; DOI: https://doi.org/10.3905/jfi.2019.1.077
- Implied Asset Value Volatility from a New Structural Model of Credit RiskJames ChenThe Journal of Fixed Income December 2019, 29 (3) 38-52; DOI: https://doi.org/10.3905/jfi.2019.1.076
- Implications of Default Information Leakage on RecoveriesMao-Wei Hung and Wen-Hsin TsaiThe Journal of Fixed Income December 2019, 29 (3) 22-37; DOI: https://doi.org/10.3905/jfi.2019.1.075
- The Key Rate Durations of Municipal BondsAndrew Kalotay and Joel BuursmaThe Journal of Fixed Income September 2019, 29 (2) 61-64; DOI: https://doi.org/10.3905/jfi.2019.1.073
- How New Bond Issuance Influences the Liquidity of Covered BondsMichael WeigerdingThe Journal of Fixed Income September 2019, 29 (2) 44-60; DOI: https://doi.org/10.3905/jfi.2019.1.072
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (28)
- In Markets (20)
- In Wealth Management (33)
- Derivatives
- Options (163)
- Credit default swaps (32)
- Other (51)
- Factors, risk premia
- Factor-based models (132)
- Style investing (55)
- Other (13)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (169)
- Retirement (199)
- Social security (22)
- Pension funds (36)
- Other (5)
- Mutual funds/passive investing/indexing
- Passive strategies (16)
- Other (97)
- Performance measurement
- Volatility measures (26)
- Performance measurement (387)
- Portfolio management/multi-asset allocation
- Portfolio theory (141)
- Portfolio construction (373)
- ESG investing (115)
- Manager selection (59)
- Other (52)
- Quantitative methods
- Statistical methods (313)
- Simulations (92)
- Quantitative methods (191)
- Real assets/alternative investments/private equity
- Real estate (52)
- Commodities (64)
- Other real assets (38)
- Currency (43)
- Private equity (154)
- Risk management
- Tail risks (32)
- Risk management (170)
- Security analysis and valuation
- Technical analysis (13)