[BOOK][B] Infrastructure Investing: Managing risks & rewards for pensions, insurance companies & endowments

RJ Sawant - 2010 - books.google.com
Invaluable information regarding one of the biggest worldwide growth areas in investing-
infrastructure assets Infrastructure investing is about to explode on the worldwide scene. The …

Emerging market infrastructure project bonds: Their risks and returns

RJ Sawant - Journal of Structured Finance, 2010 - search.proquest.com
This article analyzes returns from portfolios of emerging market infrastructure project bonds
and finds that infrastructure bonds offer low volatility but also low returns. Such an analysis …

Measuring bond portfolio Value at Risk and expected shortfall in US Treasury market

E Su, TW Knowles - Asia Pacific Management Review, 2010 - search.proquest.com
This paper measured the value at risk (VaR) and expected shortfall (ES) of the US Treasury
yield changes. The US Treasury yield data were tested and found to be not normally …

[PDF][PDF] Measuring Bond Portfolio value at risk: Us and Taiwan Government Bond markets empirical research

TW Knowles, E Su - Financial Management and Accounting, 2005 - gebrc.nccu.edu.tw
This paper concerns value at risk analysis of US and Taiwan government bond portfolios.
We explore four methods of modeling the yield curve and its risk: key rate, three-factor model …

[PDF][PDF] Decomposing risks in bond portfolios: International evidence

D Sun, SC Tsai, CD Chen - The Journal of Fixed Income, 2016 - researchgate.net
During the recent European sover-eign debt crisis, corporate bond yield spreads were
unusually high in several countries or regions but not necessarily elsewhere, implying …

MEASURING RISK MODELS'EFFICIENCY: THE CASE FOR THE MALAYSIA MARKET

IB Ahmad, NB Salamudin - Journal of Contemporary Issues and …, 2013 - ojs.upsi.edu.my
The intention of this paper is to determine the most efficient risk model which can be
implemented in diverse business sectors of an economy. The methodology involved using …

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Diversifying Risks in Bond Portfolios: A Cross-border Approach

D Sun, SC Tsai - 2013 - mpra.ub.uni-muenchen.de
This study recalibrates corporate bond idiosyncratic risks in an international context.
Applying a statistically powerful risk decomposition scheme, we show in this study that …

Measuring market risk in financial and freight markets

D Dimitrakopoulos - 2009 - didaktorika.gr
The recent global financial crisis has amply highlighted the importance of prudent
management of financial risks for the well functioning of firms and the prevention of a …