Efficiency of Currency Asset Classes by Mohammad R. Safarzadeh, Fatemeh Ibrahimi Nazarian, Ana Kristel C. Molina

“…To determine where the efficient currency portfolios lie in the risk and return spectrum, this paper compares the two portfolios to fixed income and equity asset portfolios. The results lead to a baffling conclusion that, in general, the returns to low-risk currency asset portfolios are higher than the equity asset portfolios of same risk level.…”
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A Research on Corporate Bond Defaults in the Chinese Market by Chen, Yiwen

“…Using data from the Chinese fixed income market, this thesis builds up a logistic regression model mainly consisting of both financial condition variables and financial report quality variables. …”
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Housing For The Homeless In Semarang by Perpustakaan UGM, i-lib

“…Since most of them work in the informal sectors without any fixed income. they are not covered by both public and private housing agencies. …”

SPECIFIC FEATURES OF MACAULAY DURATION DEPENDENCE ON PERIOD TO REDEMPTION by Natalia V. Popova

“…The results allow to clarify the dependence of Macaulay duration of the period to maturity and complement the theory of financial investments in fixed income.…”
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Measuring the Spread Components of Oil and Gas Companies from CDS by Juliano Ribeiro de Almeida, Guilherme Ribeiro de Almeida

“…We also find that the spread component related to the non-default is strongly associated with some liquidity measures of bond markets, what suggest that liquidity has a very important role in the valuation of fixed income assets. On the other side, we do not find evidence that the non-default component of the spread is related to tax matters.…”
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Efficiency of Currency Asset Classes by Mohammad R. Safarzadeh, Fatemeh Ibrahimi Nazarian, Ana Kristel C. Molina

“…To determine where the efficient currency portfolios lie in the risk and return spectrum, this paper compares the two portfolios to fixed income and equity asset portfolios. The results lead to a baffling conclusion that, in general, the returns to low-risk currency asset portfolios are higher than the equity asset portfolios of same risk level. …”
Get full text

Efficiency of Currency Asset Classes by Mohammad R. Safarzadeh, Fatemeh Ibrahimi Nazarian, Ana Kristel C. Molina

“…To determine where the efficient currency portfolios lie in the risk and return spectrum, this paper compares the two portfolios to fixed income and equity asset portfolios. The results lead to a baffling conclusion that, in general, the returns to low-risk currency asset portfolios are higher than the equity asset portfolios of same risk level. …”
Get full text

Efficiency of Currency Asset Classes by Mohammad R. Safarzadeh, Fatemeh Ibrahimi Nazarian, Ana Kristel C. Molina

“…To determine where the efficient currency portfolios lie in the risk and return spectrum, this paper compares the two portfolios to fixed income and equity asset portfolios. The results lead to a baffling conclusion that, in general, the returns to low-risk currency asset portfolios are higher than the equity asset portfolios of same risk level. …”
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On the Effectiveness of Stock Index Futures for Tail Risk Protection by Hamadi Zourai

“… This paper examines the effectiveness of using stock index futures contracts as substitutes for fixed-income securities in implementing expected shortfall targeting strategy. …”
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The early investment awareness among muamalat students / Nur Ain Nazihah Muhammad Rizal by Muhammad Rizal, Nur Ain Nazihah

“…As a result of the survey found that the percentage of students with high awareness was high but they did not have sufficient financial resources and had no fixed income.…”
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Alternative methods to Derive the Black-Scholes-Merton Equation by Phewchean, Nattakorn, Costa, Renato, Misiran, Masnita, Lenbury, Yongwimon

“…Finally, we consider different drifts, volatilities and Wiener processes but now from n stochastic assets taking into account a fixed-income…”
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Alternative Methods to Derive the Black-Scholes-Merton Equation by Phewchean, Nattakorn, Costa, Renato, Misiran, Masnita, Lenbury, Yongwimon

“…Finally, we consider different drifts, volatilities and Wiener processes but now from n stochastic assets taking into account a fixed-income…”
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Hedging market exposures : identifying and managing market risks / by Bychuk, Oleg V., 1963-, Haughey, Brian J., 1964-

“…Provides a clear description of the risks faced by managers with equity, fixed income, commodity, credit and foreign exchange exposures Elaborates methods of quantifying these risks Discusses the various tools available for hedging, and how to choose optimal hedging instruments Illuminates hidden risks such as counterparty, operational, human behavior and model risks, and expounds the importance and instability of model assumptions, such as market correlations, and their attendant dangers Explains in clear yet effective terms the language of quantitative finance and enables a non-quantitative investment professional to communicate effectively with professional risk managers, "quants", clients and others Providing thorough coverage of asset modeling, hedging principles, hedging instruments, and practical portfolio management, Hedging Market Exposures helps portfolio managers, bankers, transactors and finance and accounting executives understand the risks their business faces and the ways to quantify and control them"--Provided by publisher.…”

Bond Mutual Funds vs. Bond Exchange Traded Funds: Evaluation of Risk Adjusted Performance by Jelena Stankevičienė, Ieva Petronienė

“…Moreover, the final findings indicate the funds’ performance dependability on portfolio composition by fixed income sector.…”
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Leading macroeconomic indicators for a dynamic investment strategy by Ángel Samaniego Alcántar, Luis Raúl Rodríguez-Reyes

“…The active strategy makes investments in fixed income (Certificados de la Tesorería, CETES) and the market index (Índice de Precios y Cotizaciones, IPC), through operations of 25 % of the capital in monthly decisions. …”
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Asymmetry and Risk Premia in the Brazilian Term Structure of Interest Rates by Marcelo Ganem, Tara Keshar Nanda Baidya

“…In this paper we propose an arbitrage-free, discrete-time model that provides the form for a lagged endogenous regression which tests the significance and magnitude of the market price of asymmetry in the Brazilian fixed income market. The results are analyzed from a historical perspective, comparing the evolution of the price of asymmetry, the improvement of Brazil’s sovereign risk and the monetary policy conduction from 2003 to 2009.…”
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Concurrent credit portfolio losses. by Joachim Sicking, Thomas Guhr, Rudi Schäfer

“…These are troublesome insights not only for investors in structured fixed-income products, but particularly for the stability of the financial sector. …”
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PERBANDINGAN YIELD OBLIGASI KORPORASI PADA SEKTOR KEUANGAN by Ardhiani Fadila

“… Bonds as cheap funding alternative for company and investment instrument that gives fixed income for investor make movement and development for Indonesian capital market. …”
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The informal sector and the challenge of regional development in southeastern Tunisia by Riadh Bechir, Mongi sghaier, Nedia Ounalli, Mohamed jaoued

“…Here, there are also people who are currently working and who a fixed income, but they are informal traders.…”
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FAKTOR YANG MEMPENGARUHI RISIKO KREDIT DAN YIELD OBLIGASI PADA PERUSAHAAN PERBANKAN by Asih Widajati

“…Investing in bonds was preferred by investors with the reason that the bonds offer the returns that arepositive with fixed income so that more bond guarantee from the stock. …”
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