Working paper

Author(s) : Omneia R.H. Ismail
We propose to use the debt service cover ratio (DSCR or the ratio of the firm's free cash flow to its...
2013
Author(s) : Frederic Blanc-Brude, PhD
The Central Bank of Ireland has issued a discussion paper on loan origination by investment funds, in which it suggests that developing alternative...
2013
Author(s) : Frederic Blanc-Brude

2013
Author(s) : Omneia R.H. Ismail

2013
Author(s) : Hilary Till
It is perhaps less well known that individual commodity strategies can be so uncorrelated that they can significantly dampen the risk of a commodity-...
2013
Author(s) : Chris Brooks
We examine the entire hyperbolic absolute risk aversion (HARA) family of utilities which include quadratic, logarithmic, power and exponential...
2013
Author(s) : Victor DeMiguel
To do this, they first show that a vector-autoregressive (VAR) model estimated with ridge regression captures daily stock return serial dependence in...
2013
Author(s) : Ales Cerny
We examine the entire hyperbolic absolute risk aversion (HARA) family of utilities which include quadratic, logarithmic, power and exponential...
2013
Author(s) : Joelle Miffre
We examine the entire hyperbolic absolute risk aversion (HARA) family of utilities which include quadratic, logarithmic, power and exponential...
2013
Author(s) : Francisco J. Nogales
To do this, they first show that a vector-autoregressive (VAR) model estimated with ridge regression captures daily stock return serial dependence in...
2013
Author(s) : Raman Uppal
To do this, they first show that a vector-autoregressive (VAR) model estimated with ridge regression captures daily stock return serial dependence in...
2013
Author(s) : Ekkehart Boehmer
The finding that firms with traded CDS contracts on their debt have less liquid equity and less efficient stock prices is robust across a variety of...
2013
Author(s) : Sudheer Chava
The finding that firms with traded CDS contracts on their debt have less liquid equity and less efficient stock prices is robust across a variety of...
2013
Author(s) : Heather E. Tooke
The finding that firms with traded CDS contracts on their debt have less liquid equity and less efficient stock prices is robust across a variety of...
2013
Author(s) : Ana-Maria Fuertes
Over the period between January 1985 and August 2011, systematically buying contracts with high past performance, high roll-yield and low...
2013
Author(s) : Joelle Miffre
Over the period between January 1985 and August 2011, systematically buying contracts with high past performance, high roll-yield and low...
2013
Author(s) : Adrian Fernandez-Perez
Over the period between January 1985 and August 2011, systematically buying contracts with high past performance, high roll-yield and low...
2013
Author(s) : Frederic Blanc-Brude
We know from the project management literature that construction risk is significant in public infrastructure projects delivered through traditional...
2013
Author(s) : Dejan Makovsek
We know from the project management literature that construction risk is significant in public infrastructure projects delivered through traditional...
2013

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