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Mentink, Albert's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,554 |
Total
Citations
44 |
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Houweling, Patrick Robeco Quantitative Strategies Mentink, Albert AEGON Group - AEGON Asset Management Vorst, Ton VU University Amsterdam - Department of Finance and Financial Sector Management
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1,398
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liquidity, premiums, spreads, credit, corporate bonds, yields, fama-french model
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Mentink, Albert AEGON Group - AEGON Asset Management
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929
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Conditional value at risk, optimization, bond portfolio
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3.
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Houweling, Patrick Robeco Quantitative Strategies Mentink, Albert AEGON Group - AEGON Asset Management Vorst, Ton VU University Amsterdam - Department of Finance and Financial Sector Management
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227
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5
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step-up bonds, rating-triggered, credit risk, reduced form models, Jarrow Lando Turnbull
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Records 1 -
3
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