Universitätsstrasse
15/G2
Graz, 8010
Austria
University of Graz/Finance
Optimal Portfolio Selection, Regime Switching, Black–Litterman, Risk Measures
debt restructuring, loan prepayments, fixed and variable rate loans
Optimal Loan Choice, Effective Interest Rate, Fixed- and Variable-Rate Loans
market abuse, price manipulation, alarm trigger, turbo-certificate, intra-day event study
risky debt, debt valuation, debt analysis, expected yield
risky debt, debt valuation, expected yield