Houston, TX 77204-6021
University of Houston - C.T. Bauer College of Business
in Total Papers Downloads
in Total Papers Citations
credit default swap, no-arbitrage, observable covariates, volatility, leverage, distance-to-default
Mutual fund performance, Portfolio management, closet indexing
Uncertainty; capital investment; hedging; real options; financial frictions
Leverage; unlevered equity returns; asset beta; value premium; size discount; volatility puzzle; heteroskedasticity
credit default swap; sovereign risk; risk premiums; economic determinants; financial crisis
term structure; inflation; real activity growth; long-run component; filtering
term structure; forecasting; loss function; state variables; hidden factor
structured product, collateralized debt obligation, tranche pricing, economic determinants, risk premiums
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