Hakim Dall'O

Swiss Finance Institute at the University of Lugano

Via Buffi 13

Lugano, CH-6900

Switzerland

SCHOLARLY PAPERS

3

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CITATIONS

1

Scholarly Papers (3)

1.

Alternative Models for Hedging Yield Curve Risk: An Empirical Comparison

Swiss Finance Institute Research Paper No. 10-31
Number of pages: 38 Posted: 06 Jul 2010
Nicola Carcano and Hakim Dall'O
University of Lugano and Swiss Finance Institute at the University of Lugano
Downloads 342 (60,964)
Citation 1

Abstract:

Yield Curve Risk, Interest Rate Risk, Immunization, Hedging.

2.

Managing the Risks of Corporate Bond Portfolios: New Evidence in the Light of the Subā€Prime Crisis

Swiss Finance Institute Research Paper No. 12-04
Number of pages: 54 Posted: 11 Feb 2012
Swiss Finance Institute at the University of Lugano, University of Lugano and Swiss Finance Institute at the University of Lugano
Downloads 320 (69,835)

Abstract:

hedging, corporate bonds, model errors

3.
Downloads 313 ( 75,094)

Is the Price Kernel Monotone?

Swiss Finance Institute Research Paper No. 10-03
Number of pages: 33 Posted: 24 Jan 2010 Last Revised: 07 May 2010
Giovanni Barone-Adesi and Hakim Dall'O
Swiss Finance Institute at the University of Lugano and Swiss Finance Institute at the University of Lugano
Downloads 248 (96,440)

Abstract:

Pricing kernel, State price density per unit probability, Risk neutral, Historical distribution.

Is the Price Kernel Monotone?

Number of pages: 30 Posted: 21 Jan 2010
Giovanni Barone-Adesi and Hakim Dall'O
Swiss Finance Institute at the University of Lugano and Swiss Finance Institute at the University of Lugano
Downloads 65 (278,607)

Abstract:

Pricing kernel, State price density per unit probability