Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Marielle de Jong"'
Autor:
Marielle de Jong, Steve Rocco
Publikováno v:
Journal of Asset Management. 23:547-549
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9559ffeff791a1155b274033744854fc
https://doi.org/10.1057/s41260-022-00297-7
https://doi.org/10.1057/s41260-022-00297-7
Autor:
Marielle de Jong, Frank J. Fabozzi
Publikováno v:
The Journal of Portfolio Management. 48:113-126
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b81a3c28f4d0353bb115c72ac8b10148
https://doi.org/10.3905/jpm.2022.1.357
https://doi.org/10.3905/jpm.2022.1.357
Autor:
Marielle de Jong
Publikováno v:
The Journal of Portfolio Management. 48:128-141
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b2e2a5d9fc86cae1878fefa26f593a50
https://doi.org/10.3905/jpm.2021.1.318
https://doi.org/10.3905/jpm.2021.1.318
Autor:
Marielle de Jong
Publikováno v:
The Journal of Portfolio Management. :jpm.2023.1.486
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38834f1d19d76872a8d0c1e8e6ca751e
https://doi.org/10.3905/jpm.2023.1.486
https://doi.org/10.3905/jpm.2023.1.486
Autor:
Frank J. Fabozzi, Marielle De Jong
Publikováno v:
The Journal of Fixed Income. 30:6-16
It is common practice among investors to assess the risks of a fixed-income investment by looking at certain bond characteristics—and at two in particular. The duration provides insight on a bond’s contribution to the interest-rate risk of a port
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::92f9decf1205768dd0676c1fd913868d
https://doi.org/10.3905/jfi.2021.1.105
https://doi.org/10.3905/jfi.2021.1.105
Publikováno v:
Risks Related to Environmental, Social and Governmental Issues (ESG) ISBN: 9783031182297
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4da517748d7c7127f001145872e180d8
https://doi.org/10.1007/978-3-031-18227-3_1
https://doi.org/10.1007/978-3-031-18227-3_1
Autor:
Marielle De Jong, Frank J. Fabozzi
Publikováno v:
The Journal of Portfolio Management. 46:92-105
Although the capital asset pricing model (CAPM) was, at its origin, intended for all tradeable assets, it is rarely applied to bonds. Rather than appraising risk with respect to a market portfolio, bond portfolio managers rely on directly observable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bdd7ad557e6359b9f583afe69e1e2319
https://doi.org/10.3905/jpm.2019.1.120
https://doi.org/10.3905/jpm.2019.1.120
Autor:
Marielle de Jong, Dan diBartolomeo
Publikováno v:
Journal of Asset Management. 22:389-390
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c9f53da3ae1f45282837efdb6efbc5b
https://doi.org/10.1057/s41260-021-00241-1
https://doi.org/10.1057/s41260-021-00241-1
Autor:
Marielle de Jong
Publikováno v:
The Journal of Portfolio Management. 45:85-95
For real assets such as private equity, infrastructure, and real estate, computing the time-variance of trade prices is of limited interest because there is not much trading in these assets. The author argues that it is more meaningful to use varianc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c5e27a95bcc111a65fd31b83cbb8e7ae
https://doi.org/10.3905/jpm.2018.45.1.085
https://doi.org/10.3905/jpm.2018.45.1.085
Autor:
Marielle de Jong, Dan diBartolomeo
The transformation of the investment industry towards one that finances a sustainable economy seems underway. The question is what will go faster: global warming or the corrective action driven, in large part, by the capital markets. Crucial in this