Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Tim Husson"'
Publikováno v:
The Journal of Investing. 24:45-58
The academic and practitioner literature now includes numerous studies of the substantial issue date mispricing of structured products but there is no large scale study of the expost returns earned by US structured product investors. This paper augme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25b303514c92684d88b8d9552b4ce7d0
https://doi.org/10.3905/joi.2015.24.2.045
https://doi.org/10.3905/joi.2015.24.2.045
Publikováno v:
The Journal of Alternative Investments. 16:71-87
The market for structured products has grown dramatically in the past decade. Their diversity and complexity has led to the development of many different valuation approaches, and which approach to use to value a given product is not always clear. In
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5adcb4807d8255b256d47cb418e01555
https://doi.org/10.3905/jai.2014.16.4.071
https://doi.org/10.3905/jai.2014.16.4.071
Publikováno v:
The Journal of Retirement. 1:97-111
Variable annuities, which are often marketed to investors in retirement, have become highly varied and complex investments. Recently, a new type of variable annuity has been marketed to investors in retirement and is based on structured product-like
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07a3622025acb954ffce96005164ebbd
https://doi.org/10.3905/jor.2014.1.3.097
https://doi.org/10.3905/jor.2014.1.3.097
Publikováno v:
SSRN Electronic Journal.
In this paper, we value a large sample of tenant-in-common (TIC) investments based on cash flow projections found in 194 private placement memoranda. Our sample of TIC offering documents covers approximately 20% of the TIC industry from 2004 to 2009.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6c2ce8de460e0c1224bb04700969ca1
https://doi.org/10.2139/ssrn.2398958
https://doi.org/10.2139/ssrn.2398958
Publikováno v:
Journal of Business Valuation and Economic Loss Analysis. 9
As a result of the Securities and Exchange Commission’s relaxation of its prohibition against the marketing of private placements, investors will soon be exposed to a broad array of syndicated commercial real estate investments. Private placement c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6bdc37ca46681d02cc5b60770e8173a5
https://doi.org/10.1515/jbvela-2013-0015
https://doi.org/10.1515/jbvela-2013-0015
Publikováno v:
SSRN Electronic Journal.
The academic and practitioner literature now includes numerous studies of the substantial issue date mispricing of structured products but there is no large scale study of the ex-post returns earned by US structured product investors. This paper augm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::73c9ba925bc25318da6f61586c06372b
https://doi.org/10.2139/ssrn.2350285
https://doi.org/10.2139/ssrn.2350285
Publikováno v:
SSRN Electronic Journal.
This paper examines the properties and valuation of market-linked certificates of deposit (structured CDs). Structured CDs are similar to structured products – debt securities with payoffs linked to market indexes – but while structured products
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e04bd2c77b2f6c86ddefb6b560b0157
https://doi.org/10.2139/ssrn.2303718
https://doi.org/10.2139/ssrn.2303718
Publikováno v:
SSRN Electronic Journal.
Tenants-in-common interests are passive real estate investments which are sold based on two claimed benefits: stable “cash on cash” returns and deferral of capital gains tax through 1031 exchanges. The “cash on cash” returns are found in fina
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ddd16a339af8a94b050f2ee368cd1ae0
https://doi.org/10.2139/ssrn.2196463
https://doi.org/10.2139/ssrn.2196463
Publikováno v:
SSRN Electronic Journal.
We analyze and value dual directional structured products – or simply dual directionals (DDs) – which have been issued in large amounts since the beginning of 2012. DDs evolved out of another type of structured product called absolute return barr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d758337f0f840caa3a2bb0ee6c9f3add
https://doi.org/10.2139/ssrn.2055229
https://doi.org/10.2139/ssrn.2055229
Publikováno v:
SSRN Electronic Journal.
Recently, a new type of variable annuity has been marketed to investors which is based on structured product-like investments instead of the mutual fund-like investments found in traditional variable annuities. Embedding a structured product into a v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9fb727a4f3dab6c8642def441ef1415
https://doi.org/10.2139/ssrn.2049513
https://doi.org/10.2139/ssrn.2049513