Invited Editorial “The challenges imposed by low interest rates”

Author:

Beacco Jean-Michel,Lubochinsky Catherine,Brière Marie,Monfort Alain,Hillairet Caroline,Benoît Sylvain

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Reference5 articles.

1. Boon, Brière, and Werker. 2018. Systematic longevity risk: To bear or to insure?. SSRN Working Paper No. 2926902.

2. Cho. 2019. Turning alphas into betas: Arbitrage and the cross-section of risk. Paul Woolley Centre Working Paper 61.

3. Fontaine, Garcia, and Gungor. 2016. Funding risk, market liquidity, market volatility and the cross section of asset returns. SSRN Working Paper 2557211.

4. Horneff, Maurer, and Mitchell. 2018. How will persistent low expected returns shape household economic behavior. NBER Working Paper 25133.

5. Ivashina, and Lerner. 2018. Looking for alternatives: Pension investments around the world, 2008 to 2017. Working Paper.

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Bond pricing formulas for Markov-modulated affine term structure models;Journal of Industrial & Management Optimization;2021

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