[BOOK][B] Quantitative credit portfolio management: practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk
AB Dor, L Dynkin, J Hyman, BD Phelps - 2011 - books.google.com
An innovative approach to post-crash credit portfolio management Credit portfolio managers
traditionally rely on fundamental research for decisions on issuer selection and sector …
traditionally rely on fundamental research for decisions on issuer selection and sector …
A Liquid Benchmark for Private Real Estate
R Kouzmenko, B Reid, M Clacy-Jones… - The Journal of Beta …, 2015 - jii.pm-research.com
Commercial real estate represents an important element of the asset allocation process, but
is difficult to access directly. There are high barriers to entry and exit. In times of financial …
is difficult to access directly. There are high barriers to entry and exit. In times of financial …