Valuing euro rating-triggered step-up telecom bonds
P Houweling, A Mentink, T Vorst - Journal of Derivatives, Spring, 2004 - papers.ssrn.com
We value rating-triggered step-up bonds with three methods:(i) the Jarrow, Lando and
Turnbull [1997, JLT] framework,(ii) a similar framework using historical probabilities and (iii) …
Turnbull [1997, JLT] framework,(ii) a similar framework using historical probabilities and (iii) …
Asset Pricing: Trouble in Value Land
P Johansson, UD Johansson - The Journal of Index Investing, 2020 - search.proquest.com
Empirical literature on value and growth style investing has found value style investing to be
a favorable long-term investment strategy. However, value investing has lost its edge in the …
a favorable long-term investment strategy. However, value investing has lost its edge in the …