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Issue Date
Title
Author(s)
2009-12
Investment performance and holding periods: An investigation of the major UK asset classes
Alles, L. A
;
Murray, L
2009-08-23
The Asymptotics of Extreme Returns in the Australian Stock Market
Jeyasreedharan, N
;
Yatawara, N. D
;
Alles, L. A
2009-01
Fair value accounting, credit ratings and cyclicality: implications for the stability of financial institutions
Alles, L. A
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Author
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Jeyasreedharan, N
1
Murray, L
1
Yatawara, N. D
Subject
1
asset classes
1
block bootstrap
1
business cycles
1
credit ratings
1
extreme value theory
1
fair value accounting
1
holding period diversification
1
investigation
1
Investment performance
1
mortgage-backed securities
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