[PDF][PDF] Minimizing basis risk from non-parallel shifts in the yield curve Part II: Principal Components

E Falkenstein, J Hanweck - Journal of fixed income, 1997 - academia.edu
In Falkenstein and Hanweck,(1996), we presented a technique for hedging fixed-income
portfolios against non-parallel yield curve shifts called covariance-consistent key rate hedging, …

[PDF][PDF] Minimizing basis risk from non-parallel shifts in the yield curve

E Falkenstein, J Hanweck, JP Morgan - Journal of Fixed Income, 1996 - researchgate.net
A duration hedge immunizes a portfolio against parallel shifts in yield curves, but does not
immunize a portfolio against the nonparallel shifts. Duration hedges can thus leave a portfolio …

Measuring market impact and liquidity

G Burghardt, J Hanweck, L Lei - The Journal of Trading …, 2006 - jot.pm-research.com
Poor execution can turn a good idea into a losing trade. Skilled traders (and their brokers)
use their knowledge and experience to balance the immediacy of a transaction with the …

The Participants

…, RON GIAMMARINO, T GRAVELLE, J HANWECK… - 1959 - library-archives.canada.ca
The Community Outreach Program (COP), an occupational therapy-based treatment model
for eating disorders, serves adult women who have been repeatedly hospitalized with …

Report of the student working group to the panel on satellite communications

J Hanweck - EASCON'83; Proceedings of the Sixteenth …, 1983 - ui.adsabs.harvard.edu
Conclusions drawn by a high school panel regarding applications of space capabilities are
reported. Weather satellites should be equipped with communications systems for automated …

Payday loan pricing

R DeYoung, RJ Phillips - Networks Financial Institute, 2006 - papers.ssrn.com
We estimate the pricing determinants for 35,098 payday loans originated in Colorado between
2000 and 2006, and generate a number of results with implications for public policy. We …

Financial intermediaries, markets, and growth

F Fecht, KXD Huang, A Martin - Journal of Money, Credit and …, 2008 - Wiley Online Library
We build a model in which financial intermediaries provide insurance to households against
idiosyncratic liquidity shocks. Households can invest in financial markets directly if they pay …

[PDF][PDF] The Potential for Portfolio Diversification in Financial Services

A REICHERTAND, L WALL - atlantafed.org
35 Federal Reserve Bank of Atlanta ECONOMICREVIEW Third Quarter 2000 less effective
over time as financial firms used advances in information processing and financial technology …

Financial intermediaries, markets and growth

F Fecht, KXD Huang, A Martin - 2005 - papers.ssrn.com
We build a model in which financial intermediaries provide insurance to households against
a liquidity shock. Households can also invest directly on a financial market if they pay a cost. …

[PDF][PDF] When Two Are Better Than One

C Levie, L Grabowski, PE von Stuemer, VPB Cohen… - 2004 - spcanova.org
Literature on the benefits of adopting two cats together abounds. For dogs, however, the
evidence is anecdotal. Like cats, dogs enjoy the companionship of their own kind, a factor in the …