GDP-linked bonds as a new asset class

DOI10.1080/14697688.2024.2386323MaRDI QIDQ6657692

Nikolas Topaloglou, Author name not available (Why is that?), Stavros A. Zenios

Publication date: 6 January 2025

Published in: Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

Cites Work

• Pricing and hedging GDP-linked bonds in incomplete markets
• Econometric Analysis of Stochastic Dominance
• Fiscal Policy in an Endogenous Growth Model
• What is the Opportunity Cost of Mean-Variance Investment Strategies?
• Improved Portfolio Choice Using Second-Order Stochastic Dominance*
• A Contribution to the Empirics of Economic Growth
• Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests
• Stochastic Spanning

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