ABSTRACT This paper assesses the relative performance of yield curve strategies involving bullet and barbell portfolios due to changes in the shape of the yield curve via shocks to the Dow Jones index....
More Dow Jones articles
Barclays Bank has filed a leveraged return product with the SEC based on McDonald's shares
Poor equity market performance is driving investors into alternative asset classes such as utilities, gold and dividends in the search for stable returns
Index provider Dow Jones has launched a global shipping index that will form the basis for the Guggenheim Shipping ETF
Lost in translation
Emerging markets: braced for the end of the party?
High-frequency trading firms accused of attempting to overwhelm market infrastructure.
The first exchange-traded fund (ETF) for the Middle East has been created, enabling local and foreign investors to access the stocks traded on UAE exchanges. The NBAD OneShare Dow Jones UAE 25 ETF, issued...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.