Browsing Mathematics (Faculty of) by Author "Szaura, Stephen"
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A Structural Modelling Approach to Closed End Bond Funds
Szaura, Stephen (University of Waterloo, 2013-08-28)This thesis develops a model of closed end bond funds that helps us better understand a recent finding in the literature. In 2012 Elton et al. published an empirical study of closed end bond funds (CEBFs) and they suggested ...