All Publications for Structured Products and Complex Financial Instruments


Credit Crisis Litigation Revisited: Litigating the Alphabet of Structured ProductsWorking Paper
2010-06-04
By Dr. Faten Sabry, et al.
Subprime and Synthetic CDOs: Structure, Risk, and ValuationWorking Paper
2010-06-03
By Dr. Thomas Schopflocher et al.
Study of the Impact of Securitization on Consumers, Investors, Financial Institutions, and the Capital MarketsStudy
2009-06-17
By Dr. Faten Sabry and Dr. Chudozie Okongwu
An Update on the Credit Crisis Litigation: A Turn Towards Structured Products and Asset Management FirmsWhite Paper
2009-06-17
Dr. Faten Sabry, et al.
Financial Disclosure and SFAS 157: Seeking Transparency in a Perfect StormPublished Article
2009-02-27
By Dr. Sharon Brown-Hruska with former NERA Vice President Shuchi Satwah
Grasping the Value of Intangible Assets: An Economic Approach to SFAS Nos. 141 and 142Published Article
2004-02-01
By Dr. Phillip Beutel and Bryan Ray
Credit Ratings for Structured Products: A Review of Analytical Methodologies, Credit Assessment Accuracy, and Issuer Selectivity Study
2003-11-06
By Dr. Andrew Carron with former NERA Senior Consultant Tsvetan Beloreshki and former Special Consultant Dr. Phoebus Dhrymes; NERA Senior Analyst Michael Gill and Jonathan Falk also contributed to this study
Hedging and the Estimation of Marketability DiscountsPublished Article
2003-08-15
By Dr. David Tabak
Dynamic Asset Allocation for Stocks, Bonds, and CashPublished Article
2003-06-01
By Dr. James Jordan with George Washington University School of Business and Public Management Professor Isabelle Bajeux-Besnainou and CNAM Chair of Finance Roland Portait
A CAPM-Based Approach to Calculating Illiquidity DiscountsWorking Paper
2002-11-11
By Dr. David Tabak