Concepedia

Equity-linked Securities

Equity-Linked Securities is a hybrid financial instrument whose returns, valuation, or conversion features are directly dependent on the performance of an underlying equity asset, thereby distinguishing it from pure debt or standalone equity instruments.

57

Publications

3.3K

Citations

100

Authors

77

Institutions

Publications per year

2017–2026

10

Parents

Publications

57

A Regime-Switching Model of Long-Term Stock Returns

Mary R. Hardy · North American Actuarial Journal · 2001 · 446 citations

, , +17

The Efficiency of Equity-Linked Compensation: Understanding the Full Cost of Awarding Executive Stock Options

Lisa K. Meulbroek · Financial Management · 2001 · 443 citations

, , +17

Equilibrium Prices of Guarantees under Equity-Linked Contracts

Phelim P. Boyle, Eduardo S. Schwartz · Journal of Risk & Insurance · 1977 · 265 citations

, , +17

Are structured products ‘fairly’ priced? An analysis of the German market for equity-linked instruments

Pavel A. Stoimenov, Sascha Wilkens · Journal of Banking & Finance · 2005 · 172 citations

, , +15

Pricing equity-linked life insurance with endogenous minimum guarantees

Anna Rita Bacinello, Fulvio Ortu · Insurance Mathematics and Economics · 1993 · 131 citations

, , +14

1–5 of 57

Authors

100

  1. AR
    Anna Rita Bacinello

    University of Trieste, Italy

    4 publications · 259 citations

    4

    h-index

  2. CB
    Carole Bernard

    University of Waterloo, Canada

    3 publications · 74 citations

    3

    h-index

  3. PP
    Phelim P. Boyle

    University of Waterloo, Canada

    2 publications · 290 citations

    2

    h-index

  4. BH
    Bernd Hanke

    London Business School, United Kingdom

    2 publications · 54 citations

    2

    h-index

  5. KS
    Klaus Sandmann

    University of Bonn, Germany

    2 publications · 126 citations

    2

    h-index

1–5 of 100

Institutions

77

  1. University of Waterloo

    Waterloo, Canada

    7 h-index

    11 publications

    746 citations

  2. University of Toronto

    Toronto, Canada

    4 h-index

    5 publications

    153 citations

  3. University of Trieste

    Trieste, Italy

    3 h-index

    4 publications

    353 citations

  4. Actua

    Ottawa, Canada

    3 h-index

    7 publications

    206 citations

  5. University of Chicago

    Chicago, United States

    2 h-index

    2 publications

    142 citations

  6. London Business School

    London, United Kingdom

    2 h-index

    2 publications

    34 citations

  7. University of Michigan

    Ann Arbor, United States

    2 h-index

    3 publications

    98 citations

  8. University of Hong Kong

    Pok Fu Lam, Hong Kong

    2 h-index

    2 publications

    85 citations

1–8 of 77

Venues

  1. Insurance Mathematics and Economics

    15 publications · 610 citations

    12

    h-index

  2. North American Actuarial Journal

    NAAJ · 8 publications · 710 citations

    8

    h-index

  3. SSRN Electronic Journal

    Repository · 6 publications · 325 citations

    6

    h-index

  4. Journal of Risk & Insurance

    2 publications · 291 citations

    2

    h-index

  5. 1

    h-index

1–5