| Determining loss given default and transaction ratings in collateralized lending with obligor-collateral correlation
|
2006 |
Maglic, Stevan |
| Modeling correlation risk
|
2006 |
Sultan, Jahangir |
| Risk capital attribution and risk-adjusted performance measurement
|
2006 |
Crouhy, Michel |
| Aligning regulatory capital with economic capital: An alternative approach to risk weights according to Basel II
|
2006 |
Benvegnù, Stefan |
| The distribution of returns and risk forecasting
|
2006 |
Bilson, John F. |
| The role of behavioral finance in risk management
|
2006 |
Shefrin, Hersh |
| Managing risk across the enterprise: challenges and benefits
|
2006 |
Lam, James |
| Advanced risk budgeting techniques
|
2006 |
Berkelaar, Arjan B. |
| Hedge fund investing
|
2006 |
Sharma, Milind |
| Retrospective assessment of value at risk
|
2006 |
Dowd, Kevin |
| New challenges in credit risk modeling and measurement
|
2006 |
Sobehart, Jorge R. |
| An analysis of value and risk: the Procter & Gamble-Bankers Trust case
|
2006 |
Margrabe, William |
| Integration of operational risk management and the Sarbanes-Oxley Act Section 404
|
2006 |
Marshall, Randy |
| Capital allocation using risk management tools
|
2006 |
Rao, Vandana |
| "Buy on the rumor" and "sell on the news"
|
2006 |
Peterson, Richard Lewis |
| Mathematical framework for integrating market and credit risk
|
2006 |
Kiesel, Rüdiger |
| Asset and liability management from an enterprise-wide risk management perspective
|
2006 |
Deventer, Donald R. van |
| ERM strategies for investors
|
2006 |
Beder, Tanya Styblo |
| The hedge fund paradigm
|
2006 |
Posthuma, Nolke |
| Estimating parameters required for credit risk modeling
|
2006 |
Araten, Michel |
Tag hinzufügen