Correlation Products and Risk Management Issues
Year of publication: |
1995-10-01
|
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Authors: | Mahoney, James |
Institutions: | Federal Reserve Bank <New York, NY> |
Published in: | |
Subject: | Regulierung | Risikomanagement | risk management | Portfoliomanagement | portfolio management | Produkt | Korrelation | Default Correlations |
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Dynamic conditional correlation models and portfolio risk management
Bauer, Frederik, (2011)
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A Multi-Factor Approachfor Systematic Default and Recovery Risk
Rösch, Daniel,
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International Asset Allocation and Hidden Regime Switching
Morger, Felix, (2006)
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Two-Level Theories and Fuzzy-Set Analysis
Goertz, Gary, (2005)
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Strategies of Causal Inference in Small-N Analysis
MAHONEY, JAMES, (2000)
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Explaining the Great Reversal in Spanish America
Katz, Aaron, (2005)
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