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VarGamma : a unified measure of portfolio risk
Osband, Kent - In: Journal of investment management : JOIM 11 (2013) 1, pp. 50-65
Persistent link: https://www.econbiz.de/10010147448
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VarGamma stresstests
Osband, Kent - In: Journal of investment management : JOIM 11 (2013) 2, pp. 92-107
Persistent link: https://www.econbiz.de/10010147452
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Independent Currency Authorities: An Analytic Primer
Osband, Kent; Villanueva, Delano - In: Staff papers / International Monetary Fund 40 (1993) 1, pp. 202-216
Persistent link: https://www.econbiz.de/10006358762
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Safety from Currency Crashes
Osband, Kent; Rijckeghem, Caroline Van - In: IMF staff papers 47 (2000) 2, pp. 238-258
Persistent link: https://www.econbiz.de/10007498811