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Developing a stress testing framework based on market risk models
Alexander, Carol; Sheedy, Elizabeth - In: Journal of banking & finance 32 (2008) 10, pp. 2220-2236
Persistent link: https://www.econbiz.de/10008099621
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Developing a stress testing framework based on market risk models
Alexander, Carol; Sheedy, Elizabeth - In: Journal of banking & finance 32 (2008) 10, pp. 2220-2237
Persistent link: https://www.econbiz.de/10008897695
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Asset-Allocation Decisions When Risk Is Changing
Sheedy, Elizabeth; Trevor, Robert; Wood, Justin - In: The journal of financial research : a publ. of the … 22 (1999) 3, pp. 301-316
Persistent link: https://www.econbiz.de/10006841543
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Corporate risk management in Hong Kong and Singapore
Sheedy, Elizabeth - In: Managerial finance 32 (2006) 2, pp. 89-100
Persistent link: https://www.econbiz.de/10006543364
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Opinion - It's NOT the econometrics, stupid - Risk modelling has come under the microscope since the onset of the crisis, with many blaming market risk models for exacerbating the crisis. The author presents a defence of quantitative techniques.
Sheedy, Elizabeth - In: Risk : managing risk in the world's financial markets 22 (2009) 9, pp. 106-109
Persistent link: https://www.econbiz.de/10008314649
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Correlation in currency markets - A risk-adjusted perspective
Sheedy, Elizabeth - In: Journal of international financial markets, … 8 (1998) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10007126214
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Agency risk : the forgotten element in financial risk management
Sheedy, Elizabeth - In: Economic papers : a journal of applied economics and policy 18 (1999) 4, pp. 80-91
Persistent link: https://www.econbiz.de/10009909602
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PORTFOLIO OPTIMIZATION - Indexing and Statistical Arbitrage
Alexander, Carol; Dimitriu, Anca - In: The journal of portfolio management : a publication of … 31 (2005) 2, pp. 50-63
Persistent link: https://www.econbiz.de/10006543858
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Principal Component Models for Generating Large GARCH Covariance Matrices
Alexander, Carol - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 2, pp. 337-360
Persistent link: https://www.econbiz.de/10006034007
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The Changing Relationship Between Productivity and Wages in the UK
Alexander, Carol - In: Oxford bulletin of economics and statistics 55 (1993) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10006495512