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Blyth, Stephen
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Bradlow, Eric
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Doksum, Kiell
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Meng, Xiao-Li
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Ugium, John
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Risk : managing risk in the world's financial markets
9
Journal of the American Statistical Association : JASA
2
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OLC EcoSci
ECONIS (ZBW)
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1
Correlation curves as Local Measures of Variance Explained by Regression
Doksum, Kiell
;
Blyth, Stephen
;
Bradlow, Eric
;
Meng, Xiao-Li
- In:
Journal of the American Statistical Association : JASA
89
(
1994
)
426
,
pp. 571-582
Persistent link: https://www.econbiz.de/10006636595
Saved in:
2
Optimal Kernel Weights Under a Power Criterion
Blyth, Stephen
- In:
Journal of the American Statistical Association : JASA
88
(
1993
)
424
,
pp. 1284-1286
Persistent link: https://www.econbiz.de/10006638766
Saved in:
3
Opinion - Challenging the doom-mongers
Blyth, Stephen
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
3
,
pp. 61-62
Persistent link: https://www.econbiz.de/10009844826
Saved in:
4
Opinion - Rejecting model rejection - The disruption in the correlation markets in May has prompted a backlash against the use of trading models. The author argues that while the unquestioning acceptance of models without judgement should obviously be avoided, a wholesale rejection of quantitative models is unwise,
Blyth, Stephen
- In:
Risk : managing risk in the world's financial markets
18
(
2005
)
7
,
pp. 56-74
Persistent link: https://www.econbiz.de/10007022799
Saved in:
5
Opinion: Age of reason or age of procedure? - The risk management industry's increasing use of sophisticated models and technology - when coupled with poor modelling choices - can cause problems. The author calls for a return to to judgement and reasoning, and a halt to proceduralism.
Blyth, Stephen
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
9
,
pp. 116-130
Persistent link: https://www.econbiz.de/10007025871
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6
Quantitative trading: Practical relative-value volatility trading - The rapid growth of fixed-income hedge funds has resulted in increased interest in identifying relative-value trade opportunities. Here, the author presents a consistent framework for finding value within interest rate options markets.
Blyth, Stephen
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
5
,
pp. 91-96
Persistent link: https://www.econbiz.de/10007027733
Saved in:
7
OUT OF LINE - How a non-linear estimate of correlation might find applications in finance.
Blyth, Stephen
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
10
,
pp. 82-84
Persistent link: https://www.econbiz.de/10007077049
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8
Opinion - Challenging the doom-mongers
Blyth, Stephen
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
2
,
pp. 61-62
Persistent link: https://www.econbiz.de/10009835125
Saved in:
9
Opinion - Science strikes back - After almost two decades in which Wall Street was a magnet for quantitative analysts, science is rediscovering its pull.
Blyth, Stephen
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
11
,
pp. 71-71
Persistent link: https://www.econbiz.de/10010047133
Saved in:
10
Comment The quant delusion The collapse of Lehman Brothers triggered a number of market dislocations that have shaken the foundations of quantitative finance. Government intervention and new regulation could further reshape financial markets, posing challenges for investors and risk managers. The author outlines the issues.
Blyth, Stephen
- In:
Risk : managing risk in the world's financial markets
24
(
2011
)
1
,
pp. 116-119
Persistent link: https://www.econbiz.de/10008819782
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