Narrow search
Showing 1 - 3 of 3
Cover Image
CDO squareds : the case of subprime mortgages
Chambers, Donald Robert; Kelly, Michael A.; Lu, Qin; … - In: The journal of structured finance 17 (2011) 2, pp. 96-113
Persistent link: https://www.econbiz.de/10009305472
Cover Image
Understanding the estimation risks of value at risk
Chambers, Donald Robert; Kelly, Michael A.; Lu, Qin - In: The journal of alternative investments 16 (2013/14) 3, pp. 64-85
Persistent link: https://www.econbiz.de/10010248328
Cover Image
Semivolatility of returns as a measure of downside risk
Chambers, Donald Robert; Lu, Qin - In: The journal of alternative investments 19 (2017) 3, pp. 68-74
Persistent link: https://www.econbiz.de/10011655929