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ECONIS (ZBW)
48
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Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
Saved in:
2
The professional risk managers' guide to finance theory and application
Alexander, Carol
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003656118
Saved in:
3
Correlation in currency markets : a risk-adjusted perspective
Sheedy, Elizabeth A.
- In:
Journal of international financial markets, …
8
(
1998
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001246201
Saved in:
4
Agency risk : the forgotten element in financial risk management
Sheedy, Elizabeth A.
- In:
Economic papers : a journal of applied economics and policy
18
(
1999
)
4
,
pp. 80-91
Persistent link: https://www.econbiz.de/10001440656
Saved in:
5
Correlation in international equity and currency markets : a risk adjusted perspective
Sheedy, Elizabeth A.
-
1997
Persistent link: https://www.econbiz.de/10000978434
Saved in:
6
Asset allocation decisions in a world with changing risk
Sheedy, Elizabeth A.
;
Trevor, Robert G.
;
Wood, Justin J.
-
1996
Persistent link: https://www.econbiz.de/10000960643
Saved in:
7
Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.
;
Trevor, Robert G.
-
1996
Persistent link: https://www.econbiz.de/10000960644
Saved in:
8
Evaluating the risk of portfolios with options
Sheedy, Elizabeth A.
;
Trevor, Robert G.
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 1-18
Persistent link: https://www.econbiz.de/10001542575
Saved in:
9
Principal component models for generating large GARCH covariance matrices
Alexander, Carol
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
2
,
pp. 337-359
Persistent link: https://www.econbiz.de/10001676004
Saved in:
10
Practical financial econometrics
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003710762
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