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Risk management with benchmarking
Başak, Suleyman; Shapiro, Alex; Teplá, Lucie - 2001
Persistent link: https://www.econbiz.de/10001629743
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Value-at-risk based risk management : optimal policies and asset prices
Başak, Suleyman; Shapiro, Alex - 1999
Persistent link: https://www.econbiz.de/10001447907
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A model of credit risk, optimal policies, and asset prices
Başak, Suleyman; Shapiro, Alex - 2000
Persistent link: https://www.econbiz.de/10001539732
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Offsetting the incentives : risk shifting, and benefits of benchmarking in money management
Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - 2002
Persistent link: https://www.econbiz.de/10001741849