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Preface to the special issue on "Changing dynamics in financial economics"

Putnam, Bluford H.; Wilford, D. S. - In: Review of financial economics : RFE 25 (2015), pp. 1-2

Persistent link: https://www.econbiz.de/10011498193

A short note on the concept of risk management and VaR for asset management firms

Putnam, Bluford H.; Sykes Wilford, D.; Zecher, Philip D. - In: Review of Financial Economics 11 (2002) 3, pp. 205-212

Persistent link: https://www.econbiz.de/10005204943

Modeling fund and portfolio risk : a bi-modal approach to analyzing risk in turbulent markets

Karagiannidis, Iordanis; Wilford, D. S. - In: Review of financial economics : RFE 25 (2015), pp. 19-26

Persistent link: https://www.econbiz.de/10011498207

J. Ernest Tanner and Walton Terry Wilford

Smithson, Charles W.; Putnam, Bluford III; Whitney, Gerald - In: Review of Financial Economics 11 (2002) 3, pp. 151-151

Persistent link: https://www.econbiz.de/10005244059

Global portfolios should be optimized in excess, not total returns

Norland, Erik; Wilford, D. Sykes - In: Review of Financial Economics 11 (2002) 3, pp. 213-224

Persistent link: https://www.econbiz.de/10005299182

Leverage, liquidity, volatility, time horizon, and the risk of ruin: A barrier option approach

Norland, Erik; Wilford, D. Sykes - In: Review of Financial Economics 11 (2002) 3, pp. 225-239

Persistent link: https://www.econbiz.de/10005299192

True Markowitz or assumptions we break and why it matters

Wilford, D. Sykes - In: Review of Financial Economics 21 (2012) 3, pp. 93-101

Markowitz (1952, 1959) underlies modern corporate finance literature, from modern portfolio theory, option theory, to risk management (especially value at risk type methodologies). From it, Diversify has entered all languages, such is its power. Terms such as “the only free lunch” have...

Persistent link: https://www.econbiz.de/10011064882

From phase transitions to Modern Monetary Theory : A framework for analyzing the pandemic of 2020

Putnam, Bluford H. - In: Review of Financial Economics 39 (2020) 1, pp. 3-19

Persistent link: https://www.econbiz.de/10012407675

Evolving dynamics of the relationship between US core inflation and unemployment

Putnam, Bluford H.; Azzarello, Samantha - In: Review of financial economics : RFE 25 (2015), pp. 27-34

Persistent link: https://www.econbiz.de/10011498296

Case study of event risk management with options strangles and straddles

Kownatzki, Clemens; Putnam, Bluford H.; Yu, Arthur Zeyang - In: Review of financial economics : RFE 40 (2022) 2, pp. 150-167

Persistent link: https://www.econbiz.de/10013185897