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On a new approach for analyzing and managing macrofinancial risks
Merton, Robert C.; Billio, Monica; Getmansky, Mila; … - In: Financial analysts' journal : FAJ 69 (2013) 2, pp. 22-33
Persistent link: https://www.econbiz.de/10009745669
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Interconnectedness in the CDS market
Getmansky, Mila; Girardi, Giulio; Lewis, Craig M. - In: Financial analysts' journal : FAJ 72 (2016) 4, pp. 62-82
Persistent link: https://www.econbiz.de/10011688479
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Adaptive markets and the new world order
Lo, Andrew W. - In: Financial analysts' journal : FAJ 68 (2012) 2, pp. 18-29
Persistent link: https://www.econbiz.de/10009561202
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PERSPECTIVES - On a New Approach for Analyzing and Managing Macrofinancial Risks
Merton, Robert C; Billio, Monica; Getmansky, Mila; … - In: Financial analysts' journal : FAJ 69 (2013) 2, pp. 22-33
Persistent link: https://www.econbiz.de/10010106185
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Q group panel discussion : looking to the future
Leibowitz, Martin L.; Lo, Andrew W.; Merton, Robert C.; … - In: Financial analysts' journal : FAJ 72 (2016) 4, pp. 17-25
Persistent link: https://www.econbiz.de/10011688455
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PERFORMANCE MEASUREMENT AND EVALUATION - The Statistics of Sharpe Ratios - Accuracy of Sharpe ratios can be improved by incorporating information about the market environment and t...
Lo, Andrew W. - In: Financial analysts' journal : FAJ 58 (2002) 4, pp. 36-52
Persistent link: https://www.econbiz.de/10006263559
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RISK MANAGEMENT - The Three P's of Total Risk Management - Current risk-management practices are based on probabilities of extreme dollar losses, but probabilities capture only par...
Lo, Andrew W. - In: Financial analysts' journal : FAJ 55 (1999) 1
Persistent link: https://www.econbiz.de/10006300465
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ALTERNATIVE INVESTMENTS - Risk Management for Hedge Funds: Introduction and Overview - The rapid rise of hedge funds has made the development of risk management protocols for these...
Lo, Andrew W. - In: Financial analysts' journal : FAJ 57 (2001) 6, pp. 16-33
Persistent link: https://www.econbiz.de/10006270587