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A Bayesian approach to stress testing and scenario analysis
Rebonato, Riccardo - In: Journal of investment management : JOIM 8 (2010) 3, pp. 80-92
Persistent link: https://www.econbiz.de/10008654897
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A Bayesian approach to stress testing and scenario analysis
Rebonato, Riccardo - In: Journal of investment management : JOIM 8 (2010) 3, pp. 80-92
Persistent link: https://www.econbiz.de/10009910834
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Coherent asset allocation and diversification in the presence of stress events
Rebonato, Riccardo; Denev, Alexander - In: Journal of investment management : JOIM 10 (2012) 4, pp. 19-53
Persistent link: https://www.econbiz.de/10009710893
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What interest rate models to use? : buy-side versus sell-side
Nawalkha, Sanjay K. (contributor);  … - In: Journal of investment management : JOIM 9 (2011) 3, pp. 5-18
Persistent link: https://www.econbiz.de/10009316333
Cover Image
Coherent asset allocation and diversification in the presence of stress events
Rebonato, Riccardo; Denev, Alexander - In: Journal of investment management : JOIM 10 (2012) 4, pp. 19-53
Persistent link: https://www.econbiz.de/10010097128
Cover Image
What interest rate models to use? : buy-side versus sell-side
Nawalkha, Sanjay K.; Rebonato, Riccardo - In: Journal of investment management : JOIM 9 (2011) 3, pp. 5-18
Persistent link: https://www.econbiz.de/10009910858