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THE RELAXED INVESTOR - How the growth of new instruments is reviving the need for portfolio optimisation.
Rogers, Chris - In: Risk : managing risk in the world's financial markets 12 (1999) 1, pp. 86-90
Persistent link: https://www.econbiz.de/10007059402
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ONE FQR ALL - In term structure modelling, the devil is in the detail; taking a generalised approach can lead to a framework which naturally includes foreign exchange.
Rogers, Chris - In: Risk : managing risk in the world's financial markets 10 (1997) 3, pp. 57-59
Persistent link: https://www.econbiz.de/10007070851
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GAUSSIAN ERRORS - Gaussian interest rate models, and their implicit assumption of possibly negative rates, can produce absurd results.
Rogers, Chris - In: Risk : managing risk in the world's financial markets 9 (1996) 1, pp. 42-45
Persistent link: https://www.econbiz.de/10007078586