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Managing pension liability credit risk : maintaining a total portfolio perspective
Meder, Aaron - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 90-99
Persistent link: https://www.econbiz.de/10003909595
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How unlucky is 25-Sigma?
Dowd, Kevin; Cotter, John; Humphrey, Chris; Woods, Margaret - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 76-80
Persistent link: https://www.econbiz.de/10003769562
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Credit spread decomposition : decomposing Bond-Level credit OAS into default and liquidity components
Dastidar, Siddhartha G.; Phelps, Bruce D. - In: The journal of portfolio management : a publication of … 37 (2010/11) 3, pp. 70-84
Persistent link: https://www.econbiz.de/10009129548
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Tail risk management
Bhansali, Vineer - In: The journal of portfolio management : a publication of … 34 (2007/08) 4, pp. 68-75
Persistent link: https://www.econbiz.de/10003769558
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Asset-liability management in private wealth management
Amenc, Noël; Martellini, Lionel; Milhau, Vincent; … - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 100-120
Persistent link: https://www.econbiz.de/10003909597
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Risk management lessons worth remembering from the credit crisis of 2007-2009
Golub, Bennett W.; Crum, Conan C. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 21-44
Persistent link: https://www.econbiz.de/10003980022
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On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
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A scenarios approach to asset allocation
Gosling, Susan - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10008738004
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Reflections on buy-side risk management after (or between) the storms
Golub, Bennett W.; Crum, Conan C. - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 84-92
Persistent link: https://www.econbiz.de/10008652152
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The properties of equally weighted risk contribution portfolios
Maillard, Sébastien; Roncalli, Thierry; Teïletche, … - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 60-70
Persistent link: https://www.econbiz.de/10008652158