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Implications of correlated default for portfolio allocation to corporate bonds

Wise, Mark B.; Bhansali, Vineer - In: The credit market handbook : advanced modeling issues, (pp. 165-185). 2006

Persistent link: https://www.econbiz.de/10003338131

Modeling swap spreads in normal and stressed environments

Bhansali, Vineer; Schwarzkopf, Yonathan; Wise, Mark B. - In: The journal of fixed income 18 (2008/09) 4, pp. 5-23

Persistent link: https://www.econbiz.de/10003848027

Fixed income finance : a quantitative approach

Wise, Mark B.; Bhansali, Vineer - 2010

Persistent link: https://www.econbiz.de/10003893089

How valuable are the TALF puts?

Bhansali, Vineer; Wise, Mark B. - In: The journal of fixed income 19 (2009/10) 2, pp. 71-75

Persistent link: https://www.econbiz.de/10003893449

Asymmetric monetary policy and the yield curve

Bhansali, Vineer; Dorsten, Matthew P.; Wise, Mark B. - In: Journal of international money and finance 28 (2009) 8, pp. 1408-1425

Persistent link: https://www.econbiz.de/10003929190

Corporate bond risk from stock dividend uncertainty

Wise, Mark B.; Lee, Peter B.; Bhansali, Vineer - In: International journal of theoretical and applied finance 7 (2004) 6, pp. 741-755

Persistent link: https://www.econbiz.de/10002200671

Forecasting portfolio risk in normal and stressed markets

Bhansali, Vineer; Wise, Mark B. - In: Innovations in risk management : seminal papers from …, (pp. 353-371). 2004

Persistent link: https://www.econbiz.de/10002600439

Fat tails and stop-losses in portable alpha

Wise, Mark B.; Schwarzkopf, Yonathan; Bhansali, Vineer - In: Journal of investment management : JOIM 9 (2011) 3, pp. 19-32

Persistent link: https://www.econbiz.de/10009316328

Diversification and generalized tracking errors for correlated non-normal returns

Wise, Mark; Bhansali, Vineer - In: Quantitative Finance 2 (2002) 6, pp. 482-486

The probability distribution for the relative return of a portfolio constructed from a subset n of the assets from a benchmark, consisting of N assets whose returns are multivariate normal, is completely characterized by its tracking error. However, if the benchmark asset returns are not...

Persistent link: https://www.econbiz.de/10005495767

Fixed income finance : a quantitative approach

Wise, Mark; Bhansali, Vineer - 2010

Persistent link: https://www.econbiz.de/10004958380