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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
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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
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Fixed income finance : a quantitative approach
Wise, Mark B.; Bhansali, Vineer - 2010
Persistent link: https://www.econbiz.de/10003893089
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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
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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
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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
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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
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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