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The hidden dangers of historical simulation
Pritsker, Matthew - 2001
Persistent link: https://www.econbiz.de/10001607147
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Large investors : implications for equilibrium asset returns, shock absorption, and liquidity
Pritsker, Matthew - 2005
Persistent link: https://www.econbiz.de/10003105418
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A rational expectations model of financial contagion
Kodres, Laura E.; Pritsker, Matthew - 1998
Persistent link: https://www.econbiz.de/10001352873
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Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S.; Pritsker, Matthew - 2000
Persistent link: https://www.econbiz.de/10001486259