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The demand for risky assets : sample selection and household portfolios
Perraudin, William R. M.; Sørensen, Bent E. - In: Journal of econometrics 97 (2000) 1, pp. 117-144
Persistent link: https://www.econbiz.de/10001487321
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Inflation and portfolio choice
Perraudin, William R. M. - In: Staff papers / International Monetary Fund 34 (1987) 4, pp. 739-759
Persistent link: https://www.econbiz.de/10001039897
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Essays in portfolio theory
Perraudin, William R. M. - 1989
Persistent link: https://www.econbiz.de/10000804215
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The impact of inflation upon portfolio choice : a duality approach using UK data
Perraudin, William R. M. - 1987
Persistent link: https://www.econbiz.de/10000713955
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Ratings-based credit risk modelling : an empirical analysis
Nickell, Pamela; Perraudin, William R. M.; Varotto, Simone - In: International review of financial analysis 16 (2007) 5, pp. 434-451
Persistent link: https://www.econbiz.de/10003612970
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Value at risk for derivatives
Jahel, Lina el; Perraudin, William R. M.; Sellin, Peter - In: The journal of derivatives : the official publication … 6 (1999) 3, pp. 7-26
Persistent link: https://www.econbiz.de/10001432480
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A theorem on portfolio separation with general preferences
Lewbel, Arthur - In: Journal of economic theory 65 (1995) 2, pp. 624-626
Persistent link: https://www.econbiz.de/10001179550
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Bank capital and value at risk
Jackson, Patricia - In: The journal of derivatives : the official publication … 4 (1997) 3, pp. 73-89
Persistent link: https://www.econbiz.de/10001218928
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Testing value-at-risk approaches to capital adequacy
Jackson, Patricia - In: Quarterly bulletin / Bank of England 38 (1998) 3, pp. 256-265
Persistent link: https://www.econbiz.de/10001244660
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Value at risk
Jahel, Lina el - In: Quarterly review / Central Bank of Sweden (1998), pp. 82-94
Persistent link: https://www.econbiz.de/10001249000