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Model risk adjusted hedge rati...
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Alexander, Carol
259
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43
Lazar, Emese
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17
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15
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11
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1
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ECONIS (ZBW)
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31
Rank alpha funds of hedge funds
Alexander, Carol
;
Dimitriu, Anca
- In:
Funds of hedge funds : performance, assessment, …
,
(pp. 3-25)
.
2006
Persistent link: https://www.econbiz.de/10003377568
Saved in:
32
Model risk in variance swap rates
Alexander, Carol
;
Leontsinis, Stamatis
-
2011
Persistent link: https://www.econbiz.de/10009375514
Saved in:
33
Analytic approximations to GARCH aggregated returns distributions with applications to VaR and ETL
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
-
2011
Persistent link: https://www.econbiz.de/10009375528
Saved in:
34
Analytic moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
-
2011
Persistent link: https://www.econbiz.de/10009375529
Saved in:
35
ROM simulation with rotation matrices
Ledermann, Daniel
;
Alexander, Carol
-
2011
Persistent link: https://www.econbiz.de/10009375535
Saved in:
36
Generalized beta-generated distributions
Alexander, Carol
;
Cordeiro, Gauss M.
;
Ortega, Edwin M. M.
; …
-
2011
Persistent link: https://www.econbiz.de/10009375588
Saved in:
37
The hazards of volatility diversification
Alexander, Carol
;
Korovilas, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009375594
Saved in:
38
Regime-dependent smile-adjusted delta hedging
Alexander, Carol
;
Rubinov, Alexander
;
Kalepky, Markus
; …
-
2010
Persistent link: https://www.econbiz.de/10009375858
Saved in:
39
Generalized beta-generated distributions
Alexander, Carol
;
Sarabia Alzaga, José Maria
-
2010
Persistent link: https://www.econbiz.de/10009375860
Saved in:
40
Endogenizing model risk to quantile estimates
Alexander, Carol
;
Sarabia Alzaga, José Maria
-
2010
Persistent link: https://www.econbiz.de/10009375863
Saved in:
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