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HEDGE FUND PERSPECTIVE Finding the right angle - Hedge fund executives can be subjective in their valuations. But to suggest that managers use inaccurate valuations to smooth retur...

Schachter, Barry - In: Risk : managing risk in the world's financial markets 19 (2006) 1, pp. 91

Persistent link: https://www.econbiz.de/10007020167

HEDGE FUND PERSPECTIVE An incentive for risk? - The recent spate of hedge fund frauds has focused attention on the differing incentives of hedge fund managers and investors. Are pe...

Schachter, Barry - In: Risk : managing risk in the world's financial markets 18 (2005) 12, pp. 81

Persistent link: https://www.econbiz.de/10007021009

The Statistical Properties of Parameters Inferred from the Black-Scholes Formula

Butler, J.S.; Schachter, Barry - In: International review of financial analysis 5 (1996) 3, pp. 223-236

Persistent link: https://www.econbiz.de/10007204736

HEDGE FUND PERSPECTIVE Limits on VAR - A growing number of hedge funds are adopting value-at-risk as a risk measurement tool, amid growing demand for greater risk disclosure.

Schachter, Barry - In: Risk : managing risk in the world's financial markets 19 (2006) 3, pp. 69

Persistent link: https://www.econbiz.de/10007221920

Book review - Don't panic - The Panic of 1907.

Bruner, Robert; Carr, Sean; Schachter, Barry - In: Risk : managing risk in the world's financial markets 21 (2008) 2, pp. 82

Persistent link: https://www.econbiz.de/10007917927

A Note on the Welfare Consequences of New Option Markets.

Schachter, Barry - In: Journal of Finance 41 (1986) 1, pp. 263-67

Persistent link: https://www.econbiz.de/10005162034

IMPROVING VALUE-AT-RISK ESTIMATES BY COMBINING KERNEL ESTIMATION WITH HISTORICAL SIMULATION

Butler, J. S.; Schachter, Barry - EconWPA - 1996

In this paper we develop an improvement on one of the more popular methods for Value-at-Risk measurement, the historical simulation approach. The procedure we employ is the following: First, the density of the return on a portfolio is estimated using a non-parametric method, called a Gaussian...

Persistent link: https://www.econbiz.de/10005413107

The statistical properties of parameters inferred from the black-scholes formula

Butler, J. S.; Schachter, Barry - In: International Review of Financial Analysis 5 (1996) 3, pp. 223-235

Persistent link: https://www.econbiz.de/10005229153

Unbiased estimation of the Black/Scholes formula

Butler, J. S.; Schachter, Barry - In: Journal of Financial Economics 15 (1986) 3, pp. 341-357

Persistent link: https://www.econbiz.de/10005477916

Intelligent hedge fund investing

Schachter, Barry (contributor) - 2004

Persistent link: https://www.econbiz.de/10004837217