The Black-Litterman Model in Detail Jay Walters
Boston University - Metropolitan College - Department of Computer Science
Date Posted: January 28, 2009 Last Revised: July 12, 2011
Working Paper Series 10393 downloads
A Comparative Anatomy of Credit Risk Models Journal of Banking and Finance, Vol. 24, No. 1/2, 2000, Board of Governors of the Federal Reserve System FEDS Paper No. 98-47 Michael B. Gordy
Board of Governors of the Federal Reserve
Date Posted: March 03, 1999 Last Revised: January 30, 2011
Accepted Paper Series 7121 downloads
Market Madness? The Case of Mad Money Joseph Engelberg
,
Caroline Sasseville
and
Jared Williams
University of California, San Diego (UCSD) - Rady School of Management
,
Kellogg School of Management - Department of Finance
and
Pennsylvania State University - Department of Finance
Date Posted: December 16, 2005 Last Revised: November 07, 2010
Working Paper Series 6650 downloads
The Econometrics of Event Studies S.P. Kothari
and
Jerold B. Warner
Massachusetts Institute of Technology (MIT) - Sloan School of Management
and
Simon Graduate School of Business, University of Rochester
Date Posted: October 25, 2004
Working Paper Series 6636 downloads
Fully Flexible Views: Theory and Practice Fully Flexible Views: Theory and Practice, Risk, Vol. 21, No. 10, pp. 97-102, October 2008 Attilio Meucci
SYMMYS
Date Posted: August 10, 2008 Last Revised: December 06, 2010
Accepted Paper Series 6509 downloads
Managing Diversification Risk, pp. 74-79, May 2009, Bloomberg Education & Quantitative Research and Education Paper Attilio Meucci
SYMMYS
Date Posted: March 13, 2009 Last Revised: October 11, 2010
Accepted Paper Series 6072 downloads
Governance Matters World Bank Policy Research Working Paper No. 2196 Daniel Kaufmann ,
Aart Kraay and
Pablo Zoido
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
Stanford University - Graduate School of Business
Date Posted: November 05, 1999
Working Paper Series 5359 downloads
Mutual Fund Performance Dirk Nitzsche
,
Keith Cuthbertson
and
Niall O'Sullivan
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
and
University College Cork (UCC) - Department of Economics
Date Posted: January 19, 2007
Working Paper Series 4539 downloads
Pricing Default Swaps: Empirical Evidence Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series Patrick Houweling and
Ton Vorst
Robeco Quantitative Strategies
and
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: December 24, 2001
Accepted Paper Series 4453 downloads
Modelling Operational Risk Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003 Silvan Ebnöther ,
Paolo Vanini ,
Alexander McNeil and
Pierre Antolinez-Fehr
Zurich Cantonal Bank
,
Zurich Cantonal Bank
,
Swiss Federal Institute of Technology Zurich - Department of Mathematics
and
Zurich Cantonal Bank
Date Posted: December 11, 2001 Last Revised: January 06, 2010
Working Paper Series 4442 downloads
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043 Laurent Barras ,
O. Scaillet and
Russ Wermers
McGill University - Desautels Faculty of Management
,
University of Geneva - HEC
and
University of Maryland - Robert H. Smith School of Business
Date Posted: March 05, 2008 Last Revised: February 03, 2011
Accepted Paper Series 4125 downloads
Real Options Valuation: A Monte Carlo Approach Faculty of Management, University of Calgary WP No. 2002/3; EFA 2002 Berlin Meetings Presented Paper Andrea Gamba
Warwick Business School - University of Warwick
Date Posted: March 06, 2002
Working Paper Series 4053 downloads
Aggregating Governance Indicators World Bank Policy Research Working Paper No. 2195 Daniel Kaufmann ,
Aart Kraay and
Pablo Zoido
The Brookings Institution
,
World Bank - Development Research Group (DECRG)
and
Stanford University - Graduate School of Business
Date Posted: November 05, 1999
Working Paper Series 3521 downloads
Growth Without Governance World Bank Policy Research Working Paper No. 2928 Daniel Kaufmann and
Aart Kraay
The Brookings Institution
and
World Bank - Development Research Group (DECRG)
Date Posted: July 20, 2002
Working Paper Series 3389 downloads
