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Varotto, Simone


 SSRN Author Rank: 6,895 by Downloads
 

ICMA Centre - Henley Business School, University of Reading


 Whiteknights Park
 P.O. Box 242
 Reading RG6 6BA
 United Kingdom
 email address

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. Varotto, Simone's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,806
Total
Citations
20
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
An Assessment of the Internal Rating Based Approach in Basel II | Show Abstract | Download |
Journal of Risk Model Validation, Forthcoming
Accepted Paper Series
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
05 Aug 08
Last Revised:
02 Oct 08
629
(22,876)
 

2.  
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
26 Jan 11
610
(23,914)
 

3.  
Ratings-Based Credit Risk Modelling: An Empirical Analysis | Show Abstract | Download |
International Review of Financial Analysis, Forthcoming
Accepted Paper Series
Nickell, Pamela
Moody's KMV - New York Office
Perraudin, William
Imperial College London - Accounting, Finance, and Macroeconomics
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
16 Oct 07
579
(25,699)
12

4.  
Tests on the Accuracy of Basel II | Show Abstract | Download |
CREDIT RISK: MODELS, DERIVATIVES AND MANAGEMENT, FINANCIAL MATHEMATICS SERIES, N. Wagner, ed., Chapman & Hall, Forthcoming
Accepted Paper Series
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
31 Aug 07
410
(40,298)
1

5.  
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
13 Mar 10
Last Revised:
01 Sep 11
364
(46,599)
 

6.  
Daripa, Arupratan
affiliation not provided to SSRN
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
13 Aug 98
347
(49,361)
3

7.  
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
20 Feb 07
Last Revised:
10 Jan 08
282
(62,914)
 

8.  
Coro, Filippo
University of Reading
Dufour, Alfonso
University of Reading - Henley Business School, ICMA Centre
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
26 Feb 12
Last Revised:
09 Jul 13
198
(91,197)
 

9.  
Avino, Davide
Swansea University
Lazar, Emese
University of Reading - ICMA Centre
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
12 Jul 11
Last Revised:
29 Oct 13
142
(123,331)
 

10.  
Value at Risk and Precommitment: Approaches to Market Risk Regulation | Show Abstract | Download |
Economic Policy Review, Vol. 4, No. 3, October 1998
Working Paper Series
Daripa, Arupratan
affiliation not provided to SSRN
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
16 Nov 07
76
(192,205)
 

11.  
Avino, Davide
Swansea University
Lazar, Emese
University of Reading - ICMA Centre
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
11 Sep 14
75
(193,677)
 

12.  
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Zhao, Lei
ICMA Centre - Henley Business School, University of Reading
Posted:
06 Sep 13
Last Revised:
25 Oct 14
71
(199,972)
 

13.  
Dufour, Alfonso
University of Reading - Henley Business School, ICMA Centre
Stancu, Andrei Tudor
University of Reading - Henley Business School
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
08 Oct 14
Last Revised:
25 Oct 14
19
(331,444)
 

14.   Incl. Electronic Paper
Kou, Jianming
University of Reading - ICMA Centre
Varotto, Simone
ICMA Centre - Henley Business School, University of Reading
Posted:
16 Oct 07
Last Revised:
13 May 08
4
(395,101)
4


Records 1 - 14 of 14 matches
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