Vice President, Asset Allocation and Investment Strategy Research
Alliance Capital Management
1345 Avenue of the Americas
New York, NY 10105
United States
212-969-6077 (Phone)
212-969-2226 (Fax)
email address
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Weiner, Scott M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,374 |
Total
Citations
152 |
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1.
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Pesaran, M. Hashem
University of Southern California Treutler, Björn-Jakob
Mercer Oliver Wyman Schuermann, Til
Oliver Wyman Weiner, Scott M.
Alliance Capital Management
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719
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50
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Risk management, economic interlinkages, loss forecasting, default correlation
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2.
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Kuritzkes, Andrew
Oliver, Wyman & Company, LLC. Weiner, Scott M.
Alliance Capital Management Schuermann, Til
Oliver Wyman
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648
(17,833)
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1
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Deposit insurance pricing, loss distribution, risk-based premiums.
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3.
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Pesaran, M. Hashem
University of Southern California Schuermann, Til
Oliver Wyman Treutler, Björn-Jakob
Mercer Oliver Wyman Weiner, Scott M.
Alliance Capital Management
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645
(17,962)
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53
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Risk Management, Economic Interlinkages, Loss Forecasting, Default Correlation
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4.
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Pesaran, M. Hashem
University of Southern California Weiner, Scott M.
Alliance Capital Management Schuermann, Til
Oliver Wyman
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269
(54,513)
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48
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Economic interlinkages, global macroeconometric modeling, risk management
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5.
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Should Stochastic Volatility Matter to the Cost-Constrained Investor?
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Weiner, Scott M.
Alliance Capital Management
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Posted:
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24 Jul 03
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Last Revised:
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06 Jan 05
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93
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Weiner, Scott M.
Alliance Capital Management
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17
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Weiner, Scott M.
Alliance Capital Management
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0
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Stochastic Volatility, Portfolio Optimization, Transaction Costs
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Weiner, Scott M.
Alliance Capital Management
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76
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Stochastic Volatility, Portfolio Optimization, Transaction Costs
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Records 1 -
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