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Daul, Stéphane's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,577 |
Total
Citations
8 |
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Daul, Stéphane RiskMetrics Group Sharp, Nicholas RiskMetrics Group Sørensen, Lars Qvigstad Norwegian School of Economics (NHH) - Department of Finance and Management Science
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03 Jun 10
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Last Revised:
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09 Jun 10
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657
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Fixed income factor model, performance attribution
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2.
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Daul, Stéphane RiskMetrics Group
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270
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Merger arbitrage, risk measurement
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Daul, Stéphane RiskMetrics Group
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248
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Merger arbitrage, risk measurement
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Daul, Stéphane RiskMetrics Group De Giorgi, Enrico G. University of Saint Gallen - SEPS: Economics and Political Sciences Lindskog, Filip affiliation not provided to SSRN McNeil, Alexander Swiss Federal Institute of Technology Zurich - Department of Mathematics
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195
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risk management, credit risk, copula, estimation
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5.
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Vidal, Elena Gutiérrez RiskMetrics Group Daul, Stéphane RiskMetrics Group
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04 Oct 09
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Last Revised:
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05 Feb 10
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128
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6.
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Daul, Stéphane RiskMetrics Group
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79
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Hedge fund, AGARCH, copula, risk
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Records 1 -
6
of 6 matches
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