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Rebonato, Riccardo


 SSRN Author Rank: 30,227 by Downloads
 

Royal Bank of Scotland


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. Rebonato, Riccardo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
779
Total
Citations
1
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management
Rebonato, Riccardo
Royal Bank of Scotland
Posted:
12 Dec 10
Last Revised:
24 Aug 11
546
(27,500)
1

2.  
Coherent Asset Allocation and Diversification in the Presence of Stress Events | Show Abstract | Download |
Journal of Investment Management, 10, 4, 2012
Accepted Paper Series
Rebonato, Riccardo
Royal Bank of Scotland
Denev, Alexander
Royal Bank of Scotland (RBS)
Posted:
28 Apr 11
Last Revised:
06 May 13
233
(76,220)
 

3.  
A Bayesian Approach to Stress Testing and Scenario Analysis | Show Abstract |
Journal of Investment Management, Third Quarter, 2010
Accepted Paper Series
Rebonato, Riccardo
Royal Bank of Scotland
Posted:
26 Oct 10
 

4.  
Evolving Yield Curves in the Real-World Measures: A Semi-Parametric Approach | Show Abstract |
Journal of Risk, Vol. 7, No. 3, pp. 29-62, Spring 2005
Accepted Paper Series
Rebonato, Riccardo
Royal Bank of Scotland
Mahal, Sukhdeep
Royal Bank of Scotland
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Buchholz, Lars-Dierk
Independent
Nyholm, Ken
European Central Bank (ECB) - Risk Management Division
Posted:
25 Apr 05
 


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