.
Ruban, Oleg A.'s
Scholarly Papers
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Aggregate Statistics
Total 1,150
Total Citations 2
1.
Ruban, Oleg A. MSCI Inc.
Poon, Ser-Huang University of Manchester - Business School
Vonatsos, Konstantinos N. American College of Greece (ACG) - Graduate School of DEREE
Posted:
01 Mar 07
Last Revised:
09 Oct 08
357(39,294)
1
Sovereign debt, GDP-linked bonds
2.
Ruban, Oleg A. MSCI Inc.
Melas, Dimitris MSCI Inc.
304(47,423)
1
risk management, UK investors, forecasts, historical diversification, international allocation, benchmark, global ACWI, IMI, EUE2L, portfolio
3.
Ruban, Oleg A. MSCI Inc.
Melas, Dimitris MSCI Inc.
Inc., MSCI MSCI Inc.
179(83,233)
framework conducting effective stress tests portfolio construction Investment Process scope of stress test scenarios portfolio managers investment problems decisions
4.
Ruban, Oleg A. MSCI Inc.
Melas, Dimitris MSCI Inc.
152(96,791)
Recent Trend, Adding Leverage, Fixed Income, Allocations, Multi-Asset Class Portfolios, Large Asset Owners, Optimality Volatility-Reduction, Correlations between Bonds and Equities, Portfolio Fixed Income, Negative Correlations
5.
Actuarial Transform Pricing
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Ruban, Oleg A. MSCI Inc.
Vitiello, Luiz University of Essex - Essex Business School
Poon, Ser-Huang University of Manchester - Business School
Posted:
07 Feb 10
Last Revised:
03 Apr 10
114(122,943)
Ruban, Oleg A. MSCI Inc.
Vitiello, Luiz University of Essex - Essex Business School
Poon, Ser-Huang University of Manchester - Business School
44
Esscher transform, indifference pricing, Wang transform, standard deviation loading
Ruban, Oleg A. MSCI Inc.
Vitiello, Luiz University of Essex - Essex Business School
Poon, Ser-Huang University of Manchester - Business School
70
Genral Equilibrium, Esscher Transform, Indifference Pricing, Wang Transform, Standard Deviation Loading
6.
Iyer, Anand S. MSCI Inc.
Ruban, Oleg A. MSCI Inc.
Vannerem, Philippe MSCI Inc.
44(211,811)
European sovereign debt crisis Greece Portugal Ireland Spain Italy GPISI short-horizon Barra Integrated Model BIM Dailymeasure sovereign bond investment risk market development crisis government debt fiscal deficit BIM
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