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Hayes, Michael Y.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,638 |
Total
Citations
12 |
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1.
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Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc. Menchero, Jose
MSCI Barra Mitra , Indrajit
Massachusetts Institute of Technology (MIT)
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12 Feb 09
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Last Revised:
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19 Feb 09
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1,057
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risk management, quantitative extreme
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2.
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Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc. Menchero, Jose
MSCI Barra Mitra , Indrajit
Massachusetts Institute of Technology (MIT)
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14 May 09
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Last Revised:
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08 Jul 09
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429
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3
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extreme, risk, analysis, volatility, shortfall, different, risk, measures, standard, analytics
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3.
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The Long View of Financial Risk
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Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc.
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Posted:
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16 Aug 09
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Last Revised:
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03 Jun 10
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308
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Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc.
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13 Mar 10
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Last Revised:
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03 Jun 10
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Shortfall, volatility, return horizon, convex risk measure, diversification, portfolio optimization, reverse optimization, marginal contribution to risk, risk-implied correlation, beta
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Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc.
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308
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1
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financial risk, extended history, market returns, variance, forecasts, shortfall, risk, perspective
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4.
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Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc.
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216
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1
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long view financial risk, market returns, risk measure variance, alternative, shortfall, extreme moves, convex
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5.
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Barbieri, Angelo
MSCI Inc. Dubikovsky, Vladislav
MSCI Barra Gladkevich, Alexei
MSCI Inc. Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc.
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29 Mar 08
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Last Revised:
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11 Nov 08
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195
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3
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hyptothesis test, value at risk, expected shortfall
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6.
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Barbieri, Angelo
MSCI Inc. Dubikovsky, Vladislav
MSCI Barra Gladkevich, Alexei
MSCI Inc. Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc.
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174
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2
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Systematic model global recession quantitative finance random variables central limit theorem normal distribution financial risk
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7.
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Chan, Peter
MSCI Inc. Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc. Tsang, Eric
MSCI Inc.
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142
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Barra, Extreme Risk, BxR Model, Corporate Bond Portfolio, Forecast, xShortfall, xVaR
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8.
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Goldberg, Lisa R.
University of California at Berkeley Hayes, Michael Y.
MSCI Inc. Mahmoud, Ola
MSCI Inc.
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03 Feb 11
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Last Revised:
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17 Aug 12
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117
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empirical study, shortfall, optimization, Barra, Extreme Risk minimum, shortfall minimum, variance portfolios, US, UK, Japanese equity markets, Barra, Style Factors, Value Growth Momentum measures overall asymmetry
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Records 1 -
8
of 8 matches
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