David Stefanovits

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

(R)Evolution of Asset Allocation

Number of pages: 10 Posted: 08 Oct 2011 Last Revised: 11 Feb 2012
Fabian Dori, Frank Haeusler and David Stefanovits
Aquila Capital Group, affiliation not provided to SSRN and affiliation not provided to SSRN
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Citation 2

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Asset Allocation, Risk Parity

2.

The Risk Parity Approach to Asset Allocation - Climbing the Wall of Worries?

1741 Asset Management, Research Note Series 3/2012
Number of pages: 7 Posted: 10 Oct 2012
Aquila Capital Group, affiliation not provided to SSRN, Independent, UBS AG and affiliation not provided to SSRN
Downloads 713 (44,822)
Citation 1

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Asset Allocation, Portfolio Construction, Risk Parity, Minimum Variance

3.

Consistent Recalibration of Yield Curve Models

Mathematical Finance, Vol. 28, Issue 3, pp. 757-799, 2018
Number of pages: 43 Posted: 14 Jun 2018
University of Freiburg - Institut für Mathematische Stochastik, affiliation not provided to SSRN, ETH Zurich and RiskLab Finland
Downloads 1 (786,814)
Citation 2
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term structure, interest rate, consistent re‐calibration, yield curve, Hull‐White extension