James Clunie

Jupiter Asset Management Ltd.

1 Grosvenor Place

London, SW1X 7JJ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

66

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

The Risks in CDO-Squared Structures

Multinational Finance Journal, Vol. 13, No. 1/2, p. 55-74, 2009
Number of pages: 20 Posted: 26 Jun 2015
Andrew Adams, Rajiv Bhatt and James Clunie
University of Edinburgh; Business School, Deloitte Touche Tohmatsu and Jupiter Asset Management Ltd.
Downloads 47 (442,112)

Abstract:

Loading...

collateralized debt obligation; CDO-squared; default location risk; overlap risk; Monte Carlo simulation

2.

Short-Sellers and Short Covering

Multinational Finance Journal, Vol. 13, No. 3/4, p. 265-292, 2009
Number of pages: 28 Posted: 26 Jun 2015
Jupiter Asset Management Ltd., University of Edinburgh - Business School and Merrill Lynch & Co. - Merrill Lynch, UK
Downloads 19 (585,444)

Abstract:

Loading...