Kelly H. Chang

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

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Top 34,873

in Total Papers Downloads

1,248

CITATIONS

2

Scholarly Papers (4)

1.

Modeling Value at Risk with Factors

MSCI Barra Research Paper No. 2009-39
Number of pages: 36 Posted: 22 Nov 2009
MSCI Inc., affiliation not provided to SSRN, MSCI Barra, MSCI Inc., MSCI Inc., MSCI Barra and University of California, Berkeley
Downloads 890 (25,296)
Citation 1

Abstract:

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modeling value, risk factors, investment, management, forecasts, portfolio, construction, shorter, longer, horizons, value-at-risk, VaR

2.

Currency Hedging: A Free Lunch?

Number of pages: 15 Posted: 16 Apr 2009
Kelly H. Chang
affiliation not provided to SSRN
Downloads 358 (81,709)
Citation 2

Abstract:

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Currency hedging, foreign exchange, currency risk management

3.

Comparing Presidents, Senators, and Justices: Inter-Institutional Preference Estimation

Journal of Law, Economics and Organization, Vol. 17, No. 2, 2001
Posted: 18 Jul 2001
Michael Bailey and Kelly H. Chang
Georgetown University - Department of Government and affiliation not provided to SSRN

Abstract:

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4.

The President Versus the Senate: Appointments in the American System of Separated Powers and the Federal Reserve

Journal of Law, Economics, and Organization, Vol. 17, No. 2, pp. 319-355, 2001
Posted: 18 Jul 2001
Kelly H. Chang
affiliation not provided to SSRN

Abstract:

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