Scott M. Weiner

Alliance Capital Management

Vice President, Asset Allocation and Investment Strategy Research

1345 Avenue of the Americas

New York, NY 10105

United States

  • Alliance Capital Management

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    • Tel: 212-969-6077
    • Fax: 212-969-2226
SCHOLARLY PAPERS

5

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Rank 32,318

SSRN RANKINGS

Top 32,318

in Total Papers Downloads

3,315

TOTAL CITATIONS
Rank 11,413

SSRN RANKINGS

Top 11,413

in Total Papers Citations

146

Scholarly Papers (5)

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1.

Macroeconomic Dynamics and Credit Risk: A Global Perspective

Number of pages: 70 Posted: 21 Aug 2003
M. Hashem Pesaran, Til Schuermann, Björn-Jakob Treutler and Scott M. Weiner
University of Southern California - Department of Economics, Oliver Wyman, Mercer Oliver Wyman and Alliance Capital Management
Downloads 1,039 (45,827)
Citation 19

Abstract:

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Risk Management, Economic Interlinkages, Loss Forecasting, Default Correlation

2.

Macroeconomics and Credit Risk: A Global Perspective

Journal of Money, Credit, and Banking, Forthcoming, Wharton Financial Institutions Center Working Paper No. 03-13
Number of pages: 60 Posted: 17 May 2003
M. Hashem Pesaran, Björn-Jakob Treutler, Til Schuermann and Scott M. Weiner
University of Southern California - Department of Economics, Mercer Oliver Wyman, Oliver Wyman and Alliance Capital Management
Downloads 900 (55,831)
Citation 13

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Risk management, economic interlinkages, loss forecasting, default correlation

3.

Deposit Insurance and Risk Management: How Much? How Safe? Who Pays?

Wharton Financial Inst. Working Paper No. 02-02
Number of pages: 58 Posted: 16 Jan 2002
Andrew Kuritzkes, Scott M. Weiner and Til Schuermann
Oliver, Wyman & Company, LLC., Alliance Capital Management and Oliver Wyman
Downloads 844 (60,976)
Citation 11

Abstract:

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Deposit insurance pricing, loss distribution, risk-based premiums.

4.

Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model

Wharton Financial Institutions Center Working Paper No. 01-38
Number of pages: 56 Posted: 14 Dec 2001
M. Hashem Pesaran, Scott M. Weiner and Til Schuermann
University of Southern California - Department of Economics, Alliance Capital Management and Oliver Wyman
Downloads 422 (145,703)
Citation 103

Abstract:

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Economic interlinkages, global macroeconometric modeling, risk management

5.

Should Stochastic Volatility Matter to the Cost-Constrained Investor?

Number of pages: 18 Posted: 24 Jul 2003
Scott M. Weiner
Alliance Capital Management
Downloads 110 (518,825)

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Stochastic Volatility, Portfolio Optimization, Transaction Costs