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

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 16,538

SSRN RANKINGS

Top 16,538

in Total Papers Downloads

2,838

SSRN RANKINGS

Top 3,369

in Total Papers Citations

162

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (5)

1.

Macroeconomic Dynamics and Credit Risk: A Global Perspective

CESifo Working Paper Series No. 995
Number of pages: 70 Posted: 21 Aug 2003
University of Southern California - Department of Economics, Oliver Wyman , Mercer Oliver Wyman and Alliance Capital Management
Downloads 904 (24,598)

Abstract:

Loading...

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
University of Southern California - Department of Economics, Mercer Oliver Wyman, Oliver Wyman and Alliance Capital Management
Downloads 771 (30,718)

Abstract:

Loading...

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 739 (32,531)

Abstract:

Loading...

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 324 (91,136)

Abstract:

Loading...

Economic interlinkages, global macroeconometric modeling, risk management

Should Stochastic Volatility Matter to the Cost-Constrained Investor?

Number of pages: 18 Posted: 24 Jul 2003
Scott M. Weiner
Alliance Capital Management
Downloads 82 (298,337)

Abstract:

Loading...

Stochastic Volatility, Portfolio Optimization, Transaction Costs

Should Stochastic Volatility Matter to the Cost-Constrained Investor?

Mathematical Finance, Vol. 14, pp. 131-139, January 2004
Number of pages: 9 Posted: 01 Apr 2004
Scott M. Weiner
Alliance Capital Management
Downloads 18 (542,757)
  • Add to Cart

Abstract:

Loading...

Should Stochastic Volatility Matter to the Cost-Constrained Investor?

Mathematical Finance, Forthcoming
Posted: 24 Jul 2003
Scott M. Weiner
Alliance Capital Management

Abstract:

Loading...

Stochastic Volatility, Portfolio Optimization, Transaction Costs