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 16,770

SSRN RANKINGS

Top 16,770

in Total Papers Downloads

2,850

SSRN CITATIONS
Rank 7,123

SSRN RANKINGS

Top 7,123

in Total Papers Citations

50

CROSSREF CITATIONS

87

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 908 (24,926)
Citation 3

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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
University of Southern California - Department of Economics, Mercer Oliver Wyman, Oliver Wyman and Alliance Capital Management
Downloads 774 (31,101)
Citation 8

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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 742 (32,933)
Citation 10

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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 326 (91,948)
Citation 47

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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 (303,341)

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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 (552,834)
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Should Stochastic Volatility Matter to the Cost-Constrained Investor?

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

Abstract:

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Stochastic Volatility, Portfolio Optimization, Transaction Costs