Steven C. J. Simon

Free University of Brussels

Pleinlaan 2

http://www.vub.ac.be/

Brussels, 1050

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS

290

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Assessing Systematic Risk in the Insurance Sector

Number of pages: 24 Posted: 08 Mar 2008
Ivan Alves and Steven C. J. Simon
European Central Bank and Free University of Brussels
Downloads 290 (126,354)

Abstract:

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Systematic risk, extreme-value dependence, insurance campanies

2.

Do Structural Models for Corporate Bonds Work?

Posted: 10 Dec 2008 Last Revised: 10 Nov 2014
Steven C. J. Simon
Free University of Brussels

Abstract:

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corporate bonds, structural models, asset pricing, credit risk

3.

REIT's, Do They Provide Diversification When It is Most Needed?

Posted: 10 Dec 2008
Steven C. J. Simon
Free University of Brussels

Abstract:

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REIT's, extreme-value dependence, non-parametric methods

4.

The Effect of the Real-Estate Downturn on the Link between REIT's and the Stock Market

Posted: 10 Dec 2008
Wing Lon Ng and Steven C. J. Simon
Bounded Rationality Advancement in Computational Intelligence Laboratory (BRACIL) and Free University of Brussels

Abstract:

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Real-estate, asymmetric tails, extreme-value dependence