To find articles written by a specific author, you can use the main search page. To access the main search page, click on the 'Search' button that appears in the top right hand corner of the website.
You will now see a box on the left hand side of the page titled 'Refine your search'. Use the 'Author' field within this box, making sure to spell the author's name correctly.
Alternatively, if you are already viewing an article, simply click on the author's name to get a complete listing of all their work.
More on Risk Management
Debt has jumped fifty-fold at Eskom as it races to build new power stations
We consider the class of risk measures associated with optimized certainty equivalents. This class includes several popular examples, such as conditional value-at-risk (CVaR) and monotone mean-variance....
Capital allocation principles are used in various contexts in which the risk capital or the cost of an aggregate position has to be allocated between its constituent parts. We study capital allocation...
The presence of options in a portfolio fundamentally alters the portfolio's risk and return profiles when compared with an all-equity portfolio. In this paper, we advocate modeling a risk-based criterion...
Sign up for Risk.net email alerts
Nominated for two technology awards
Nominated for post trade technology award
Sponsored webinar: Collateral and counterparty tracking
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.