Browse by Institution

B

Bruder, Benjamin and Roncalli, Thierry (2012): Managing risk exposures using the risk budgeting approach.

G

Guillard, Michel and Sosa Navarro, Ramiro (2009): Fiscal Imbalances, Inflation and Sovereign Default Dynamics.

R

Roncalli, Thierry and Weisang, Guillaume (2008): Tracking problems, hedge fund replication and alternative beta.

S

Sosa Navarro, Ramiro (2005): Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis.