Risk Attribution
References
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References
Heywood,
G.C., Marsland, J.R. and Morrison, G.M. (2003). Practical risk management
for equity portfolio managers. British Actuarial Journal, 8, pp.
1061-1123
Kemp, M.H.D. (2005).
Risk Management in a Fair Valuation World. British Actuarial Journal, 11,
No. 4, pp. 595-712
Kemp, M.H.D.
(2009). Market consistency: Model calibration in imperfect markets.
John Wiley & Sons [for further information on this book please see MarketConsistency]
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