All Publications for Financial Risk Management


Buying the Bad Stuff: Implementation Considerations for the Paulson PlanWhite Paper
2008-09-27
2008 Trends: Subprime and Auction-Rate Cases Continue to Drive Filings, and Large Settlements Keep Averages HighStudy
2008-07-29
By Dr. Stephanie Plancich and Svetlana Starykh et al.
Legal Clarity and Regulatory Discretion -- Exploring the Law and Economics of Insider Trading in Derivatives MarketsPublished Article
2007-06-27
By Dr. Sharon Brown-Hruska with Robert S. Zwirb of Cadwalader, Wickersham & Taft, LLC
The Subprime Meltdown: A PrimerPublished Article
2007-06-21
By Dr. Faten Sabry and Dr. Thomas Schopflocher
Credit Ratings for Structured Products: A Review of Analytical Methodologies, Credit Assessment Accuracy, and Issuer Selectivity Study
2003-11-06
By Dr. Andrew Carron with former NERA Senior Consultant Tsvetan Beloreshki and former Special Consultant Dr. Phoebus Dhrymes; NERA Senior Analyst Michael Gill and Jonathan Falk also contributed to this study
Dynamic Asset Allocation for Stocks, Bonds, and CashPublished Article
2003-06-01
By Dr. James Jordan with George Washington University School of Business and Public Management Professor Isabelle Bajeux-Besnainou and CNAM Chair of Finance Roland Portait
Twelve Things I've Learned About Enterprise-Wide Risk Management of Non-Financial FirmsWhite Paper
2002-12-16
By Louis Guth
Mean-Variance Asset Allocation for Long HorizonsWorking Paper
2001-12-01
By Dr. James Jordan with Department of Finance, George Washington University Professor Isabelle Bajeux-Besnainou
An Asset Allocation Puzzle: CommentPublished Article
2001-03-01
By Dr. James Jordan with Department of Finance, George Washington University Professor Isabelle Bajeux-Besnainou and CNAM and ESSEC Finance Chair Roland Portait
NERA Topics #23: Risk and the Cost of Risk in the Comparison of Public and Private Financing of Public ServicesWorking Paper
2001-03-01
By Michael Spackman