All Publications for Risk Measurement and Management
| Dynamic Asset Allocation for Stocks, Bonds, and Cash | Published 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 Firms | White Paper 2002-12-16 | By Louis Guth | ||
| Mean-Variance Asset Allocation for Long Horizons | Working Paper 2001-12-01 | By Dr. James Jordan with Department of Finance, George Washington University Professor Isabelle Bajeux-Besnainou | ||
| An Asset Allocation Puzzle: Comment | Published 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 Services | Working Paper 2001-03-01 | By Michael Spackman | ||
| A Comparables Approach to Measuring Cash-Flow-at-Risk for Non-Financial Firms | Published Article 2001-02-01 | By Louis Guth, et al. | ||
| Cash Flow-at-Risk and Financial Policy for Electricity Companies in the New World Order | Published Article 2000-12-01 | By Dr. Michael Tennican, et al. | ||
| How Well Do Constant-Maturity Treasuries Approximate the On-the-Run Term Structure | Published Article 2000-09-01 | By Dr. James Jordan with Financial Markets Institute and Duquesne University Donahue School of Business Assistant Professor of Finance Sattar Mansi | ||
| A Comparables Approach To Measuring Cash-Flow-At-Risk (c-far) For Non-Financial Firms | Working Paper 2000-08-01 | By Louis Guth and Dr. Michael Tennican, et al. | ||
| Assessing Value at Risk for Equity Portfolios: Implementing Alternative Techniques | Published Article 1997-01-01 | By Drs. James Jordan and Robert Mackay | ||