Search Results - "Sykes Wilford, D"

Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets by Karagiannidis, Iordanis, Sykes Wilford, D.

“…Following the financial crisis of 2008, it has been argued that Value at Risk (VaR), and risk analysis in general, failed to alert risk managers of the…”
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Preface to the Special Issue on “Changing Dynamics in Financial Economics” by Putnam, Bluford H., Sykes Wilford, D.

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True Markowitz or assumptions we break and why it matters by Wilford, D. Sykes

“…Markowitz (1952, 1959) underlies modern corporate finance literature, from modern portfolio theory, option theory, to risk management (especially value at risk…”
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Leverage, liquidity, volatility, time horizon, and the risk of ruin: A barrier option approach by Norland, Erik, Wilford, D.Sykes

“…In order to meet their financial goals, investors, whether institutions or individuals, must make asset allocation decisions by balancing their return targets…”
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Global portfolios should be optimized in excess, not total returns by Norland, Erik, Wilford, D.Sykes

“…When constructing portfolios, practitioners must take opportunity cost into account and view returns as excess, not total returns. Using total returns in a…”
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Special issue: Risk management and market volatility by Putnam, Bluford H., Wilford, D. Sykes

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A short note on the concept of risk management and VaR for asset management firms by Putnam, Bluford H, Sykes Wilford, D, Zecher, Philip D

“…Value at risk (VaR) is now the most commonly cited risk management tool for asset managers to utilize. Specialized tools are used for particular types of…”
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ON THE MONETARY APPROACH TO THE BALANCE OF PAYMENTS: THE SMALL, OPEN ECONOMY by Wilford, D. Sykes, Wilford, Walton T.

“…The Honduran case regarding balance of payments is empirically examined. As the monetary approach to balance of payments hypothesizes, the Central Bank of…”
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Foreign Exchange Market Efficiency Under Flexible Exchange Rates: Comment by MILES, MARC A., WILFORD, D. SYKES

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Money, Income, and Causality in the United States and the United Kingdom: A Theoretical Explanation of Different Findings by Putnam, Bluford H., Wilford, D. Sykes

“…A fixed exchange rate system is modeled in which the United States serves as the primary reserve currency country and the United Kingdom holds a substantial…”
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Estimating Monetary Models of the Balance of Payments and Exchange Rates: A Bias by Rasulo, James A., Wilford, D. Sykes

“…In estimating reserve flow equations based upon relative rates of growth of similar variables (especially income), there is a risk that statistical biases will…”
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On Revenue Performance and Revenue-Income Stability in the Third World by Wilford, D. Sykes, Wilford, Walton T.

“…Emerging nations must mobilize their internal resources to promote economic growth, and on way of doing it is through fiscal policy. Two criteria are…”
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Fiscal Constraints, Domestic Credit, and International Reserve Flows in the United Kingdom, 1952-71: Note by Akhtar, M. A., Putnam, Bluford H., Wilford, D. Sykes

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Exchange Rate Determination With Currency Substitution by Putnam, Bluford H., Wilford, D. Sykes

“…Recent literature attempting to explain the movements in the rate of exchange among currencies has concentrated heavily on the monetary approach to…”
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Exchange Rates And The Balance of Payments In Latin America by Kemp, Donald S., Wilford, D. Sykes

“…In this paper the authors follow a monetary approach to the balance of payments and exchange rates in developing and testing a model to forecast movements in…”
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Monetary and Financial Integration in North America by Wilford, D. Sykes, Nattress, W. Dayle

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Monetary Policy and the Balance of Payments in Mexico, 1955-75 by Wilford, D. Sykes, Zecher, J. Richard

“…The balance of payments and monetary policies in Mexico during the fixed exchange rate period, 1955-75, were used to test the theory that the balance of…”
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Monetary approach to balance of payments: On world prices and the reserve flow equation by Wilford, D. Sykes, Wilford, Walton T.

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International reserve flows: Seemingly unrelated regressions by Putnam, Bluford H., Wilford, D. Sykes

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Sales, Excise, and Production Tax Performance: The Experience of Central America and Mexico by Wilford, Walton T., Wilford, D. Sykes

“…The 5 nations of Central America and Mexico include one region of the emerging world in which the transition in the fiscal structure is changing from reliance…”
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