Tracking bond indices in an integrated market and credit risk environment
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- Jobst, Norbert J. & Zenios, Stavros A., 2005. "On the simulation of portfolios of interest rate and credit risk sensitive securities," European Journal of Operational Research, Elsevier, vol. 161(2), pages 298-324, March.
- Williams, Daniel G., 2007. "Scenario simulations do not yield results stochastically consistent with alternative Monte Carlo results: U.S. nuclear plant decommissioning funding adequacy (2000)," Energy Economics, Elsevier, vol. 29(5), pages 1101-1130, September.
- Grundke, Peter, 2010. "Top-down approaches for integrated risk management: How accurate are they?," European Journal of Operational Research, Elsevier, vol. 203(3), pages 662-672, June.
- Jobst, Norbert J. & Mitra, Gautam & Zenios, Stavros A., 2006. "Integrating market and credit risk: A simulation and optimisation perspective," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 717-742, February.
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