2

Extreme Correlations and Optimizing for Stress

Phoa, Wesley
Journal:
The Journal of Portfolio Management
Year:
2015
Language:
english
File:
PDF, 511 KB
english, 2015
3

How do conflicting theories about financial markets coexist?

Phoa, Wesley, Focardi, Sergio, Fabozzi, Frank
Journal:
Journal of Post Keynesian Economics
Year:
2007
Language:
english
File:
PDF, 274 KB
english, 2007
4

Portfolio Concentration and the Geometry of Co-Movement

Phoa, Wesley
Journal:
The Journal of Portfolio Management
Year:
2013
Language:
english
File:
PDF, 1.53 MB
english, 2013
6

Estimating Credit Spread Risk Using Extreme Value Theory

Phoa, Wesley
Journal:
The Journal of Portfolio Management
Year:
1999
Language:
english
File:
PDF, 80 KB
english, 1999
8

Credit Booms, Banking Crises, and the Current Account

Davis, Scott J., Mack, Adrienne, Phoa, Wesley, Vandenabeele, Anne
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 1.55 MB
english, 2014
9

Can you Derive Market Volatility Forecasts from the Observed Yield Curve Convexity Bias?

Phoa, Wesley
Journal:
The Journal of Fixed Income
Year:
1997
Language:
english
File:
PDF, 986 KB
english, 1997
10

Building domains from graph models

Phoa, Wesley
Journal:
Mathematical Structures in Computer Science
Year:
1992
Language:
english
File:
PDF, 3.98 MB
english, 1992
11

Relative computability in the effective topos

Phoa, Wesley
Journal:
Mathematical Proceedings of the Cambridge Philosophical Society
Year:
1989
Language:
english
File:
PDF, 207 KB
english, 1989
12

Conditional Monte Carlo Simulation

Phoa, Wesley
Journal:
The Journal of Investing
Year:
1999
Language:
english
File:
PDF, 126 KB
english, 1999
13

How do Conflicting Theories about Financial Markets Coexist?

Phoa, Wesley, Focardi, Sergio, Fabozzi, Frank J.
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 362 KB
english, 2006