Financial Enterprise Risk Management by Paul Sweeting

[1]  A. Morrison,et al.  Investment of Banking: Past, Present, and Future , 2007 .

[2]  Eduardo S. Schwartz,et al.  An Equilibrium Model of Bond Pricing and a Test of Market Efficiency , 1982, Journal of Financial and Quantitative Analysis.

[3]  S. Quinn Goldsmith-Banking: Mutual Acceptance and Interbanker Clearing in Restoration London* , 1997 .

[4]  M. C. Jensen,et al.  Harvard Business School; SSRN; National Bureau of Economic Research (NBER); European Corporate Governance Institute (ECGI); Harvard University - Accounting & Control Unit , 1976 .

[5]  M. Gorsky The growth and distribution of English friendly societies in the early nineteenth century , 1998 .

[6]  Jack L. VanDerhei An Empirical Analysis of Risk-Related Insurance Premiums for the PBGC , 1990 .

[7]  Sang Bin Lee,et al.  Term Structure Movements and Pricing Interest Rate Contingent Claims , 1986 .

[8]  K. Mardia Measures of multivariate skewness and kurtosis with applications , 1970 .

[9]  Robert B. Litterman,et al.  Global Portfolio Optimization , 1992 .

[10]  Ronald W. Masulis,et al.  Optimal Capital Structure Under Corporate and Personal Taxation , 1980 .

[11]  Paul H. C. Eilers,et al.  Flexible smoothing with B-splines and penalties , 1996 .

[12]  Emiliano A. Valdez,et al.  Understanding Relationships Using Copulas , 1998 .

[13]  S. Myers Determinants of corporate borrowing , 1977 .

[14]  Kevin Dowd,et al.  A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration , 2006 .

[15]  W. Fuller,et al.  LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT , 1981 .

[16]  Philippe Artzner,et al.  Coherent Measures of Risk , 1999 .

[17]  Takuji Nishimura,et al.  Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator , 1998, TOMC.

[18]  Lemma W. Senbet,et al.  Bankruptcy and Agency Costs: Their Significance to the Theory of Optimal Capital Structure , 1988, Journal of Financial and Quantitative Analysis.

[19]  Paul H. C. Eilers,et al.  Splines, knots, and penalties , 2010 .

[20]  Nils Blomqvist,et al.  On a Measure of Dependence Between two Random Variables , 1950 .

[21]  Jeffery V. Bailey Evaluating Benchmark Quality , 1992 .

[22]  E. Fama,et al.  Risk, Return, and Equilibrium: Empirical Tests , 1973, Journal of Political Economy.

[23]  BagehotWalter Risk and Reward in Corporate Pension Funds , 1972 .

[24]  E. H. Kim,et al.  Miller's Equilibrium, Shareholder Leverage Clienteles, and Optimal Capital Structure , 1982 .

[25]  E. H. Kim,et al.  A Mean-Variance Theory of Optimal Capital Structure and Corporate Debt Capacity , 1978 .

[26]  Oldrich A. Vasicek An equilibrium characterization of the term structure , 1977 .

[27]  Jean-Paul Laurent,et al.  A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework , 2009, The Journal of Derivatives.

[28]  David Blake,et al.  A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States , 2009 .

[29]  F. Black The Tax Consequences of Long-Run Pension Policy , 1980 .

[30]  George A. Akerlof The Market for “Lemons”: Quality Uncertainty and the Market Mechanism , 1970 .

[31]  P. Sweeting Correlation and the Pension Protection Fund , 2006 .

[32]  I. Olkin,et al.  A Multivariate Exponential Distribution , 1967 .

[33]  T. Alderweireld,et al.  A Theory for the Term Structure of Interest Rates , 2004, cond-mat/0405293.

[34]  Larry Neal,et al.  Networks of information, markets, and institutions in the rise of London as a financial centre, 1660–1720 , 2001, Financial History Review.

[35]  Grant Purdy,et al.  ISO 31000:2009—Setting a New Standard for Risk Management , 2010, Risk analysis : an official publication of the Society for Risk Analysis.

[36]  W. Sharpe Corporate pension funding policy , 1976 .

[37]  R. Fisher THE USE OF MULTIPLE MEASUREMENTS IN TAXONOMIC PROBLEMS , 1936 .

[38]  F. Black,et al.  Bond and Option Pricing when Short Rates are Lognormal , 1991 .

[39]  F. Modigliani Debt, Dividend Policy, Taxes, Inflation and Market Valuation , 1982 .

[40]  Survivor Bonds: A Comment on Blake and Burrows , 2003 .

[41]  J. Mossin EQUILIBRIUM IN A CAPITAL ASSET MARKET , 1966 .

[42]  Stephen Kealhofer Quantifying Credit Risk I: Default Prediction , 2003, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.

[43]  S. J. Richards,et al.  Applying Survival Models to Pensioner Mortality Data , 2008 .

[44]  Lemma W. Senbet,et al.  THE INSIGNIFICANCE OF BANKRUPTCY COSTS TO THE THEORY OF OPTIMAL CAPITAL STRUCTURE , 1978 .

[45]  N. Sutton,et al.  The Liability Nature of Unfunded Pension Obligations since ERISA , 1988 .

[46]  F. Easterbrook,et al.  Optimal Damages in Securities Cases , 1985 .

[47]  Anil K. Bera,et al.  Efficient tests for normality, homoscedasticity and serial independence of regression residuals , 1980 .

[48]  R. C. Merton,et al.  Option pricing when underlying stock returns are discontinuous , 1976 .

[49]  F. Black,et al.  The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.

[50]  Benjamin Gompertz,et al.  XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c , 1825, Philosophical Transactions of the Royal Society of London.

[51]  A. Azzalini,et al.  Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution , 2003, 0911.2342.

[52]  David Blake,et al.  SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK , 2001 .

[53]  Utpal Bhattacharya,et al.  The World Price of Insider Trading , 2002 .

[54]  D. Dey,et al.  A General Class of Multivariate Skew-Elliptical Distributions , 2001 .

[55]  G. Chow Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28 , 1960 .

[56]  John R. Graham,et al.  Proxies for the corporate marginal tax rate , 1996 .

[57]  I. J. Good,et al.  Some Applications of the Singular Decomposition of a Matrix , 1969 .

[58]  Thomas H. Mcinish,et al.  A note on the distribution types of financial ratios in the commercial banking industry , 1989 .

[59]  M. Harris,et al.  Capital Structure and the Informational Role of Debt , 1990 .