The Mismeasurement of Risk

Financial Analysts Journal

Volumn 58, Issue 3, 2002, Pages 91-99

  Kritzman, Mark ^a   Rich, Don ^b  

^a Windham Capital Management LLC   (United States)

^b NORTHEASTERN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037510220     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v58.n3.2541     Document Type: Article

References (11)

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10. Rich, D. 1996. "The Valuation and Behavior of Black-Scholes Options Subject to Intertemporal Default Risk." Review of Derivatives Research, vol. 1, no. 1:25-59.
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