Research results are regularly published in working papers and journal articles.


Papers & Publications

Multi-Period Performance Attribution

Date: 26-05-16 Applied

Option Interpolation Model

Date: 05-04-15 Applied

A Zero Phase Shift Band Pass Filter

Date: 18-09-12 Technical

ORSA and Economic Modeling Choices

Date: 01-05-11 Applied

The Currency Dimension

Date: 12-04-11 Applied

Funded Ratio Attribution

Date: 12-04-11 Applied

Scenario Analysis

Date: 21-09-10

The risk and return of home ownership

Date: 30-08-10 Applied

An ALM Analysis of Private equity

Date: 02-02-07 Applied