36 citations · 39 across the 11 of their papers we have counts for
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cond-mat2002
Diversification and Gerneralized Tracking Errors For Correlated Non-Normal Returns
Mark B. Wise, Vineer Bhansali
The probability distribution for the relative return of a portfolio constructed from a subset n of the assets from a benchmark, consisting of N assets whose returns are multivariat…
nlin.AO2002
Implications of Correlated Default For Portfolio Allocation To Corporate Bonds
Mark B. Wise, Vineer Bhansali
This article deals with the problem of optimal allocation of capital to corporate bonds in fixed income portfolios when there is the possibility of correlated defaults. Using a mul…
nlin.AO2002
Portfolio Allocation to Corporate Bonds with Correlated Defaults
Mark B. Wise, Vineer Bhansali
This article deals with the problem of optimal allocation of capital to corporate bonds in fixed income portfolios when there is the possibility of correlated defaults. Under fairl…