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Below are Articles / Papers written by Ravi K. Jain
1. Hybrid approach to calculating Historical VaR using a
generalized risk factor model (Abstract). Work in
progress. Full paper to be posted soon.
2. What Ails Market Risk Management? Appeared
in Wilmott, May 2008
3.
Putting
Volatility to work. Appeared in Active
Trader, April 2001
4.
Technology
for Hedge funds. Page 11 of Hedge Fund
Technology, Jan/Feb 2003
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