Stuart Turnbull

Affiliations: 
Queen's University, Canada, Kingston, Ontario, Canada 
Area:
Finance
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"Stuart Turnbull"
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Publications

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Chava S, Stefanescu C, Turnbull S. (2011) Modeling the loss distribution Management Science. 57: 1267-1287
Turnbull S. (2009) Measuring and managing risk in innovative financial instruments Journal of Credit Risk. 5: 87-114
Stefanescu C, Tunaru R, Turnbull S. (2009) The credit rating process and estimation of transition probabilities: A Bayesian approach Journal of Empirical Finance. 16: 216-234
Crouhy M, Turnbull S, Wakeman L. (1999) Measuring risk-adjusted performance Journal of Risk. 2: 5-35
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