Stuart Turnbull
Affiliations: | Queen's University, Canada, Kingston, Ontario, Canada |
Area:
FinanceGoogle:
"Stuart Turnbull"
BETA: Related publications
See more...
Publications
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
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 |