Selected Research


Holton, Glyn A. (2006). Investor suffrage movement, Financial Analysts Journal, 62 (6), 15–20.

Holton, Glyn A. (2004). Defining risk, Financial Analysts Journal, 60 (6), 19–25.

Holton, Glyn A. (2004). Back to the book, Energy Markets, 9 (3), 41–43.

Holton, Glyn A. (2004). A new position on risk, Futures and Options World, February, 44–45.

Holton, Glyn A. (2004). Capital calculations: Has the CCRO missed the point?, Energy Risk, 1 (3), 41–42.

Holton, Glyn A. (2003). Why Trade?, Risk Desk, End of Year Issue, 35–36.

Holton, Glyn A. (2003). Negatively skewed trading strategies, Derivatives Week, 12 (42), 8–9.

Holton, Glyn A. (2003). Value-at-Risk: Theory and Practice, San Diego: Academic Press.

Holton, Glyn A. (1998). The new climate of risk, Treasury Management International, 69, 24-28.

Holton, Glyn A. (1998). Simulating value-at-risk, Risk, 11 (5), 60-63.

Holton, Glyn A. (1997). Subjective value-at-risk, Financial Engineering News, 1 (1), 1, 8-9, 11. Also published (1998) in Risks and Rewards: The Newsletter of the Investment Section of the Society of Actuaries, 31, 14-17.

Holton, Glyn A. (1994). Transient effects in taxable equity investment, Financial Analysts Journal, 50 (3), 70-75.

Holton, Glyn A. (1992). Time: the second dimension of risk, Financial Analysts Journal, 48 (6), 38-45.

 

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