Selected Research


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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