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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. |