Richard D F Harris - Central Bank Research Hub

Papers by year: All | 2016 | 2015

Title Other author(s)

The dynamic Black-Litterman approach to asset allocation

Bank of England Working papers [View] (Paper: swp596, 22.04.2016)

JEL: C22, C53, G11

Extreme downside risk and financial crises

Bank of England Working papers [View] (Paper: swp547, 11.09.2015)

JEL: C13, C14, C58, G10, G11, G12

Papers by year: All | 2016 | 2015