Chapters and Conference proceedings

 

1.          Alexander, C. (2008)  ‘Hedging the risk of energy futures portfolios’ in Risk- Management in Commodity Markets: From Shipping to Agriculturals and Energy, H. Geman (ed.), Wiley    download

2.          Alexander, C. (2008) ‘Moving average models for volatility and correlation’ in Handbook of Finance, Volume 1, F. J. Fabozzi (ed.), Wiley    download

3.          Alexander, C. (2008) ‘Statistical models of operational loss’ in Handbook of Finance, Volume 1, F. J. Fabozzi (ed.), Wiley    download

4.          Alexander, C. and A. Venkatramanan (2008) ‘Commodity options’ in Handbook of Commodity Investing, F.J. Fabozzi, R. Füss and D.G. Kaiser (ed.), Wiley    download

5.          Alexander, C. and A. Dimitriu (2006) ‘Rank alpha funds of hedge funds’, in Fund of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties, G. N. Gregoriou (ed.),Elsevier Press    download

6.          Alexander, C. and A. Dimitriu (2005). ‘Hedge Fund Index Tracking’ in Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation, G.N. Gregoriou, G. Hübner, N. Papageorgiou, and F. Rouah (ed.), John Wiley & Sons, Inc.

7.          Alexander C. and A. Dimitriu (2004), 'The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations', in Intelligent Hedge Fund Investing, Barry Schachter (ed.) RiskBooks.

8.          Alexander, C. and L. Nogueira (2004) ‘Stochastic local volatility’ Proceedings of the second international IASTED conference on financial engineering and applications, MIT, 136-141    download

9.          Alexander, C. and E. Lazar (2004) ‘Time aggregation of normal mixture GARCH’ Proceedings of the second international IASTED conference on financial engineering and applications, MIT, 210-215

10.      Alexander, C. (2004) ‘Principles of the skew’ in Exotic Options, Alexander Lipton (ed.), Risk Publications    download

11.      Alexander, C. (2004) ‘Correlation in crude oil and natural gas markets’ in Managing Energy Price Risk (3^rd Edition) V. Kaminsky (ed.). Risk Publications 

12.      Alexander, C. (2003) ‘Statistical models for operational loss’ in Operational Risk: Regulation, Analysis and Management, Carol Alexander (ed.),  Pearson

13.      Alexander, C. (2003) ‘Managing operational risks with Bayesian networks’ in Operational Risk: Regulation, Analysis and Management, Carol Alexander (ed.),  Pearson

14.      Alexander, C. (2001) ‘Orthogonal GARCH’ in Mastering Risk Volume II, Carol Alexander (ed.), Pearson

15.      Alexander, C. (2001) ‘Bayesian methods for measuring operational risks’ in Mastering Risk Volume II, Carol Alexander (ed.), Pearson

16.      Alexander, C. (1999) ‘Correlation and cointegration in energy markets’ in Managing Energy Price Risk (2^nd Edition) V. Kaminsky (ed.). Risk Publications

17.      Alexander, C. (1998) ‘Volatility and correlation: measurement, models and applications’ in Risk Management and Analysis: Measuring and Modelling Financial Risk. Carol Alexander, (ed.) Wiley

18.      Alexander, C. (1997) ‘Estimating and forecasting volatility and correlation: methods and applications’ in Risk Management and Financial Derivatives: A Guide to the Mathematics, S. Das (ed.), LBC

19.      Alexander, C. (1996) ‘Volatility and correlation forecasting’ in the Handbook of Risk Management and Analysis Carol Alexander (ed.). Wiley

20.      Alexander, C. (1990) ‘Non-cooperative finite games’ in Handbook of Applicable Mathematics Volume VI, W. Ledermann and C. Alexander (eds.), Wiley, 293-362

21.      Alexander, C. (1980) ‘Groups’ in Handbook of Applicable Mathematics Volume I. W. Ledermann (ed.) Wiley, 237-286