Nematrian Reference Library
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Set out below are suggested references for the Page you have come from. Alternatively, select category and sub-category to see a table of references, i.e. external material referred to by Nematrian website, relating to your choice (and in some cases hyperlinks to and/or abstracts or summaries of these references)
References and other external resources for: AboutNematrianFounder
| Author(s) | Title |
| Kemp, M.H.D. (2014b) | Regulatory costs and risk neutrality |
| Kemp, M.H.D. (2014a) | Changing financial sector interconnectivities and their impact on regulatory frameworks (updated) |
| Kemp, M.H.D. (2013) | Tail Weighted Probability Distribution Parameter Estimation |
| Kemp, M.H.D. (2011) | Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails |
| Kemp, M.H.D. (2011a) | Sponsor covenants in risk-based capital |
| Kemp, M.H.D. (2011) | Entity-wide risk management for pension funds |
| Kemp, M.H.D. (2010b) | Regulatory Change and the Credit/Liquidity Crisis |
| Kemp, M.H.D. (2010a) | Liquidity Risk - Its Relevance to Actuaries |
| Kemp, M.H.D. (2010) | Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails |
| Kemp, M.H.D. (2009a) | The VaR vs Tail VaR Mindset |
| Kemp, M.H.D. (2009) | Market consistency: Model calibration in imperfect markets |
| Kemp, M.H.D. (2008d) | Catering for the Fat-tailed Behaviour of Investment Returns: Improving on Skew, Kurtosis and the Cornish-Fisher Adjustment |
| Kemp, M.H.D. (2008c) | Efficient Alpha Capture in Socially Responsible Investment Portfolios |
| Kemp, M.H.D. (2008b) | Enhancing alpha delivery via global equity extended alpha portfolios |
| Kemp, M.H.D. (2008a) | Efficient implementation of global equity ideas |
| Kemp, M.H.D. (2007) | 130/30 Funds: Extending the alpha generating potential of long-only equity portfolios |
| Kemp, M.H.D. (2005a) | Solar-Powered Space Flight |
| Kemp, M.H.D. (2005) | Risk Management in a Fair Valuation World |
| Kemp, M.H.D. (2003) | Optical Imaging Device Design for Solar Powered Flight and Power Generation |
| Kemp, M.H.D. (2001) | Ultra-high resolution imaging devices |
| Kemp, M.H.D. (1997) | Actuaries and derivatives |
| Kemp, M.H.D. and Patel, C.C. (2011) | Entity-wide Risk Management for Pension Funds |
| Kemp, M.H.D, Cumberworth, M., Gardner, D., Griffiths, J., Rains, P. and Sandford, C. (2000) | Portfolio Risk Measurement and Reporting: An Overview for Pension Funds |
Click Author(s) column to go to document location on Internet if known to Nematrian. Click Title column to go to relevant material on www.amazon.com in a new window; if this is not the Amazon website you usually use then choose from following and press 'Update Locale':
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