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I cannot suggest some reference particularly, since the field is going to develop day by day, but, generally, you could take a look to: Engelmann, Bernd, and Robert Rauhmeier, eds. The Basel II risk parameters: estimation, validation, and stress testing. Springer Science & Business Media, 2006. Particularly, look at the chapter 4 and 5; the ...


I haven't found the working paper, the SSRN page doesn't give any papers from before 1998 which happens to be the year of the Glasserman publication(?). However, this paper I found could be based on the working paper.


This answer could be flagged and progressively closed, because of the fact it probably belongs to the basic financial question (please, read the help center, before asking something new). The most common online research sites are the following: SSRN, particularly, visit the Market Microstructure eJournal on SSRN.com; Google Scholar They are really good ...


This question is pretty dealt on the internet with; browsing on the web I found a lot of people preferred the 1940 revised edition, but without evident reasons. On the personal finance site suggested to read Graham's Intelligent Investor, considered better than Security Analysis. Personally, I had a look to the last version and I suggest you to do the same; ...

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