1 "상관부도시점(CDT) 시뮬레이션에 의한 신용포트폴리오 최적화" 15 (15): 35-58, 2004
2 "The new Basel accord" 7 : 118-126, 2001
3 "Random variables, distribution functions, and copulas - A personal look backward and forward" 1-14, 1996
4 "Portfolio selection" 77-91, 1952
5 "Optimization of conditional value-at-risk" 2 : 21-41, 2000
6 "On default correlation:A copula function approach" working paper (working paper): 2000
7 "Multivariate models and dependence concepts" Chapmann and Hall 73 : 1997
8 "Measuring and optimizing portfolio credit risk: A copula-based approach" university of rome 2003b
9 "Internal credit risk models: Capital allocation and performance measurement" Risk Books 1999
10 "Credit risk: Pricing, measurement, and management" Princeton University Press 2003
1 "상관부도시점(CDT) 시뮬레이션에 의한 신용포트폴리오 최적화" 15 (15): 35-58, 2004
2 "The new Basel accord" 7 : 118-126, 2001
3 "Random variables, distribution functions, and copulas - A personal look backward and forward" 1-14, 1996
4 "Portfolio selection" 77-91, 1952
5 "Optimization of conditional value-at-risk" 2 : 21-41, 2000
6 "On default correlation:A copula function approach" working paper (working paper): 2000
7 "Multivariate models and dependence concepts" Chapmann and Hall 73 : 1997
8 "Measuring and optimizing portfolio credit risk: A copula-based approach" university of rome 2003b
9 "Internal credit risk models: Capital allocation and performance measurement" Risk Books 1999
10 "Credit risk: Pricing, measurement, and management" Princeton University Press 2003
11 "Corporate bond and commercial loan portfolio analysis" New York University Saloman Brothers Center 1997
12 "Copulas for finance: A reading guide and some applications" City University Business School 2000
13 "Copulas and credit models" 111-114, 2001
14 "Copula 함수의 추정과 시뮬레이션: 국고채와 A-등급 회사채 현물 수익률에의 응용" 11 (11): 103-131, 2003
15 "Beyond Markowitz: Building the optimal portfolio using non-elliptical asset return distribution" working paper (working paper): 2003a
16 "An introduction to copulas" Springer 1999