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Bhansali, Vineer’ AUTHOR PAGE
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E-Mail: bhansali@pimco.com
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Affiliation: University of Houston
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Tail Risk Hedging: Creating Robust Portfolios for Volatile Markets 2013
Bhansali, Vineer
 
Investors know that just one severe market shock may be terminal for a financial plan. To retain a portfolio's hard-won value, asset managers need...
Tail Risk Management 2008
Bhansali, Vineer
 
In the current deleveraging episode, the severity and simultaneous realization of low-probability events across a number of strategies has brought por...
Implications of Correlated Default for Portfolio Allocation to Corporate Bonds 2002
Wise, Mark B.
Bhansali, Vineer
 
This article deals with the problem of optimal allocation of capital to corporatebonds in fixed income portfolios when there is the possibility of cor...
Forecasting Portfolio Risk in Normal and Stressed Markets 2001
Bhansali, Vineer
Wise, Mark B.
 
The instability of historical risk factor correlations renders their use in estimating portfolio risk extremely questionable. In periods of market str...
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