Selected Publications

Holton, Glyn A. (2014). Value-at-Risk: Theory and Practice, second edition, e-book.

Holton, Glyn A. (2006). Investor suffrage movement, Financial Analysts Journal, 62 (6), 15–20.

Holton, Glyn A. (2004). Defining risk, Financial Analysts Journal, 60 (6), 19–25.

Holton, Glyn A. (2003). Negatively skewed trading strategies, Derivatives Week, 12 (42), 8–9.

Holton, Glyn A. (2003). Value-at-Risk: Theory and Practice, San Diego: Academic Press.

Holton, Glyn A. (1998). Simulating value-at-risk, Risk, 11 (5), 60-63.

Holton, Glyn A. (1994). Transient effects in taxable equity investment, Financial Analysts Journal, 50 (3), 70-75.

Holton, Glyn A. (1992). Time: the second dimension of risk, Financial Analysts Journal, 48 (6), 38-45.

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Defining Risk

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