Chapters and Conference Proceedings

  1. Alexander, C. (2008) ‘Hedging the risk of energy futures portfolios’ in Risk- Management in Commodity Markets: From Shipping to Agriculturals and Energy, H. Geman (), Wiley   download
  2. Alexander, C. (2008) ‘Moving average models for volatility and correlation’ in Handbook of Finance, Volume 1, F. J. Fabozzi (), Wiley   download
  3. Alexander, C. (2008) ‘Statistical models of operational loss’ in Handbook of Finance, Volume 1, F. J. Fabozzi (), Wiley   download
  4. Alexander, C. and A. Venkatramanan (2008) ‘Commodity options’ in Handbook of Commodity Investing, F.J. Fabozzi, R. Füss and D.G. Kaiser (), Wiley   download
  5. Alexander, C. and A. Dimitriu (2006) ‘Rank alpha funds of hedge funds’, in Fund of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties, G. N. Gregoriou (ed.),Elsevier Press   download
  6. Alexander, C. and A. Dimitriu (2005). ‘Hedge Fund Index Tracking’ in Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation, N. Gregoriou, G. Hübner, N. Papageorgiou, and F. Rouah (ed.), John Wiley & Sons, Inc.
  7. Alexander C. and A. Dimitriu (2004), ‘The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations’, in Intelligent Hedge Fund Investing, Barry Schachter (ed.) RiskBooks.
  8. Alexander, C. and L. Nogueira (2004) ‘Stochastic local volatility’ Proceedings of the second international IASTED conference on financial engineering and applications, MIT, 136-141    download
  9. Alexander, C. and E. Lazar (2004) ‘Time aggregation of normal mixture GARCH’ Proceedings of the second international IASTED conference on financial engineering and applications, MIT, 210-215
  10. Alexander, C. (2004) ‘Principles of the skew’ in Exotic Options, Alexander Lipton (), Risk Publications   download
  11. Alexander, C. (2004) ‘Correlation in crude oil and natural gas markets’ in Managing Energy Price Risk (3rd Edition) Kaminsky (ed.). Risk Publications
  12. Alexander, C. (2003) ‘Statistical models for operational loss’ in Operational Risk: Regulation, Analysis and Management, Carol Alexander (), Pearson
  13. Alexander, C. (2003) ‘Managing operational risks with Bayesian networks’ in Operational Risk: Regulation, Analysis and Management, Carol Alexander (), Pearson
  14. Alexander, C. (2001) ‘Orthogonal GARCH’ in Mastering Risk Volume II, Carol Alexander (), Pearson
  15. Alexander, C. (2001) ‘Bayesian methods for measuring operational risks’ in Mastering Risk Volume II, Carol Alexander (), Pearson
  16. Alexander, C. (1999) ‘Correlation and cointegration in energy markets’ in Managing Energy Price Risk (2nd Edition) Kaminsky (ed.). Risk Publications
  17. Alexander, C. (1998) ‘Volatility and correlation: measurement, models and applications’ in Risk Management and Analysis: Measuring and Modelling Financial Risk. Carol Alexander, () Wiley
  18. Alexander, C. (1997) ‘Estimating and forecasting volatility and correlation: methods and applications’ in Risk Management and Financial Derivatives: A Guide to the Mathematics, Das (ed.), LBC
  19. Alexander, C. (1996) ‘Volatility and correlation forecasting’ in the Handbook of Risk Management and Analysis Carol Alexander (). Wiley
  20. Alexander, C. (1990) ‘Non-cooperative finite games’ in Handbook of Applicable Mathematics Volume VI, W. Ledermann and C. Alexander (eds.), Wiley, 293-362
  21. Alexander, C. (1980) ‘Groups’ in Handbook of Applicable Mathematics Volume I. W. Ledermann (ed.) Wiley, 237-286