Titlesort descending Author Year
A resampling approach for causal inference on novel two-point time-series with application to identify risk factors for type-2 diabetes and cardiovascular disease Xiaowu Dai; Saad Mouti; Marjorie Lima Do Vale; Sumantra Ray; Jeffrey Bohn; Lisa Goldberg 2021
Collateralized Networks Samim Ghamami; Paul Glasserman; Peyton Young 2021
Contrary to Robert Shiller’s Predictions, Stock Market Investors Made Much Money in the Past Decade: What Does This Tell Us? J. Bradford DeLong; Konstantin Magin 2006
Controlling shareholders' value, long-run firm value and short-term performance Hyung Cheol Kang; Robert Anderson; Kyong Shik Eom; Sang Koo Kang 2017
Deep Learning for Mortgage Risk Justin Sirignano; Apaar Sadhwani; Kay Giesecke 2018
Derivatives Pricing under Bilateral Counterparty Risk Peter Carr; Samim Ghamami 2017
Determinants of Levered Portfolio Performance Lisa Goldberg; Robert Anderson 2014
Does OTC Derivatives Reform Incentivize Central Clearing? Samim Ghamami; Paul Glasserman 2017
Drawdown: From Practice to Theory and Back Again Lisa Goldberg; Ola Mahmoud 2016
Dynamic Scheduling of a Two-Server Parallel Server System with Complete Resource Pooling and Reneging in Heavy Traffic: Asymptotic Optimality of a Two-Threshold Policy Samim Ghamami; Amy Ward 2013
Efficient Monte Carlo Barrier Option Pricing when the Underlying Security Price Follows a Jump-Diffusion Process Sheldon Ross; Samim Ghamami 2010
Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement Samim Ghamami; Bo Zhang 2014
Efficient Monte Carlo CVA Estimation Samim Ghamami; Bo Zhang 2014
Efficient Monte Carlo CVA Estimation Samim Ghamami; Bo Zhang 2014
Efficient Simulation of a Random Knockout Tournament Samim Ghamami; Sheldon Ross 2008
Equity risk premium and insecure property rights Konstantin Magin 2014
Identifying Broad and Narrow Financial Risk Factors with Convex Optimization Alex Shkolnik; Lisa Goldberg; Jeffrey Bohn 2016
Improving the Asmussen – Kroese Type Simulation Estimators Samim Ghamami; Sheldon Ross 2012
Improving the Normalized Importance Sampling Estimator Samim Ghamami; Sheldon Ross 2012
James-Stein estimation of the first principal component Alex Shkolnik 2021
Multi Anchor Point Shrinkage for the Sample Covariance Matrix Hubeyb Gurdogan; Alec Kercheval 2021
Optimizing Value Ran Leshem; Lisa Goldberg; Alan Cummings 2016
Restoring Value to Minimum Variance Lisa Goldberg 2013
Static Models of Central Counterparty Risk Samim Ghamami 2015