Title Author Yearsort ascending
Determinants of Levered Portfolio Performance Lisa Goldberg; Robert Anderson 2014
Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement Samim Ghamami; Bo Zhang 2014
Equity risk premium and insecure property rights Konstantin Magin 2014
Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA Lisa Goldberg 2014
Restoring Value to Minimum Variance Lisa Goldberg 2013
The Dynamics of Rising Interest Rates Robert Anderson; Stephen Bianchi; Lisa Goldberg 2013
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
The Equity Risk Premium for Securitized Real Estate: The Case for U.S. Real Estate Investment Trusts Robert H. Edelstein; Konstantin Magin 2013
Improving the Asmussen – Kroese Type Simulation Estimators Samim Ghamami; Sheldon Ross 2012
Will My Risk Parity Strategy Outperform? Robert Anderson; Stephen Bianchi; Lisa Goldberg 2012
Improving the Normalized Importance Sampling Estimator Samim Ghamami; Sheldon Ross 2012
Efficient Monte Carlo Barrier Option Pricing when the Underlying Security Price Follows a Jump-Diffusion Process Sheldon Ross; Samim Ghamami 2010
The U.S. Equity Return Premium: Past, Present, and Future J. Bradford DeLong; Konstantin Magin 2009
Efficient Simulation of a Random Knockout Tournament Samim Ghamami; Sheldon Ross 2008
Why Liberals Should Enthusiastically Support Social Security Personal Accounts Konstantin Magin 2007
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