Paul Glasserman

16편

• Stress Testing Spillover Risk in Mutual Funds
  ms · 2024 · 인용 3 · Financial Markets and Investment Strategies
• Should Bank Stress Tests Be Fair?
  ms · 2024 · 인용 0 · Credit Risk and Financial Regulations
• Dynamic Information Regimes in Financial Markets
  ms · 2023 · 인용 4 · Financial Markets and Investment Strategies
• Collateralized Networks
  ms · 2021 · 인용 26 · Banking stability, regulation, efficiency
• Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
  ms · 2020 · 인용 48 · Financial Markets and Investment Strategies
• Submodular Risk Allocation
  ms · 2019 · 인용 3 · Risk and Portfolio Optimization
• Persistence and Procyclicality in Margin Requirements
  ms · 2018 · 인용 34 · Financial Risk and Volatility Modeling
• Contingent Capital with a Capital-Ratio Trigger
  ms · 2012 · 인용 162 · Credit Risk and Financial Regulations
• Valuing the Treasury's Capital Assistance Program
  ms · 2011 · 인용 33 · Banking stability, regulation, efficiency
• Importance Sampling for Portfolio Credit Risk
  ms · 2005 · 인용 342 · Credit Risk and Financial Regulations
• Variance Reduction Techniques for Estimating Value-at-Risk
  ms · 2000 · 인용 220 · Probability and Risk Models
• Introduction to the Special Issue on Stochastic Models and Simulation
  ms · 2000 · 인용 0 · Simulation Techniques and Applications
• Estimating Security Price Derivatives Using Simulation
  ms · 1996 · 인용 471 · Stochastic processes and financial applications
• Rare-Event Simulation for Multistage Production-Inventory Systems
  ms · 1996 · 인용 21 · Probability and Risk Models
• Sensitivity Analysis for Base-Stock Levels in Multiechelon Production-Inventory Systems
  ms · 1995 · 인용 272 · Supply Chain and Inventory Management
• Some Guidelines and Guarantees for Common Random Numbers
  ms · 1992 · 인용 166 · Simulation Techniques and Applications