E-LIB Suche - Ergebnisse für: Glasserman, Paul

1

Should Bank Stress Tests Be Fair?:

Glasserman, Paul ; Li, Mike
Management Science. , 2024

Link: https://doi.org/10.1287/..

2

Time Variation in the News–Returns Relationship:

Glasserman, Paul ; Li, Fulin ; Mamaysky, Harry
Journal of Financial and Quantitative Analysis. , 2023

Link: https://doi.org/10.1017/..

3

Swing Pricing: Theory and Evidence:

Capponi, Agostino ; Glasserman, Paul ; Weber, Marko
Annual Review of Financial Economics. 15 (2023) 1 - p. 617-640 , 2023

Link: https://doi.org/10.1146/..

4

W-shaped implied volatility curves and the Gaussian mixture..:

Glasserman, Paul ; Pirjol, Dan
Quantitative Finance. 23 (2023) 4 - p. 557-577 , 2023

Link: https://doi.org/10.1080/..

5

Investor Information Choice with Macro and Micro Informatio:

Glasserman, Paul ; Mamaysky, Harry ; Foucault, Thierry
The Review of Asset Pricing Studies. 13 (2022) 1 - p. 1-52 , 2022

Link: https://doi.org/10.1093/..

6

Combined Derivative Estimators:

, In: Advances in Modeling and Simulation,

Glasserman, Paul - p. 193-210 , 2022

Link: https://doi.org/10.1007/..

7

Choosing news topics to explain stock market returns:

, In: Proceedings of the First ACM International Conference on AI in Finance,

Glasserman, Paul ; Krstovski, Kriste ; Laliberte, Paul. - p. 1-8 , 2020

Link: https://dl.acm.org/doi/1..

8

Choosing News Topics to Explain Stock Market Returns:

Glasserman, Paul ; Krstovski, Kriste ; Laliberte, Paul-Robert.
ACM International Conference on AI in Finance 2020. , 2020

Link: https://ssrn.com/abstrac..

9

Does Unusual News Forecast Market Stress?:

Glasserman, Paul ; Mamaysky, Harry
The Journal of Financial and Quantitative Analysis. 54 (2019) 5 - p. 1937-1974 , 2019

Link: https://www.jstor.org/st..

10

Buy rough, sell smooth:

Glasserman, Paul ; He, Pu
Quantitative Finance. 20 (2019) 3 - p. 363-378 , 2019

Link: https://doi.org/10.1080/..

11

Does Unusual News Forecast Market Stress?:

Glasserman, Paul ; Mamaysky, Harry
Journal of Financial and Quantitative Analysis. 54 (2019) 5 - p. 1937-1974 , 2019

Link: https://doi.org/10.1017/..

12

Persistence and Procyclicality in Margin Requirements:

Glasserman, Paul ; Wu, Qi
Management Science. 64 (2018) 12 - p. 5705-5724 , 2018

Link: https://doi.org/10.1287/..

13

Estimating a covariance matrix for market risk management a..:

Neuberg, Richard ; Glasserman, Paul
Quantitative Finance. 19 (2018) 1 - p. 77-92 , 2018

Link: https://doi.org/10.1080/..

14

Persistence and Procyclicality in Margin Requirements:

Glasserman, Paul ; Wu, Qi
Management Science. 64 (2018) 12 - p. 5705-5724 , 2018

Link: https://www.jstor.org/st..

15

Simulation of bipartite or directed graphs with prescribed ..:

, In: Proceedings of the 2018 Winter Simulation Conference,

Glasserman, Paul ; de Larrea, Enrique Lelo - p. 1658-1669 , 2018

Link: https://dl.acm.org/doi/1..