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ECONIS (ZBW)
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Collateralized networks
Ghamami, Samim
;
Glasserman, Paul
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2202-2225
Persistent link: https://www.econbiz.de/10013267965
Saved in:
2
Swing pricing for mutual funds : breaking the feedback loop between fire sales and fund redemptions
Capponi, Agostino
;
Glasserman, Paul
;
Weber, Marko
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3581-3602
Persistent link: https://www.econbiz.de/10012289181
Saved in:
3
Preface to the special issue on systemic risk : models and mechanisms
Cont, Rama
;
Duffie, Darrell
;
Glasserman, Paul
;
Rogers, …
- In:
Operations research
64
(
2016
)
5
,
pp. 1053-1055
Persistent link: https://www.econbiz.de/10011594632
Saved in:
4
Hidden illiquidity with multiple central counterparties
Glasserman, Paul
;
Moallemi, Ciamac C.
;
Yuan, Kai
- In:
Operations research
64
(
2016
)
5
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10011594669
Saved in:
5
Persistence and procyclicality in margin requirements
Glasserman, Paul
;
Wu, Qi
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
Saved in:
6
Bounding wrong-way risk in CVA calculation
Glasserman, Paul
;
Yang, Linan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 268-305
Persistent link: https://www.econbiz.de/10011969151
Saved in:
7
Contingent capital, tail risk, and debt-induced collapse
Chen, Nan
;
Glasserman, Paul
;
Nouri, Behzad
;
Pelger, Markus
- In:
The review of financial studies
30
(
2017
)
11
,
pp. 3921-3969
Persistent link: https://www.econbiz.de/10011755830
Saved in:
8
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
9
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 363-378
Persistent link: https://www.econbiz.de/10012194871
Saved in:
10
Does unusual news forecast market stress?
Glasserman, Paul
;
Mamaysky, Harry
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1937-1974
Persistent link: https://www.econbiz.de/10012140041
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