Narrow search
Showing 1 - 10 of 11
Cover Image
Strategic risk shifting and the idiosyncratic volatility puzzle : an empirical investigation
Chen, Zhiyao; Strebulaev, Ilya A.; Xing, Yuhang; Zhang, … - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 2751-2772
Persistent link: https://www.econbiz.de/10012550013
Cover Image
Valuing thinly traded assets
Longstaff, Francis A. - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3868-3878
Persistent link: https://www.econbiz.de/10011900055
Cover Image
Monte Carlo algorithms for default timing problems
Giesecke, Kay; Kim, Baeho; Zhu, Shilin - In: Management science : journal of the Institute for … 57 (2011) 12, pp. 2115-2129
Persistent link: https://www.econbiz.de/10009428275
Cover Image
Systemic risk : what defaults are telling us
Giesecke, Kay; Kim, Baeho - In: Management science : journal of the Institute for … 57 (2011) 8, pp. 1387-1405
Persistent link: https://www.econbiz.de/10009297011
Cover Image
Optimal credit swap portfolios
Giesecke, Kay; Kim, Baeho; Kim, Jack; Tsoukalas, Gerry - In: Management science : journal of the Institute for … 60 (2014) 9, pp. 2291-2307
Persistent link: https://www.econbiz.de/10010461900
Cover Image
Introduction to the special section on data-driven prescriptive analytics
Giesecke, Kay; Liberali, Gui; Nazerzadeh, Hamid; … - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1591-1594
Persistent link: https://www.econbiz.de/10013259930
Cover Image
Risk analysis for large pools of loans
Sirignano, Justin; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
Cover Image
Dynamic portfolio execution
Tsoukalas, Gerry; Wang, Jiang; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
Cover Image
Systemic Risk: What Defaults Are Telling Us
Giesecke, Kay; Kim, Baeho - In: Management science : journal of the Institute for … 57 (2011) 8, pp. 1387-1406
Persistent link: https://www.econbiz.de/10009252595
Cover Image
Monte Carlo Algorithms for Default Timing Problems
Giesecke, Kay; Kim, Baeho; Zhu, Shilin - In: Management science : journal of the Institute for … 57 (2011) 12, pp. 2115-2130
Persistent link: https://www.econbiz.de/10009809935