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Paul Glasserman

Columbia University

53H指数
301论文数
1.5W被引数
收录论文 14
发表时间
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Time Variation in the News-Returns Relationship (Nov, pg 1, 2023)
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2024-10-04
err0
PREAI
errGlasserman, Paul; Li, Fulin; Mamaysky, Harry
err分享
err收藏
Stress Testing Spillover Risk in Mutual Funds测试共同基金的溢出风险压力测试
errMANAGEMENT SCIENCE
IF4.9
err2024-08-30
err1
PREAI
errCapponi, Agostino; Glasserman, Paul; Weber, Marko Hans
err分享
err收藏
Time Variation in the News-Returns Relationship
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2023-11-15
err1
PREAI
errGlasserman, Paul; Li, Fulin; Mamaysky, Harry
err分享
err收藏
Swing Pricing: Theory and Evidence
errfinancial economics
IF5.2
err2023-11-01
err3
PREAI
errCapponi, Agostino; Glasserman, Paul; Weber, Marko
err分享
err收藏
Does Unusual News Forecast Market Stress?
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2019-04-25
err37
PREAI
errGlasserman, Paul; Mamaysky, Harry
err分享
err收藏
Does OTC derivatives reform incentivize central clearing?
errJOURNAL OF FINANCIAL INTERMEDIATION
IF3.7
err2017-10-01
err28
PREAI
errGhamami, Samim; Glasserman, Paul
err分享
err收藏
Contingent Capital, Tail Risk, and Debt-Induced Collapse
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2017-07-11
err30
PREAI
errChen, Nan; Glasserman, Paul; Nouri, Behzad; Pelger, Markus
err分享
err收藏
Contagion in Financial Networks金融网络中的传染
errJOURNAL OF ECONOMIC LITERATURE
IF10.6
err2016-09-01
err266
errOAAI
errGlasserman, Paul; Young, H. Peyton
err分享
err收藏
Market-Triggered Changes in Capital Structure: Equilibrium Price Dynamics
errECONOMETRICA
IF7.1
err2016-01-01
err28
PREAI
errGlasserman, Paul; Nouri, Behzad
err分享
err收藏
How likely is contagion in financial networks?
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-01-01
err403
errOAAI
errGlasserman, Paul; Young, B. Peyton
err分享
err收藏
Correlation expansions for CDO pricing
errJOURNAL OF BANKING & FINANCE
IF3.8
err2007-05-01
err23
PREAI
errGlasserman, Paul; Suchintabandid, Sira
err分享
err收藏
A conversation with Chris Heyde
errSTATISTICAL SCIENCE
IF3.4
err2006-05-01
err1
errOAAI
errGlasserman, Paul; Kou, Steven
err分享
err收藏
Equilibrium positive interest rates: A unified view
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2001-01-01
err25
PREAI
errJin, Y; Glasserman, P
err分享
err收藏
A large deviations perspective on the efficiency of multilevel splitting
errIEEE TRANSACTIONS ON AUTOMATIC CONTROL
IF7
err1998-01-01
err47
PREAI
errGlasserman, P; Heidelberger, P; Shahabuddin, P; Zajic, T
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
P
Philip Heidelberger
H 指数: 42 · 论文数: 159
S
Steven Kou
H 指数: 31 · 论文数: 101
P
Perwez Shahabuddin
H 指数: 30 · 论文数: 76
H
H. Peyton Young
H 指数: 25 · 论文数: 88
A
Agostino Capponi
H 指数: 22 · 论文数: 206
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