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Swing Pricing for Mutual Funds...
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ECONIS (ZBW)
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1
Swing pricing : theory and evidence
Capponi, Agostino
;
Glasserman, Paul
;
Weber, Marko
- In:
Annual review of financial economics
15
(
2023
),
pp. 617-640
Persistent link: https://www.econbiz.de/10014427161
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
Systemic portfolio diversification
Capponi, Agostino
;
Weber, Marko
- In:
Operations research
72
(
2024
)
1
,
pp. 110-131
Persistent link: https://www.econbiz.de/10014505039
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4
Maximum entropy distributions with applications to graph simulation
Glasserman, Paul
;
Larrea, Enrique Lelo de
- In:
Operations research
71
(
2023
)
5
,
pp. 1908-1924
Persistent link: https://www.econbiz.de/10014393288
Saved in:
5
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
6
Assessing look-ahead bias in stock return predictions generated by GPT sentiment analysis
Glasserman, Paul
;
Lin, Caden
- In:
The journal of financial data science
6
(
2024
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10015195384
Saved in:
7
Dynamic information regimes in financial markets
Glasserman, Paul
;
Mamaysky, Harry
;
Shen, Yiwen
- In:
Management science : journal of the Institute for …
70
(
2024
)
9
,
pp. 6069-6092
Persistent link: https://www.econbiz.de/10015138019
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8
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
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9
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
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10
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
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