Alexander Shkolnik - Dokumente zum Namen

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[ ] Sample-Based Planning with Volumes in Configuration Space

arxiv.org

Submission history. From: Alexander Shkolnik [view email] [v1] Wed, 14 Sep :39:07 UTC (575 KB). Full-text links: ...

Optimal Importance Sampling of Default Losses by Kay Giesecke,...

papers.ssrn.com

Risk management applications often require estimating the tail distribution of total default losses on a portfolio of credit-sensitive positions such as loans a

Systemic Risk in the Repo Market

www.ipam.ucla.edu

Alexander Shkolnik University of California, Berkeley (UC Berkeley) Economics. The repo market is a crucial part of the US financial infrastructure. The complex ...

[ ] The Dispersion Bias

arxiv.org

Submission history. From: Alexander Shkolnik [view email] [v1] Wed, 15 Nov :03:58 UTC (146 KB) [v2] Sat, 18 Nov :59:40 UTC (146 KB)

Better Betas by Lisa R. Goldberg, Alex Papanicolaou, Alexander ...papers.ssrn.com › sol3 › papers

papers.ssrn.com

· Alexander Shkolnik (Contact Author) · University of California, Santa Barbara (UCSB) ( email ) · University of California at Berkeley ( email ).

The Dispersion Bias by Lisa R. Goldberg, Alex Papanicolaou, Alexander...

papers.ssrn.com

We identify and …ct excess dispersion in the leading eigenvector of a sample covariance matrix, when the number of variables vastly exceeds the number o

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Dokumente zum Namen Alexander Shkolnik

[ ] Sample-Based Planning with Volumes in Configuration Space

Optimal Importance Sampling of Default Losses by Kay Giesecke,...

Systemic Risk in the Repo Market

[ ] The Dispersion Bias

Better Betas by Lisa R. Goldberg, Alex Papanicolaou, Alexander ...papers.ssrn.com › sol3 › papers

The Dispersion Bias by Lisa R. Goldberg, Alex Papanicolaou, Alexander...