Michael B. Gordy

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 1

Top Topics

Investment Decisions

Infinite Dimensional

Top Venues

J. Appl. Probab.

Publications

Wenxin Du, Salil Gadgil, Michael B. Gordy, Clara Vega
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market. Manag. Sci. 70 (6) (2024)
Michael B. Gordy
Finite-Dimensional Distributions of a Square-Root Diffusion. J. Appl. Probab. 51 (4) (2014)
Michael B. Gordy, Søren Willemann
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models. Manag. Sci. 58 (3) (2012)
Michael B. Gordy, Sandeep Juneja
Nested Simulation in Portfolio Risk Measurement. Manag. Sci. 56 (10) (2010)
Michael B. Gordy, Sandeep Juneja
Efficient simulation for risk measurement in portfolio of CDOS. WSC (2006)