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Research


Open-Source Software for “A Survey of Systemic Risk Analytics”

2012
Dimitrios Bisias, Mark Flood, and Stavros Valavanis

A Survey of Systemic Risk Analytics

2012
Annual Review of Financial Economics 4, 255-296
Dimitrios Bisias, Mark Flood, and Stavros Valavanis

Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?

2012
Texas Law Review 90 (2012), 1775-1810.
Thomas J. Brennan

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

2012
Journal of Financial Economics 104 (2012), 535-559.
Monica Billio, Mila Getmansky, and Loriana Pelizzon

Privacy-Preserving Methods for Sharing Financial Risk Exposures

2012
American Economic Review: Papers & Proceedings 102 (2012), 65-70.
Emmanuel A. Abbe and Amir E. Khandani

The FTSE StableRisk Indices

2011
Journal of Index Investing 2(2011), 12–35.
Jeremiah Chafkin and Robert Sinnott

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices

2011
The Handbook of News Analytics in Finance
Alexander D. Healy

Reading About the Financial Crisis: A Twenty-One-Book Review

2011

Measuring Systemic Risk in the Finance and Insurance Sectors

2011
Monica Billio, Mila Getmansky, and Loriana Pelizzon

What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data

2011
Journal of Financial Markets 14 (2011), 1-46.
Amir Khandani

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