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Research


The National Transportation Safety Board: A Model for Systemic Risk Management

2011
Journal of Investment Management 9 (2011), 17-49.
Eric Fielding and Jian Helen Yang

Complexity, Concentration and Contagion: A Comment

2011

The Financial Industry Needs its Own Crash Safety Board

2010

WARNING!: Physics Envy May Be Hazardous To Your Wealth

2010
Journal of Investment Management 8 (2010), 13-63.
Mark Mueller

Consumer Credit Risk Models via Machine-Learning Algorithms

2010
Journal of Banking & Finance 34 (2010), 2767-2787.
Amir E. Khandani and Adlar J. Kim

The Feasibility of Systemic Risk Measurement

2009

Regulatory Reform in the Wake of the Financial Crisis of 2007-2008

2009

MIT Roundtable on Corporate Risk Management

2008
Journal of Applied Corporate Finance 20, 3–25.
Judy Lewent; Donald Lessard; Lakshmi Shyam-Sunder. Moderated by Robert Merton

Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008

2008

Systemic Risk and Hedge Funds

2007
The Risks of Financial Institutions and the Financial Sector, edited by M. Carey and R. Stulz, 2007. Chicago, IL: University of Chicago Press.
Nicholas Chan, Mila Getmansky, Shane M. Haas

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