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Sean C. Keenan

Observed names: S. C. KEENAN, SEAN C. KEENAN, Sean C Keenan, Sean C. Keenan BA, PhD, Sean Keenan
Institution: New York University
OpenAlex ID: A5013228246
Benchmarking Quantitative Default Risk Models: A Validation Methodology
2000 · J. R. Soběhart, Sean C. Keenan, et al. · 171
Predicting Default Rates: A Forecasting Model for Moody's Issuer-Based Default Rates
2007 · Sean C Keenan, Jorge R Sobehart, et al. · SSRN Electronic Journal · 73
Validation techniques and performance metrics for loss given default models
2009 · David Li, Ruchi Bhariok, et al. · The Journal of Risk Model Validation · 10
A Practical Review and Test of Default Prediction Models
2001 · J. R. Soběhart, Sean C. Keenan · 9
Corporate Bond Ratings and Default Rates
1999 · Sean C. Keenan · AIMR Conference Proceedings · 7
Multi-country tests for the oscillator model with slowly varying coefficients
1996 · James B. Ramsey, Sean Keenan · Journal of Economic Behavior & Organization · 4
Internal credit rating systems: methodology and economic value
2009 · Radu Neagu, Sean Keenan, et al. · The Journal of Risk Model Validation · 3
Uncertainty in Pricing Tradable Options
2003 · JORGE R. SOBEHART, SEAN C. KEENAN · International Journal of Theoretical and Applied Finance · 3
The Impact of Valuation Uncertainty in the Pricing of Risky Debt
2003 · JORGE R. SOBEHART, SEAN C. KEENAN · The Journal of Risk Finance · 3
Financial Institution Advantage and the Optimization of Information Processing
2015 · Sean C. Keenan · Wiley eBooks · 2
Capital structure arbitrage and market timing under uncertainty and trading noise
2005 · Jorge Sobehart, Sean Keenan · The Journal of Credit Risk · 2
Strategic Hardware and Software Management
2015 · Sean C. Keenan BA, PhD · Wiley eBooks · 1
The computation of optimised credit transition matrices
2011 · Kete Long, Sean C. Keenan, et al. · Journal of risk management in financial institutions · 1
Understanding performance measures for validating default risk models: a review of performance metrics
2007 · Jorge Sobehart, Sean Keenan · The Journal of Risk Model Validation · 1
Generating Transition Probability Matrices through an Optimization Framework
2007 · Radu Neagu, Sean C Keenan, et al. · SSRN Electronic Journal · 1
A Paradox of Intuition: Hedging the Limit or Hedging in the Limit?
2002 · J. R. SOBEHART, S. C. KEENAN · International Journal of Theoretical and Applied Finance · 1
The Return on Analytic Assets
2015 · Sean C. Keenan BA, PhD · Wiley eBooks
Data Risk Measurement
2015 · Sean C. Keenan BA, PhD · Wiley eBooks
Model Risk Measurement
2015 · Sean C. Keenan BA, PhD · Wiley eBooks
Data, Models, and Information
2015 · Sean C. Keenan BA, PhD · Wiley eBooks
Financial Institutions as Information Processors
2015 · Sean C. Keenan BA, PhD · Wiley eBooks
A Strategy for Optimizing the Information Processing Complex
2015 · Sean C. Keenan BA, PhD · Wiley eBooks
Frontmatter
2015 · Sean C. Keenan BA, PhD · Wiley eBooks
References
2015 · Sean C. Keenan BA, PhD · Wiley eBooks
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About the Author
2015 · Sean C. Keenan BA, PhD · Wiley eBooks
Works count: 32
Citation count: 292
H-index: 5
I10-index: 3
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