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Libor Pospisil
Observed institutions:
Columbia University,
Brooklyn College
OpenAlex ID:
A5055366393
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
2009
·
Libor Pospisil
, Jan Vecer
, et al.
·
Stochastic Processes and their Applications
·
59
PDF
Portfolio sensitivity to changes in the maximum and the maximum drawdown
2009
·
Libor Pospisil
, Jan Vecer
·
Quantitative Finance
·
54
Momentum and Reversal Effects in Corporate Bond Prices and Credit Cycles
2010
·
Libor Pospisil
, Jing Zhang
·
The Journal of Fixed Income
·
34
PDE methods for maximum drawdown
2008
·
Libor Pospisil
, Jan Vecer
·
The Journal of Computational Finance
·
25
Applications of GCorr ™ Macro: Risk Integration, Stress Testing, and Reverse Stress Testing
2013
·
Libor Pospisil
, Andrew Kaplin
, et al.
·
1
Tradable measure of risk
2007
·
Libor Pospisil
, Jan Večeř
, et al.
·
RePEc: Research Papers in Economics
·
1
The Cost of Negative Returns
2009
·
Libor Pospisil
, Jan Večeř
, et al.
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Works count:
7
Citation count:
174
H-index:
4
I10-index:
4
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