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Wanmo Kang, Ph.D. - Publications

Affiliations: 
2005 Columbia University, New York, NY 
Area:
Industrial Engineering
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8 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2015 Glasserman P, Kang C, Kang W. Stress scenario selection by empirical likelihood Quantitative Finance. 15: 25-41. DOI: 10.2139/Ssrn.2101465  0.37
2015 Kang CM, Hong YS, Huh WT, Kang W. Risk Propagation Through a Platform: The Failure Risk Perspective on Platform Sharing Ieee Transactions On Engineering Management. 62: 372-383. DOI: 10.1109/Tem.2015.2427844  0.338
2014 Glasserman P, Kang W. OR forum-Design of risk weights Operations Research. 62: 1204-1220. DOI: 10.1287/Opre.2014.1308  0.349
2014 Kang W, Kim KK, Shin H. Fairing the gamma: An engineering approach to sensitivity estimation Iie Transactions (Institute of Industrial Engineers). 46: 374-396. DOI: 10.1080/0740817X.2012.689125  0.312
2012 Kang W, Kim K, Shin H. Denoising Monte Carlo Sensitivity Estimates Operations Research Letters. 40: 195-202. DOI: 10.1016/J.Orl.2012.01.006  0.334
2008 Glasserman P, Kang W, Shahabuddin P. Fast simulation of multifactor portfolio credit risk Operations Research. 56: 1200-1217. DOI: 10.1287/Opre.1080.0558  0.627
2007 Kang W, Shahabuddin P, Whitt W. Exploiting regenerative structure to estimate finite time averages via simulation Acm Transactions On Modeling and Computer Simulation. 17: 8. DOI: 10.1145/1225275.1225279  0.59
2007 Glasserman P, Kang W, Shahabuddin P. Large deviations in multifactor portfolio credit risk Mathematical Finance. 17: 345-379. DOI: 10.1111/J.1467-9965.2006.00307.X  0.613
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