Roger M. Stein, Ph.D.
Affiliations: | 2000 | New York University, Graduate School of Business Administration |
Area:
Finance, Computer Science, Statistics, Information ScienceGoogle:
"Roger Stein"Parents
Sign in to add mentor| Vasant Dhar | grad student | 2000 | New York University, Graduate School of Business Administration | |
| (Pattern discovery and simulation methods for evaluating risk control strategies in futures trading systems.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Dhar V, Stein RM. (2017) FinTech platforms and strategy Communications of the Acm. 60: 32-35 |
| Sherman MG, Stein RM. (2016) Systemic risk and alternative investments:A summary of selections from the state of the art The Journal of Alternative Investments. 18: 6-12 |
| Lo AW, Stein RM. (2016) TRC Networks and Systemic Risk The Journal of Alternative Investments. 18: 52-67 |
| Reyngold A, Shnyra K, Stein RM. (2015) Aggregate and firm-level measures of systemic risk from a structural model of default Journal of Alternative Investments. 17: 58-78 |
| Fagnan DE, Fernandez JM, Lo AW, et al. (2013) Can financial engineering cure cancer? American Economic Review. 103: 406-411 |
| Fernandez JM, Stein RM, Lo AW. (2012) Commercializing biomedical research through securitization techniques. Nature Biotechnology. 30: 964-75 |
| Dwyer DW, Stein RM. (2006) Inferring the default rate in a population by comparing two incomplete default databases Journal of Banking and Finance. 30: 797-810 |
| Stein RM. (2005) The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing Journal of Banking and Finance. 29: 1213-1236 |