Details about Larry Eisenberg

Access statistics for papers by Larry Eisenberg.

Last updated 2023-05-13. Update your information in the RePEc Author Service.

Short-id: pei15

Working Papers

1995

1. Connectivity and Financial Network Shutdown
   Working Papers, Santa Fe Institute View citations (2)

1991

2. Generalized put-Call parity
   Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (1991)
3. Option pricing with random volatilities in complete markets
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (5)
4. Quantity-Adjusting Options and Forward Contracts
   Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (3)
   Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1991) View citations (1)
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (1991) View citations (2)

Undated

5. Generalized Put-Call Parity (Reprint 040)
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
6. Quantity-Adjusting Options and Forward Contracts (Revised: 29-91)
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
7. Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041)
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)

Journal Articles

2011

1. Destabilizing properties of a VaR or probability-of-ruin constraint when variances may be infinite
   Journal of Financial Stability, 2011, 7, (1), 10-18

2009

2. Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2009, 12, (01), 63-85 View citations (1)

2007

3. Implementing risk management systems with a benchmark: a Web-Based DSS approach
   International Journal of Electronic Finance, 2007, 1, (3), 293-303

2001

4. Systemic Risk in Financial Systems
   Management Science, 2001, 47, (2), 236-249 View citations (726)

Undated

5. The marginal price of risk with a VaR constraint
   Journal of Risk