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Hanson, Samuel Gregory's
Scholarly Papers
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Total Downloads
4,657 |
Total
Citations
153 |
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1.
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Hanson, Samuel Gregory Harvard Business School Schuermann, Til Oliver Wyman
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1,286
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7
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Risk management, credit risk, bootstrap, confidence intervals
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Hanson, Samuel Gregory Harvard Business School Kashyap, Anil K. University of Chicago - Booth School of Business Stein, Jeremy C. Harvard University - Department of Economics
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1,033
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44
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3.
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Characteristic Timing
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Greenwood, Robin M. Harvard Business School - Finance Unit Hanson, Samuel Gregory Harvard Business School
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Posted:
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26 Dec 08
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Last Revised:
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05 Dec 10
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604
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Greenwood, Robin M. Harvard Business School - Finance Unit Hanson, Samuel Gregory Harvard Business School
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13
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Greenwood, Robin M. Harvard Business School - Finance Unit Hanson, Samuel Gregory Harvard Business School
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17 Mar 10
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Last Revised:
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05 Dec 10
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208
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4
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Limits-to-arbitrage, characteristics, mispricing, capital structure, cross-section of stock returns
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Greenwood, Robin M. Harvard Business School - Finance Unit Hanson, Samuel Gregory Harvard Business School
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26 Dec 08
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Last Revised:
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15 Feb 10
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383
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4
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Limits-to-arbitrage, characteristics, mispricing, capital structure, cross-section of stock returns
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4.
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Issuer Quality and the Credit Cycle
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Greenwood, Robin M. Harvard Business School - Finance Unit Hanson, Samuel Gregory Harvard Business School
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Posted:
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05 Jan 11
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Last Revised:
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11 Jul 11
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520
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Greenwood, Robin M. Harvard Business School - Finance Unit Hanson, Samuel Gregory Harvard Business School
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5
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1
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Greenwood, Robin M. Harvard Business School - Finance Unit Hanson, Samuel Gregory Harvard Business School
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05 Jan 11
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Last Revised:
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28 Jun 11
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515
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1
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credit risk, credit bubbles, forecasting regressions, debt issuance, quality
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5.
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Confidence Intervals for Probabilities of Default
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Versions (2)
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Hanson, Samuel Gregory Harvard Business School Schuermann, Til Oliver Wyman
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Posted:
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05 Aug 05
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Last Revised:
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17 Feb 06
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329
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22
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Hanson, Samuel Gregory Harvard Business School Schuermann, Til Oliver Wyman
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0
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Risk management, credit risk, bootstrap
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Hanson, Samuel Gregory Harvard Business School Schuermann, Til Oliver Wyman
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329
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22
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Risk management, credit risk, bootstrap
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6.
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Pesaran, M. Hashem University of Southern California Hanson, Samuel Gregory Harvard Business School Schuermann, Til Oliver Wyman
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280
(52,102)
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Risk management, correlated defaults, credit loss distributions, heterogeneity, diversification
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7.
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Greenwood, Robin M. Harvard Business School - Finance Unit Hanson, Samuel Gregory Harvard Business School Stein, Jeremy C. Harvard University - Department of Economics
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22 Sep 10
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Last Revised:
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04 Jan 11
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225
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7
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Government Debt Maturity, Corporate Debt Maturity, Fire sales, Money creation
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8.
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Pesaran, M. Hashem University of Southern California Hanson, Samuel Gregory Harvard Business School Schuermann, Til Oliver Wyman
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194
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13
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Risk management, correlated defaults, factor models, portfolio choice
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9.
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Chen, Joseph University of California, Davis - Graduate School of Management Hanson, Samuel Gregory Harvard Business School Hong, Harrison G. Princeton University - Department of Economics Stein, Jeremy C. Harvard University - Department of Economics
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102
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26
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10.
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Greenwood, Robin M. Harvard Business School - Finance Unit Hanson, Samuel Gregory Harvard Business School Stein, Jeremy C. Harvard University - Department of Economics
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62
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28
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11.
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Hanson, Samuel Gregory Harvard Business School Stein, Jeremy C. Harvard University - Department of Economics
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22
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1
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monetary policy, real interest rates, term premia
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