Jack Kim

Stanford University - Department of Management Science & Engineering

473 Via Ortega

Stanford, CA 94305-9025

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Optimal Credit Swap Portfolios

Number of pages: 32 Posted: 03 Jul 2009 Last Revised: 20 Aug 2018
Stanford University - Department of Management Science & Engineering, Korea University Business School (KUBS), Stanford University - Department of Management Science & Engineering and University of Pennsylvania - The Wharton School
Downloads 1,227 (19,180)
Citation 2

Abstract:

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portfolio selection, credit swap, goal program, nested expectation

2.

Confronting Machine Learning with Financial Research

Number of pages: 34
University of Oxford, Said Business School, University of Oxford and Stanford University - Department of Management Science & Engineering
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Financial Machine Learning, Empirical Finance, Financial Econometrics

3.

Analytical Approximations for Loan and Credit Derivatives Portfolios

Posted: 29 Apr 2012 Last Revised: 20 Jul 2015
Stanford University - Department of Management Science & Engineering, Stanford University - Department of Management Science & Engineering and Toho University

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profit and loss distribution, correlated defaults, mark-to-market, short-term approximation