Larry Eisenberg

New Jersey Institute of Technology

Associate Professor of Finance

School of Management

Newark, NJ 07102-1982

United States

http://som.njit.edu/people/eisenberg.php

  • New Jersey Institute of Technology

    • Email
    • Tel: 973 642-7263
    • Fax: 973 596-3074
SCHOLARLY PAPERS

15

DOWNLOADS
Rank 14,440

SSRN RANKINGS

Top 14,440

in Total Papers Downloads

3,952

SSRN CITATIONS
Rank 3,935

SSRN RANKINGS

Top 3,935

in Total Papers Citations

88

CROSSREF CITATIONS

247

Scholarly Papers (15)

Actions:
Email selected abstracts
1.

Systemic Risk in Financial Networks

Downloads 2,125 ( 8,027)
Citation 88

Systemic Risk in Financial Networks

Number of pages: 29 Posted: 24 Sep 1999
Larry Eisenberg and Thomas H. Noe
New Jersey Institute of Technology and University of Oxford - Said Business School
Downloads 2,125 (7,886)
Citation 88

Abstract:

Loading...

Systemic Risk in Financial Networks

Management Science, Vol. 47, No. 2, pp. 236-24, 2001
Posted: 22 Jun 2007
Larry Eisenberg and Thomas H. Noe
New Jersey Institute of Technology and University of Oxford - Said Business School

Abstract:

Loading...

Credit risk, Default, Clearing Systems

2.

A Price of Total Risk for Managing Against a Benchmark

Number of pages: 28 Posted: 04 Nov 2005
Larry Eisenberg
New Jersey Institute of Technology
Downloads 438 (77,283)

Abstract:

Loading...

Capital budgeting, Asset pricing, Risk management, Safety-first, Funds, Benchmark

3.

The Marginal Price of Risk With a Cvar Constraint

Number of pages: 10 Posted: 22 Jun 2007
Larry Eisenberg
New Jersey Institute of Technology
Downloads 364 (95,871)
Citation 2

Abstract:

Loading...

Cvar, Expected Shortfall, Risk Managment

4.

Generalized Put-Call Parity

Journal of Financial Engineering, Vol. 1, No. 3, pp. 243-263, 1993
Number of pages: 22 Posted: 02 Jan 2007 Last Revised: 21 Aug 2008
David F. Babbel and Larry Eisenberg
University of Pennsylvania - The Wharton School - Finance and Insurance Departments and New Jersey Institute of Technology
Downloads 276 (129,625)
Citation 1

Abstract:

Loading...

put-call parity, quantos, foreign exchange, options

5.

Destabilizing Properties of a VaR or Probability-of-Ruin Constraint when Variances May Be Infinite

Number of pages: 35 Posted: 01 Nov 2007 Last Revised: 10 Jul 2009
Larry Eisenberg
New Jersey Institute of Technology
Downloads 269 (133,200)

Abstract:

Loading...

Var, Probability of ruin, Risk management, Risk premium, Premium switching

6.

Quantity-Adjusting Options and Forward Contracts

Journal of Financial Engineering , Vol. 2, No. 2, pp. 89-126, 1993
Number of pages: 20 Posted: 02 Jan 2007
David F. Babbel and Larry Eisenberg
University of Pennsylvania - The Wharton School - Finance and Insurance Departments and New Jersey Institute of Technology
Downloads 239 (149,879)
Citation 1

Abstract:

Loading...

Quantos, foreign exchange, options, quantity-adjusting

7.

VaR, Probability-of-Ruin and Their Consequences for Normal Risks

Number of pages: 45 Posted: 14 Oct 2009
Larry Eisenberg
New Jersey Institute of Technology
Downloads 138 (243,547)

Abstract:

Loading...

premium switching, probability of ruin, risk management, VaR constraint

8.

VAR, Probability-of-Ruin and their Consequences for Normal or Lognormal Risks

Number of pages: 32 Posted: 13 Jul 2009
Larry Eisenberg
New Jersey Institute of Technology
Downloads 103 (301,541)
Citation 1

Abstract:

Loading...

Premium switching, Probability of ruin, Risk management, VaR constraint

9.

Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market

Downloads 0 (764,084)

Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market

Review of Pacific Basin Financial Markets and Policies (RPBFMP), Vol. 12, No. 1, 2009
Posted: 10 Jun 2009 Last Revised: 16 Jun 2009
Weihua Shi, Larry Eisenberg and Cheng-Few Lee
University of Southern Mississippi, New Jersey Institute of Technology and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

Abstract:

Loading...

Intraday patterns, announcement effects, volatility persistence

10.

The Marginal Price of Risk with a VaR Constraint

Journal of Risk, Vol. 9, No. 4, pp. 21-37, 2007
Posted: 22 Jun 2007
Larry Eisenberg
New Jersey Institute of Technology

Abstract:

Loading...

Telser Safety-first, VaR, Risk management, Probability-of-ruin, Funds, Benchmark

11.

Somebody Else's Money

Risk Magazine, Vol. 6, No. 8, pp. 44-49, August 1993
Posted: 30 Jan 2007
Larry Eisenberg
New Jersey Institute of Technology

Abstract:

Loading...

Forex, currency options, cross options

12.

A Summary: Boolean Networks Applied to Systemic Risk

NEURAL NETWORKS IN FINANCIAL ENGINEERING, Apostolos-Paul Refenes, Yaser Abu-Mostafa, John Moody, eds., World Scientific Publishing, pp. 436- 449, September 1996
Posted: 03 Jan 2007
Larry Eisenberg
New Jersey Institute of Technology

Abstract:

Loading...

Boolean, network, systemic risk

13.

Option Pricing with Random Volatilities in Complete Markets

Review of Quantitative Finance and Accounting, Vol. 4, No. 1, pp. 5-17, 1994
Posted: 02 Jan 2007 Last Revised: 27 Aug 2008
Larry Eisenberg and Robert A. Jarrow
New Jersey Institute of Technology and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

Loading...

option pricing, synthetic options, martingale measure, European call option

14.

Implementing Risk Management Systems with a Benchmark: A Web-Based Dss Approach

International Journal of Electronic Finance, Vol. 1, No. 3, pp. 293-303, 2007
Posted: 29 Dec 2006
Larry Eisenberg and Chang-tseh Hsieh
New Jersey Institute of Technology and University of Southern Mississippi

Abstract:

Loading...

asset pricing, risk management, web-based decision support systems, WBDSS, DSS, e-finance, electronic finance, benchmarking, information technology, insurance, banking, internet

15.

Connectivity and Financial Network Shutdown

Posted: 04 Aug 1999
Larry Eisenberg
New Jersey Institute of Technology

Abstract:

Loading...