Roger Stein

Sloan School of Management, MIT

Senior Lecturer in Finance

100 Main Street

E62-416

Cambridge, MA 02142

United States

http://www.rogermstein.com

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 12,893

in Total Papers Downloads

3,720

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (13)

1.

FinTech Platforms and Strategy

MIT Sloan Research Paper No. 5183-16
Number of pages: 20 Posted: 03 Jan 2017 Last Revised: 15 Aug 2017
Vasant Dhar and Roger Stein
New York University (NYU) - Leonard N. Stern School of Business and Sloan School of Management, MIT
Downloads 2,914 (3,875)
Citation 4

Abstract:

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Fintech, Platform, Innovation, Competition, Technology

2.

Funding Long Shots

Rotman School of Management Working Paper No. 3058472
Number of pages: 51 Posted: 25 Oct 2017 Last Revised: 09 Apr 2019
John C. Hull, Andrew W. Lo and Roger Stein
University of Toronto - Rotman School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Sloan School of Management, MIT
Downloads 405 (72,474)
Citation 1

Abstract:

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Capital Budgeting; Impact Investing; Venture Capital; Private Equity; Megafund; Securitization; Portfolio Theory; Research-Backed Obligation

3.

A Data Driven Machine Learning Approach to Discovering Rules of Price Behavior in a Financial Market Simulation

NYU Working Paper No. 2451/14176
Number of pages: 12 Posted: 13 Oct 2008
Roger Stein
Sloan School of Management, MIT
Downloads 120 (235,267)

Abstract:

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4.

A Simple Hedge for Longevity Risk and Reimbursement Risk Using Research-Backed Obligations

MIT Sloan Research Paper No. 5165-16
Number of pages: 39 Posted: 04 Mar 2016
Roger Stein
Sloan School of Management, MIT
Downloads 117 (239,748)
Citation 1

Abstract:

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Financial Innovation, Securitization, Financial Engineering, Hedging, Healthcare, Longevity Risk, Health Insurance, Annuities

5.

Does Organizational Structure Matter? an Adaptive Simulation Approach for Investigating Information Processing Structures in Organizations

NYU Working Paper No. 2451/14195
Number of pages: 25 Posted: 15 Oct 2008
Roger Stein
Sloan School of Management, MIT
Downloads 69 (335,017)

Abstract:

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6.

Maximization of Organizational Uptime Using an Interactive Genetic-Fuzzy Scheduling and Support System

NYU Working Paper No. 2451/14263
Number of pages: 14 Posted: 15 Oct 2008
Roger Stein and Vasant Dhar
Sloan School of Management, MIT and New York University (NYU) - Leonard N. Stern School of Business
Downloads 55 (375,666)

Abstract:

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scheduling, genetic algorithm, fuzzy logic, constraint satisfaction problems, help desk, optimization, heuristics, graphical user interface, hybrid expert system, monotonic reasoning

7.

Analysis of Web Site Usage Data: How Much Can We Learn About the Consumer from Web Logfiles?

NYU Working Paper No. 2451/14202
Number of pages: 33 Posted: 15 Oct 2008
New York University (NYU), Fairleigh-Dickinson University, New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and Sloan School of Management, MIT
Downloads 40 (428,395)

Abstract:

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8.

TRC Networks and Systemic Risk

MIT Sloan Research Paper No. 5153-15, https://doi.org/10.3905/jai.2016.18.4.052
Posted: 22 Dec 2015 Last Revised: 22 May 2019
Andrew W. Lo and Roger Stein
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Sloan School of Management, MIT
Downloads 0 (674,275)

Abstract:

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Systemic Risk; Network Analysis; Credit Risk

9.

Aggregate and Firm-Level Measures of Systemic Risk from a Structural Model of Default

Journal of Alternative Investments, Vol. 17, No. 4, 2015
Posted: 20 Dec 2015
Independent, Independent and Sloan School of Management, MIT

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systemic risk, structural model of default, credit models

10.

Can Financial Engineering Cure Cancer?: A New Approach to Funding Large-Scale Biomedical Innovation

Posted: 20 Dec 2015
Massachusetts Institute of Technology (MIT), MIT Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Sloan School of Management, MIT

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Financial Innovation, Securitization, Financial Engineering, Healthcare

11.

Evaluating Discrete Choice Prediction Models When the Evaluation Data is Corrupted: Analytic Results and Bias Corrections for the Area Under the ROC

Data Mining and Knowledge Discovery, Forthcoming
Posted: 20 Dec 2015
Roger Stein
Sloan School of Management, MIT

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ROC Model validation, Prediction, Data corruption, Bias correction, Misclassification, Credit models, Machine learning

12.

Approaches to Improving Bank Share Value Using Credit Portfolio Management and Credit - Transfer Pricing

Journal Of Investment Management (JOIM), Second Quarter 2013
Posted: 15 Jun 2013
Jeffrey Bohn and Roger Stein
University of California, Berkeley - Center for Risk Management Research and Sloan School of Management, MIT

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Credit-transfer pricing, credit risk, credit-portfolio management, banking; diversification, correlation

13.

The Role of Stress Testing in Credit Risk Management

Journal of Investment Management (JOIM), Fourth Quarter 2012
Posted: 20 May 2013
Roger Stein
Sloan School of Management, MIT

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Stress testing, scenario analysis, portfolio analysis, systemic risk, model risk, VaR, macroeconomic analysis, credit risk