C. Erik Larson

Promontory Financial Group

Director

1201 Pennsylvania Avenue, NW

Suite 617

Washington, DC 20004

United States

http://www.ceriklarson.com

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 12,348

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Top 12,348

in Total Papers Downloads

3,866

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Scholarly Papers (6)

1.

Development and Validation of Credit Scoring Models

Journal of Credit Risk, Forthcoming
Number of pages: 70 Posted: 30 Jul 2008
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Cornell University - Department of Economics, Promontory Financial Group and Purdue University - Department of Consumer Sciences & Retailing
Downloads 2,218 (6,130)

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Logistic regression, CHAID, specication testing, risk management, nonparametrics, validation

2.

Specification and Informational Issues in Credit Scoring

Number of pages: 29 Posted: 12 Jan 2007
Nicholas M. Kiefer and C. Erik Larson
Cornell University - Department of Economics and Promontory Financial Group
Downloads 493 (56,961)
Citation 1

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Logistic regression, specification testing, risk management, nonparametrics, reject inference

Optimal Inventory Policies When the Demand Distribution is Not Known

Journal of Economic Theory, Vol. 101, No. 1, pp. 281-300, November 2001
Number of pages: 20 Posted: 09 Mar 2001
Sunil Sharma, C. Erik Larson and Lars J. Olson
George Washington University - Elliott School of International Affairs, Promontory Financial Group and University of Maryland - Department of Agricultural & Resource Economics
Downloads 376 (78,224)

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Inventory models; Non-parametric Bayesian learning; Dirichlet process

Optimal Inventory Policies When the Demand Distribution is Not Known

IMF Working Paper No. 00/183
Number of pages: 24 Posted: 01 Feb 2006
C. Erik Larson, Lars J. Olson and Sunil Sharma
Promontory Financial Group, University of Maryland - Department of Agricultural & Resource Economics and George Washington University - Elliott School of International Affairs
Downloads 72 (330,823)

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Inventory models, Non-parametric Bayesian learning, Dirichlet process

Optimal Inventory Policies When the Demand Distribution is Not Known

IMF Working Paper No. 00/183
Number of pages: 24 Posted: 11 Aug 2009
C. Erik Larson, Lars J. Olson and Sunil Sharma
Promontory Financial Group, University of Maryland - Department of Agricultural & Resource Economics and George Washington University - Elliott School of International Affairs
Downloads 19 (551,619)

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Demand, Economic models

4.

Evaluating Design Choices in Economic Capital Modeling: A Loss Function Approach

US Treasury Office of the Comptroller of the Currency Economics Working Paper No. 2004-2
Number of pages: 14 Posted: 04 Oct 2004
Nicholas M. Kiefer and C. Erik Larson
Cornell University - Department of Economics and Promontory Financial Group
Downloads 464 (61,469)
Citation 6

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Economic Capital, Basel, Rating System, Granularity, Loss Function

A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transitions

Journal of Empirical Finance, Forthcoming
Number of pages: 28 Posted: 09 Aug 2006
C. Erik Larson and Nicholas M. Kiefer
Promontory Financial Group and Cornell University - Department of Economics
Downloads 116 (242,294)

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Markov, Credit Ratings, Transitions, Simulation Estimator

A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transitions

Number of pages: 30 Posted: 12 Jan 2007
Nicholas M. Kiefer and C. Erik Larson
Cornell University - Department of Economics and Promontory Financial Group
Downloads 108 (255,075)
Citation 1

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Ratings transitions, isk measurement, indirect inference, specifictation testing, risk dynamics

6.

Counting Processes for Retail Default Modeling

Journal of Credit Risk, Vol. 11, No. 3, Pages 45–72, 2015
Number of pages: 28 Posted: 16 Jun 2016
Nicholas M. Kiefer and C. Erik Larson
Cornell University - Department of Economics and Promontory Financial Group
Downloads 0 (674,279)
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Survival Analysis, Hazard Functions, Censored Data, Mortgage Insurance, Risk Modeling, Martingales