C. Erik Larson

Promontory Financial Group

Director

1201 Pennsylvania Avenue, NW

Suite 617

Washington, DC 20004

United States

http://www.ceriklarson.com

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 21,408

SSRN RANKINGS

Top 21,408

in Total Papers Downloads

5,057

TOTAL CITATIONS

11

Scholarly Papers (5)

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 3,058 (8,893)
Citation 2

Abstract:

Loading...

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

Optimal Inventory Policies When the Demand Distribution is Not Known

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 442 (139,184)

Abstract:

Loading...

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 109 (537,896)

Abstract:

Loading...

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 55 (811,988)

Abstract:

Loading...

Demand, Economic models

3.

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 565 (104,361)
Citation 2

Abstract:

Loading...

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

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 523 (115,171)
Citation 6

Abstract:

Loading...

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 162 (389,717)

Abstract:

Loading...

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 143 (433,129)
Citation 1

Abstract:

Loading...

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