Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Perwez Shahabuddin

Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes

Management Science

Management Science

Operations Research

English

Measure Specific Dynamic Importance Sampling for Availability Simulations

English

Simultaneous and Efficient Simulation of Highly Dependable Systems With Different Underlying Distributions

English

Related publications

Conditional Risk Premia in Currency Markets and Other Asset Classes

Journal of Financial Economics

English

Delegated Asset Management, Investment Mandates, and Capital Immobility

Journal of Financial Economics

English

How Do Staggered Boards Affect Shareholder Value? Evidence From a Natural Experiment

Journal of Financial Economics

English

The Unintended Consequences of the Zero Lower Bound Policy

Journal of Financial Economics

English

Displacement Risk and Asset Returns

Journal of Financial Economics

English

Endogenous Intermediation in Over-The-Counter Markets

Journal of Financial Economics

English

Corporate Ownership Structure and the Choice Between Bank Debt and Public Debt

Journal of Financial Economics

English

Time-To-Produce, Inventory, and Asset Prices

Journal of Financial Economics

English

Money and Liquidity in Financial Markets

Journal of Financial Economics

English

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics

English