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Larry Eisenberg

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Personal Details

First Name:Larry
Middle Name:
Last Name:Eisenberg
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RePEc Short-ID:pei15
Email:
Homepage:
Postal Address:School of Management New Jersey Institute of Technology Newark, NJ 07102
Phone:917 829-7781
Location: Newark, New Jersey (United States)
Homepage: http://management.njit.edu/
Email:
Phone: (973) 596-3000
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Postal: University Heights, Newark, New Jersey 07102-9895
Handle: RePEc:edi:smnjius (more details at EDIRC)
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  1. Laurence K. Eisenberg, 1995. "Connectivity and Financial Network Shutdown," Working Papers 95-04-041, Santa Fe Institute.
  2. David F. Babbel & Laurence K. Eisenberg, 1991. "Quantity-adjusting options and forward contracts," Working Paper 91-15, Federal Reserve Bank of Atlanta.
  3. Laurence K. Eisenberg & Robert A. Jarrow, 1991. "Option pricing with random volatilities in complete markets," Working Paper 91-16, Federal Reserve Bank of Atlanta.
  4. Babbel, D.F. & Eisenberg, L.K., 1991. "Generalized put-Call parity," Weiss Center Working Papers 23-91, Wharton School - Weiss Center for International Financial Research.
  5. David F. Babbel & Laurence K. Eisenberg, . "Generalized Put-Call Parity (Reprint 040)," Rodney L. White Center for Financial Research Working Papers 23-91, Wharton School Rodney L. White Center for Financial Research.
  6. David F. Babbel & Laurence K. Eisenberg, . "Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041)," Rodney L. White Center for Financial Research Working Papers 29-91, Wharton School Rodney L. White Center for Financial Research.
  7. David F. Babbel & Laurence K. Eisenberg, . "Quantity-Adjusting Options and Forward Contracts (Revised: 29-91)," Rodney L. White Center for Financial Research Working Papers 24-91, Wharton School Rodney L. White Center for Financial Research.
  1. Eisenberg, Larry, 2011. "Destabilizing properties of a VaR or probability-of-ruin constraint when variances may be infinite," Journal of Financial Stability, Elsevier, vol. 7(1), pages 10-18, January.
  2. Weihua Shi & Larry Eisenberg & Cheng-few Lee, 2009. "Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 63-85.
  3. Larry Eisenberg & Chang-tseh Hsieh, 2007. "Implementing risk management systems with a benchmark: a Web-Based DSS approach," International Journal of Electronic Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 293-303.
  4. Larry Eisenberg & Thomas H. Noe, 2001. "Systemic Risk in Financial Systems," Management Science, INFORMS, vol. 47(2), pages 236-249, February.

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