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Larry Eisenberg

Personal Details

First Name:Larry
Middle Name:
Last Name:Eisenberg
Suffix:
RePEc Short-ID:pei15
School of Management New Jersey Institute of Technology Newark, NJ 07102
917 829-7781

Affiliation

School of Management
New Jersey Institute of Technology

Newark, New Jersey (United States)
http://management.njit.edu/

: (973) 596-3000

University Heights, Newark, New Jersey 07102-9895
RePEc:edi:smnjius (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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," FRB Atlanta 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," FRB Atlanta 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, "undated". "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.
  6. David F. Babbel & Laurence K. Eisenberg, "undated". "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, "undated". "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.

Articles

  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. 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.
  3. 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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