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Libor Pospisil · Study

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Libor Pospisil

4 works· latest 2010· 1 institutionscluster: provisional

h-index4

i104

Citations171

Works here4

08

09

10

Most cited in this library

Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups2009 · 59 citations
Portfolio sensitivity to changes in the maximum and the maximum drawdown2009 · 54 citations
Momentum and Reversal Effects in Corporate Bond Prices and Credit Cycles2010 · 33 citations
PDE methods for maximum drawdown2008 · 25 citations

Works

4 shown

Momentum and Reversal Effects in Corporate Bond Prices and Credit Cycles

The Journal of Fixed Income·2010·2 authors

33citations

Portfolio sensitivity to changes in the maximum and the maximum drawdown

Quantitative Finance·2009·2 authors

54citations

Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups

Stochastic Processes and their Applications·2009·3 authors·Open access

59citations

PDE methods for maximum drawdown

The Journal of Computational Finance·2008·2 authors

25citations