Concepedia

Neil Chriss

NC

Statistics

Publications

6

Citations

4.1K

H-Index

6

Active since

1990

Affiliations

Goldman Sachs (United States)(Current)

Neil Chriss is an author at Goldman Sachs (United States) specializing in finance, engineering, and asset pricing.

Top concepts

FinanceEngineeringBusinessAsset PricingFinancial EconomicsEconomicsManagementStatisticsPortfolio SelectionPortfolio Management

Publications per year

1990–2006

6

Publications

6

<i>An Introduction to Econophysics: Correlations and Complexity in Finance</i>

Rosario N. Mantegna, H. Eugene Stanley, Neil Chriss · Physics Today · 2000 · 2.3K citations · Full text

Econophysics, Economics, Financial Economics +11

Optimal execution of portfolio transactions

Robert Almgren, Neil Chriss · The Journal of Risk · 2001 · 1.6K citations

Mathematical Programming, Economics, Portfolio Optimization +14

Implied Trinomial Tress of the Volatility Smile

Emanuel Derman, Iraj Kani, Neil Chriss · The Journal of Derivatives · 1996 · 144 citations

Analytic Number Theory, Volatility Smile, Theta Function

Market Risk for Volatility and Variance Swaps

Neil Chriss, William Moroko · 1999 · 27 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +13

Neural networks for triggering

B. Denby, M. Campbell, F. Bedeschi et al. · IEEE Transactions on Nuclear Science · 1990 · 22 citations

Artificial Intelligence, Engineering, Machine Learning +13

1–5 of 6