Concepedia

Gary Geng

GG

Statistics

Publications

5

Citations

255

H-Index

5

Active since

2001

Affiliations

Santa Clara University(Current)

Amaranth (Czechia)

University of Massachusetts Amherst

Gary Geng is an author at Santa Clara University specializing in financial crisis, statistics, and finance.

Top concepts

FinanceManagementStatisticsFinancial CrisisBusinessEconomicsBankruptcyRisk ManagementFinancial EconomicsFinancial Risk Management

Publications per year

2001–2006

5

Publications

5

Correlated Default Risk

Sanjiv Ranjan Das, Laurence Freed, Gary Geng et al. · The Journal of Fixed Income · 2006 · 137 citations

Empirical Finance, Financial Risk Management, Economic Fluctuation +17

Correlated Default Risk

Sanjiv Ranjan Das, Laurence Freed, Gary Geng et al. · SSRN Electronic Journal · 2002 · 47 citations · Full text

Impact of Correlated Default Risk on Credit Portfolios

Sanjiv Ranjan Das, H. Gifford Fong, Gary Geng · The Journal of Fixed Income · 2001 · 38 citations

Financial Risk Management, Credit Portfolios, Financial Network Analysis +17

Bayesian Migration in Credit Ratings Based on Probabilities of Default

Sanjiv Ranjan Das, Rong Fan, Gary Geng · The Journal of Fixed Income · 2002 · 19 citations

Economics, Rating Changes, Engineering +14

Correlated Default Processes: A Criterion-Based Copula Approach

Sanjiv Ranjan Das, Gary Geng · SSRN Electronic Journal · 2004 · 14 citations · Full text

1–5 of 5