Concepedia

Martin L. Leibowitz

ML

Statistics

Publications

40

Citations

1.4K

H-Index

23

Active since

1963

Affiliations

Morgan Stanley (United States)(Current)

Office of the Chief Scientist

Faculty of 1000 (United States)

Martin L. Leibowitz is an author at Morgan Stanley (United States) specializing in business, finance, and asset allocation.

Top concepts

FinanceBusinessManagementAsset PricingAsset AllocationFinancial EconomicsPortfolio ManagementEconomicsEconomic AnalysisAccounting

Publications per year

1963–2014

40

Publications

40

Funding Ratio Return

Martin L. Leibowitz, Stanley Kogelman, Lawrence N. Bader · The Journal of Portfolio Management · 1994 · 102 citations

Ratio Return, Economics, Business +4

Asset allocation under shortfall constraints

Martin L. Leibowitz, Stanley Kogelman · The Journal of Portfolio Management · 1991 · 99 citations

Asset Allocation, Portfolio Management, Tail Risk +21

A Total Differential Approach to Equity Duration

Martin L. Leibowitz, Eric H. Sorensen, Robert D. Arnott et al. · Financial Analysts Journal · 1989 · 94 citations

Empirical Finance, Total Differential Approach, Financial Economics +11

Total Portfolio Duration: A New Perspective on Asset Allocation

Martin L. Leibowitz · Financial Analysts Journal · 1986 · 84 citations

Asset Pricing, Interest Rate Risk, Portfolio Selection +11

Verification of the IBM RISC System/6000 by a dynamic biased pseudo-random test program generator

Adi Aharon, A. Bar-David, B. Dorfman et al. · IBM Systems Journal · 1991 · 82 citations

Engineering, Hardware Verification Language, Ibm Risc System/6000 +27

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