Concepedia

Ronald Lagnado

RL

4

Publications

932

Citations

4

H-Index

1997

Active since

Affiliations

London School of Business and Finance(Current)

Ronald Lagnado is an author at London School of Business and Finance specializing in business, finance, and asset pricing.

Top concepts

Publications per year

1997–2022

4

Publications

4

Strategic asset allocation

Michael J. Brennan, Eduardo S. Schwartz, Ronald Lagnado · Journal of Economic Dynamics and Control · 1997 · 765 citations

, , +8

A technique for calibrating derivative security pricing models: numerical solution of an inverse problem

Ronald Lagnado, Stanley Osher · The Journal of Computational Finance · 1997 · 137 citations

, , +16

Recovery Assumptions in the Valuation of Credit Derivatives

Gordon Delianedis, Ronald Lagnado · The Journal of Fixed Income · 2002 · 15 citations

, , +11

Pension Funds Should Never Rely on Correlation

Ronald Lagnado, Nassim Nicholas Taleb · The Journal of Alternative Investments · 2022 · 15 citations

Rows per page

1–4 of 4