Concepedia

Mike Curran

MC

Statistics

Publications

6

Citations

455

H-Index

6

Active since

1994

Affiliations

New York University(Current)

Mike Curran is an author at New York University specializing in risk forecasting, expected shortfall, and risk measurement.

Publications per year

1994–2015

6

Publications

6

Impact of the FTSE4Good Index on firm price: An event study

Mike Curran, Dominic Moran · Journal of Environmental Management · 2006 · 194 citations

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Backtesting Expected Shortfall

Mike Curran · SSRN Electronic Journal · 2014 · 170 citations · Full text

Backtesting general spectral risk measures with application to expected shortfall

Nick Costanzino, Mike Curran · The Journal of Risk Model Validation · 2015 · 39 citations

, , +16

Backtesting General Spectral Risk Measures with Application to Expected Shortfall

Nick Costanzino, Mike Curran · SSRN Electronic Journal · 2014 · 28 citations · Full text

, , +16

Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price

Mike Curran · SSRN Electronic Journal · 1994 · 13 citations · Full text

, , +14

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