Concepedia

David Lando

DL

34

Publications

7.5K

Citations

25

H-Index

1979

Active since

Affiliations

Copenhagen Business School(Current)

University of Copenhagen

Cornell University

Weizmann Institute of Science

David Lando is an author at Copenhagen Business School specializing in business, finance, and management.

Top concepts

FinanceBusinessManagementEngineeringFinancial CrisisEconomicsAsset PricingFinancial EconomicsAccountingStatistics

Publications per year

1979–2020

34

Publications

34

A Markov Model for the Term Structure of Credit Risk Spreads

Robert A. Jarrow, David Lando, Stuart M. Turnbull · Review of Financial Studies · 1997 · 1.5K citations

Term Structure Model, Financial Risk Management, Term Structure +17

Term Structures of Credit Spreads with Incomplete Accounting Information

Darrell Duffie, David Lando · Econometrica · 2001 · 1.4K citations

Empirical Finance, Credit Score, Financial Economics +15

On cox processes and credit risky securities

David Lando · Review of Derivatives Research · 1998 · 1.3K citations

Finance, Cox Processes, Financial Risk Management

Corporate bond liquidity before and after the onset of the subprime crisis

Jens Dick‐Nielsen, Peter Feldhütter, David Lando · Journal of Financial Economics · 2011 · 832 citations · Full text

Empirical Finance, Subprime Crisis, Liquidity +19

Analyzing rating transitions and rating drift with continuous observations

David Lando, Torben M. Skødeberg · Journal of Banking & Finance · 2002 · 451 citations

Engineering, Concept Drift, Data Science +7

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