Efficient simulation for risk measurement in portfolio of CDOS. - Michael B. Gordy; Sandeep Juneja 001 (WSC, 2006)

Nested Simulation in Portfolio Risk Measurement. - Michael B. Gordy; Sandeep Juneja 001 (Manag. Sci., 2010)

Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models. - Michael B. Gordy; Søren Willemann (Manag. Sci., 2012)

Finite-Dimensional Distributions of a Square-Root Diffusion. - Michael B. Gordy (J. Appl. Probab., 2014)

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market. - Wenxin Du; Salil Gadgil; Michael B. Gordy; Clara Vega (Manag. Sci., 2024)