Bassamboo, Achal, Sandeep Juneja, and Assaf Zeevi. "Portfolio credit risk with extremal dependence: Asymptotic analysis and efficient simulation." Operations Research 56, no. 3 (2008): 593-606.
Each author name for a Columbia Business School faculty member is linked to a faculty research page, which lists additional publications by that faculty member.
Each topic is linked to an index of publications on that topic.