a person in the record
David Lando
Ph.D. Cornell University 1994born 1964
Wikidata names Martin Wells and Robert A. Jarrow as doctoral advisors and lists 1 doctoral student. Linked to Wikidata, ORCID, and 7 other registers.
How to read the markscited by a repository's recordstated by Wikidata or indexed by OpenAlexclaimed on an ORCID list, or inferred
Advisors on Wikidata2
From Wikidata, shown separately from the thesis records.
- stated by Wikidata
- stated by Wikidata
Students on Wikidata1
From Wikidata, shown separately from the thesis records.
- stated by Wikidata
The line above and below4 steps
The advisors of their advisors, four steps up at most, in the thesis records and on Wikidata, each kind marked; a person in both is listed once.
- 1 step up
stated by WikidataMartin Wellsstated by WikidataRobert A. Jarrow
- 2 steps up
stated by WikidataSreenivasa Rao Jammalamadakastated by WikidataStewart Myers
- 3 steps up
stated by WikidataAlexander Allan Robichekstated by WikidataCalyampudi Radhakrishna Rao
- 4 steps up
stated by WikidataDavid A. Alhadeffstated by WikidataRonald Fisher
Below them, within 3 steps, the record reaches 1 person: 1 stated by Wikidata.
Education and career1
From Wikidata, shown separately from the thesis records. Each place opens its Wikidata item.
- undatedstudied
Papers in OpenAlex75
1997most in 2004: 132023
last at Copenhagen Business School
writes on Credit Risk and Financial Regulations, Stochastic processes and financial applications, Financial Distress and Bankruptcy Prediction, Corporate Insolvency and Governance, Corporate Finance and Governance
- indexed by OpenAlexcited 1,476
A Markov Model for the Term Structure of Credit Risk Spreads
1997 · Review of Financial Studies · 3 authors - indexed by OpenAlexcited 1,320
Term Structures of Credit Spreads with Incomplete Accounting Information
2001 · Econometrica · 2 authors - indexed by OpenAlex1998 · Review of Derivatives Research · 1 authorcited 1,213
- indexed by OpenAlexcited 787
Corporate bond liquidity before and after the onset of the subprime crisis
2011 · Journal of Financial Economics · 3 authors - indexed by OpenAlex2004 · Springer eBooks · 1 authorcited 530
- indexed by OpenAlexcited 439
Analyzing rating transitions and rating drift with continuous observations
2002 · Journal of Banking & Finance · 2 authors - indexed by OpenAlex2004 · Project Muse (Johns Hopkins University) · 1 authorcited 375
- indexed by OpenAlexcited 278
Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
2011 · SSRN Electronic Journal · 3 authors - indexed by OpenAlex2008 · Journal of Financial Economics · 2 authorscited 277
- indexed by OpenAlexcited 201
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
2005 · Mathematical Finance · 3 authors
the 25 most cited of 75
- indexed by OpenAlexcited 193
A Markov Model for the Term Structure of Credit Risk Spreads
2008 · WORLD SCIENTIFIC eBooks · 3 authors - indexed by OpenAlexcited 136
Confidence sets for continuous-time rating transition probabilities
2004 · Journal of Banking & Finance · 3 authors - indexed by OpenAlexcited 131
Correlation in corporate defaults: Contagion or conditional independence?
2010 · Journal of Financial Intermediation · 2 authors - indexed by OpenAlexcited 128
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
2008 · WORLD SCIENTIFIC eBooks · 3 authors - indexed by OpenAlex2001 · 3 authorscited 92
- indexed by OpenAlexcited 83
Financial sector linkages and the dynamics of bank and sovereign credit spreads
2016 · Journal of Empirical Finance · 3 authors - indexed by OpenAlexcited 81
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model
1999 · European Finance Review · 2 authors - indexed by OpenAlex2015 · Journal of Financial Economics · 3 authorscited 80
- indexed by OpenAlex2013 · Journal of Banking & Finance · 2 authorscited 78
- indexed by OpenAlexcited 64
Default Risk and Diversification: Theory and Empirical Implications
2001 · SSRN Electronic Journal · 3 authors - indexed by OpenAlex2018 · Review of Financial Studies · 2 authorscited 55
- indexed by OpenAlexcited 53
Dynamic capital structure with callable debt and debt renegotiations
2013 · Journal of Corporate Finance · 4 authors - indexed by OpenAlex1998 · Review of Derivatives Research · 1 authorcited 52
- indexed by OpenAlexcited 51
Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads
2012 · SSRN Electronic Journal · 3 authors - indexed by OpenAlexcited 49
Correlation in Corporate Defaults: Contagion or Conditional Independence?
2009 · SSRN Electronic Journal · 2 authors