Authors in Risk Management

This list attempts to categories authors by fields. The procedure is to look at all their papers announced in a NEP report. If 5 or more have appeared in a report, authors are considered to be working within that field. For authors whose first paper is less than 10 years old, having 25% of the papers announced in NEP be announced in this report is sufficient. Note that a paper may appear in several reports.

Below are authors identified to be in the following field: NEP-RMG (Risk Management). See the top institutions and authors in this field. ? signals authors with whom we have lost contact and are seeking a current email address.

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A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

A
Abad, Pilar	Ajmi, Ahdi Noomen	Angelidis, Timotheos
Abbas, Qaisar ?	Aldy, Joseph E.	Anginer, Deniz
Acharya, Viral V.	Alexeev, Vitali	Antoniades, Adonis
Acikgoz, Omer Tugrul	Allen, David Edmund	Ardia, David
Adam, Anokye Mohammed	Almeida, Rui Jorge	Arendarski, Piotr
Adam, Tomas	Aloosh, Arash	Arismendi Zambrano, Juan Carlos
Adrian, Tobias	Aloui, Riadh	Arnold, Marc
Afanasyeva, Olga	Altunbas, Yener	Arnould, Guillaume
Agarwal, Natasha	Anand, Kartik	Aruoba, S. Boragan
Agénor, Pierre-Richard	Anastasiou, Dimitrios	Asai, Manabu
Agrapetidou, Anna	Andersen, Torben G.	Avadanei, Anamaria
Ahelegbey, Daniel Felix	Andries, Alin Marius	Avdulaj, Krenar
Ahmed, Doaa Akl	Andries, Marianne	Avino, Davide
Ahmed, Jameel	Andrievskaya, Irina	Aziz, Tariq
Ahnert, Toni	Andrlikova, Petra

B
Bacchetta, Philippe	Bayraktar, Erhan	Bollerslev, Tim
Bachev, Hrabrin Ianouchev	Becerra, Juan Sebastian	Borri, Nicola
Bag, Pinaki	Beck, Thorsten	Bose, Udichibarna
Bahaj, Saleem Abubakr	Beckers, Benjamin	Bottazzi, Giulio
Bahloul, Walid	Bekaert, Geert	Boubaker, Adel
Balcilar, Mehmet	Bekkour, Lamia	Boudt, Kris
Baldan, Cinzia	Belgacem, Aymen	Boustanifar, Hamid
Balog, Dóra	Bell, Peter Newton	Boyer, M. Martin
Bams, Dennis F.M.	Benecká, Sona	Brand, Thomas
Banai, Adam	Ben Rejeb, Aymen	Braouezec, Yann
Bandyopadhyay, Arindam	Berg, Tobias	Brechler, Josef
Bardoscia, Marco	Bernales, Alejandro	Breckenfelder, Johannes
Barndorff-Nielsen, Ole E.	Bernardi, Mauro	Bridges, Jonathan James
Barradas, Ricardo	Biais, Bruno R	Brigo, Damiano
Barsotti, Flavia	Bianchetti, Marco	Brown, Stephen J.
Barth, Andreas	Bianchi, Daniele	Brownlees, Christian T.
Bartram, Söhnke M.	Biener, Christian	Brunnermeier, Markus K.
Baruník, Jozef	Billio, Monica	Bruno, Brunella
Basak, Suleyman	Birindelli, Giuliana	Bruno, Olivier
Basturk, Nalan	Bo, Lijun	Buesser, Ralf ?
Bátyi, Tamás	Bogin, Alexander N.	Byström, Hans

C
Calabrese, Raffaella	Charalambakis, Evangelos	Climent-Hernández, José Antonio
Calmès, Christian	Chaudhary, Dinesh	Colliard, Jean-Edouard
Camara, Boubacar Naby	Chen, Cathy W. S.	Collier, Benjamin
Campbell, John Y.	Chen, Hui	Correa, Ricardo
Candelon, Bertrand	Chen, Qianying	Corsi, Fulvio
Caporin, Massimiliano	Chevallier, Claire Océane	Corvino, Raffaele
Carbajal De Nova, Carolina	Chevallier, Julien	Coskun, Yener
Casarin, Roberto	Chiarella, Carl †	Costola, Michele
Caspi, Itamar	Chkili, Walid	Cotter, John
Catania, Leopoldo	Chlebus, Marcin	Coudert, Virginie
Cayton, Peter Julian Amascual	Choros-Tomczyk, Barbara	Cousin, Violaine
Cerchiello, Paola	Christiansen, Charlotte	Cretarola, Alessandra
Ceylan, Ozcan	Christoffersen, Peter F.	Cruz Lopez, Jorge Abraham
Chandra, Abhijeet	Chun, So Yeon	Csóka, Péter
Chang, Bo Young	Cifter, Atilla	Cubero, Rodrigo
Chang, Chia-Lin	Cipollini, Andrea	Cummins, John David
Chan-Lau, Jorge	Clements, Adam
Chao, Shih-Kang	Clerc, Laurent

D
Dacorogna, Michel M	Delis, Manthos D.	Dobrynskaya, Victoria
Daher, Hassan Youssef	Dell'ariccia, Giovanni	Doerner, William M.
Dahl, Roy Endré	del Valle, Marielle	Dömötör, Barbara
Dalla Valle, Luciana	Demirer, Riza	Douady, Raphael
Danielsson, Jon	Demirguc-Kunt, Asli	Dowd, Kevin
Danton, Jayson	Derviz, Alexis	Drautzburg, Thorsten
Darst, Matthew	de Vries, Casper G.	Drehmann, Mathias
da Veiga, Bernardo	Diamondopoulos, John	Du, Zaichao
Davies, Benjamin	Dicembrino, Claudio	Duarte, Fernando
De Bandt, Olivier	Diebold, Francis X.	Dubecq, Simon
Décamps, Jean-Paul	Dietl, Marek	Dufays, Arnaud
Degiannakis, Stavros	Dietsch, Michel	Duffie, Darrell
de Haan, Jakob	di Iasio, Giovanni	Dufour, Jean-Marie
Deli, Yota D.	Dionne, Georges	Duijm, Patty

E
Eckley, Peter Thomas	El Joueidi, Sarah	Erdinç, Didar
Eder, Armin	End, Jan Willem Van Den	Ergec, Etem Hakan
Egorova, Lyudmila	Engle, Robert F. III	Eufinger, Christian
Eisenbach, Thomas M.	Eratalay, Mustafa Hakan

F
Fagan, Stephen	Fernandez, Viviana	Francq, Christian
Fajardo, José	Ferretti, Camilla	Frank, Nathaniel ?
Faldzinski, Marcin	Ferrouhi, El Mehdi	Frappa, Sébastien
Fantini, Giulia	Fielding, David	Freixas, Xavier
Farooq, Moazzam	Filipozzi, Fabio	Fu, Rong
Farooquee, Arsalan Ali	Förstemann, Till	Fukker, Gabor
Fatum, Rasmus	Fraisse, Henri	Fusco, Elisa
Fernandez, Pablo	Francis, William Barry

G
Gaglianone, Wagner Piazza	Gersbach, Hans	Gottwald, Radim
Galagedera, Don U. A.	Ghent, Andra C.	Gourieroux, Christian S.
Gallagher, Emily	Ghiba, Nicolae	Govori, Arbiana
Gallardo, Natalia	Giglio, Stefano	Greenwood-Nimmo, Matthew
Gallo, Giampiero M.	Giles, David E. A.	Grinis, Inna
Gamba, Santiago	Girod, Alexandra	Guegan, Dominique Madeleine
Gambacorta, Leonardo	Giudici, Paolo Stefano	Guerra, Solange Maria
Gandhi, Priyank	Goetzmann, William N.	Guidolin, Massimo
Gapko, Petr	Gollier, Christian	Guillen, Montserrat
Garbarino, Nicola	Gomez-Gonzalez, Jose Eduardo	Guin, Benjamin S.
Garcia, Maria Melody	Gong, Di	Guiso, Luigi
Garcia, René	Gonzales Martínez, Rolando	Guizani, Brahim
Garcia-Barragan, Fernando	Goodwin, Barry Kent	Guo, Hui
Gardenal, Gloria	Gopalakrishnan, Balagopal	Gupta, Rangan
Garita, Gus	Górajski, Mariusz	Gurenko, Eugene N.
Gatfaoui, Hayette	Gordy, Michael	Gurrola Perez, Pedro
Genco, Mario	Gorton, Gary	Gusso, Riccardo
Geraci, Marco Valerio	Goswami, Anindya

H
Halaj, Grzegorz	Hasui, Kohei	Hertrich, Markus
Halbleib, Roxana	Hausenblas, Václav	Herwany, Aldrin
Hall, Maximilian J.B.	Hautsch, Nikolaus	Hill, John
Hammoudeh, Shawkat	He, Yi	Hirs-Garzon, Jorge
Hankins, Kristine Watson	He, Zhongfang	Hoerova, Marie
Hanly, Jim	Héam, Jean-Cyprien	Homar, Timotej
Hansen, Peter Reinhard	Hege, Ulrich	Hu, Jian
Härdle, Wolfgang Karl	Heider, Florian	Hu, Yujia
Harenberg, Daniel	Heinen, Andréas	Huang, Zhuo
Harris, Qun	Helberg, Stig	Huizinga, Harry P.
Harvey, Andrew C.	Hellmann, Tobias	Hurlin, Christophe
Harvey, Campbell R.	Hennani, Rachida	Hussain, Syed Adeel
Hasan, Iftekhar	Henrard, Marc	Hutchison, Michael Mercier
Haselmann, Rainer	Hentati Kaffel, Rania

I
Ibáñez, Francisco	Iosifidi, Maria	Ivanková, Kristýna
Idier, Julien	Ito, Takatoshi

J
Jablecki, Juliusz Jerzy	Jasova, Martina	Joffe, Marc D.
Jakubík, Petr	Jiang, Jingze	Jost, Sven P.
Jannin, Gregory Mathieu	Jimenez-Martin, Juan Angel
Jánský, Ivo	Jin, Xisong

K
Kalu O., Emenike	Kent, Lance C. ?	Kogler, Michael
Kapadia, Sujit Ramesh	Kerbl, Stefan	Kokas, Sotirios C.
Kapetanios, George	Khalaf, Lynda	Kondor, Imre
Kapitsinas, Spyridon	Khalfaoui, Rabeh	König, Philipp Johann
Kapp, Daniel	Kick, Thomas	Koopman, Siem Jan
Karim, Dilruba	Kilian, Lutz	Kopriva, Frantisek
Karimalis, Emmanouil	Kim, Hyeongwoo	Kotter, Jason D.
Karimli, Tural	Kim, Hyun Hak	Kouretas, Georgios P.
Karkowska, Renata	Kim, Seong-Hoon	Kourouyiannis, Constantinos
Karmakar, Sudipto	Kimura, Shingo	Kowalik, Michal
Kashi, Bahman	Kinnunen, Jyri	Koziol, Philipp
Katzke, Nico Frederick	Kirti, Divya	Krahnen, Jan Pieter
Kazemi, Maziar Mahdavi	Kirwin, Liam P.	Kräussl, Roman
Kazi, Irfan Akbar	Klaus, Benjamin	Krukhmal, Olena
Keijsers, Bart	Klemperer, Paul	Krykliy, Olena
Keiler, Sebastian	Kliber, Pawel	Kumbhat, Ashish
Kelly, Robert	Koch, Catherine Tahmee	Kushlev, Aleksandar

L
Laeven, Luc	Leymarie, Jérémy	Livan, Giacomo
Lambrinoudakis, Costas	Li, Jingyuan	Lo, Andrew W.
Lame, Gildas	Li, Liuling	Locarno, Alberto
La Nauze, Andrea	Liang, Gechun	Loiacono, Giuseppe
Langenmayr, Dominika Irma	Libertucci, Massimo	Loisel, Stéphane
Langfield, Sam	Lieli, Robert Pal	Longstaff, Francis A.
Lapteacru, Ion	Liew, Venus Khim-Sen	Lönnbark, Carl
Lazarica, Marinela ?	Lim, Mah Hui	Lopez, Claude
Léautier, Thomas-Olivier	Lima, Luiz Renato	López Cabrera, Brenda
Lee, Jonathan M.	Lin, Edward Meng Hua	Lopez-Martin, Bernabe
Lee, Seung Jung	Lin, Hai	Los, Cornelis A.
Lee, Yu Na	Lindé, Jesper	Louzis, Dimitrios P.
Lelyveld, Iman Van	Linton, Oliver Bruce	Lu, Xiangyun
León, Carlos Eduardo	Lipinski, Pawel Wnuk	Lucas, Andre
Lépinette, Emmanuel	Liu, Hao	Lucey, Brian M.
Le Quang, Gaëtan	Liu, Jia	Luciano, Elisa
Lettau, Martin	Liu, Lily Y.	Lustig, Hanno
Levine, Ross	Liu, Teng Dong ?	Lyra, Marianna
Lewrick, Ulf	Liu, Xiaochun

M
Maasoumi, Esfandiar	Matthaiou, Maria - Artemis	Mittnik, Stefan
Madlener, Reinhard	Mauad, Roberto Baltieri	Mkaouar, Farid
Magdanz, James S.	Maugis, Pierre-André	Mohammed, Aliyu Dahiru
Maheu, John M.	Mayordomo, Sergio	Mohan, Preeya Shalini
Mahmoud, Ola	McAleer, Michael	Molina-Borboa, José Luis
Maillet, Bertrand Bruno	McCann, Fergal	Molinari, Massimo
Makram, Beljid	McWalter, Thomas Andrew	Momtsia, Angeliki
Mallett, Jacky	Meddahi, Nour	Monda, Barbara
Manganelli, Simone	Mehta, Salil	Monfort, Alain
Maniati, Marina	Melis, Roberta	Monteiro, Ana Margarida
Mankaï, Selim	Melo-Velandia, Luis Fernando	Moore, Kyle Thomas
Mare, Davide Salvatore	Mendicino, Caterina	Morales, Cristian
Marfè, Roberto	Menkhoff, Lukas	Morales Mosquera, Miguel Ángel
Mariathasan, Mike	Menoncin, Francesco	Morgan, Peter John
Marques-Ibanez, David	Mercuri, Lorenzo	Moschetto, Bruno-Laurent
Marrone, James	Migueis, Marco	Mosquera, Roberto
Martin, Gael Margaret	Mihet, Roxana	Mostoufi, Mina
Martinez-Miera, David	Mihoci, Andrija	Moussa, Zakaria
Martynova, Natalya	Milonas, Kristoffer	Moyen, Stéphane
Masih, Abul Mansur M.	Minamihashi, Naoaki	Muris, Chris
Matei, Marius	Miranda, Rodrigo Cesar de Castro ?	Murphy, David

N
Nahai-Williamson, Paul	Neumann, Tobias	Nishi, Hiroshi
Nakajima, Jouchi	Neziri, Hekuran	Nishimura, Yusaku
Nakmai, Siwat	Nguyen, Duc Khuong	Nitschka, Thomas
Nasekin, Sergey	Nguyen, Ha Thu	Niyogi Sinha Roy, Tanima
Naseri, Marjan	Nicodano, Giovanna	Noureldin, Diaa
Nastase, Pavel	Nielsen, Caren Yinxia	Novales, Alfonso
Natoli, Filippo	Nielsen, Morten Ørregaard	Nucera, Federico
Neely, Christopher J.	Nikolov, Kalin Ognianov	Nyberg, Henri

O
Oet, Mikhail Victor	Okhrin, Ostap	Ooghe, Hubert
Oglend, Atle	Olmo, Jose	Ormos, Mihály
Ohls, Jana	O'Malley, Terry	Ortiz-Arango, Francisco
Oikonomikou, Leoni Eleni	Omori, Yasuhiro	Oum, Sothea
Ojo, Marianne	O'Neill, Cian	Ozun, Alper

P
Packham, Natalie	Pedrono, Justine	Polkovnichenko, Nataliya
Paddrik, Mark Endel	Pegoraro, Stefano	Pönkä, Harri
Paha, Johannes	Pei, Pei	Popescu, Madalina Ecaterina
Pammolli, Fabio	Pelizzon, Loriana	Popescu, Ramona Florina
Pankoke, David Antonius ?	Peltonen, Tuomas Antero	Popoyan, Lilit
Panopoulou, Ekaterini	Pereira da Silva, Luiz Awazu	Porcher, Simon Gaspard
Panov, Vladimir	Perez-Amaral, Teodosio	Porcher, Thomas
Papaioannou, Michael G.	Pesaran, M Hashem	Potters, Marc
Papanikolaou, Nikolaos I.	Phan, Toan	Powell, Robert John
Parisi, Laura	Pichler, Alois	Prado, Sylvain Michael
Parkyn, Oscar	Pierdzioch, Christian	Pradono, Tito Dimas
Pascoal, Rui	Pierret, Diane	Prastyo, Dedy Dwi
Pastor, Lubos	Pirovano, Mara	Prigent, Jean-Luc
Paterlini, Sandra	Pisa, Magdalena	Purice, Victoria
Patton, Andrew	Platen, Eckhard	Pustovalova, Tatiana A.
Pausch, Thilo	Plosser, Matthew Charles	Puttanapong, Nattapong
Pedersen, Lasse Heje	Poghosyan, Tigran

Q
Quaedvlieg, Rogier

R
Raczko, Marek	Rewilak, Johan	Rombouts, Jeroen Vk
Rahman, Dima	Rheinberger, Klaus	Roncalli, Thierry
Rais Shaghaghi, Ali	Ricci, Lorenzo	Rosengren, Eric
Ramadorai, Tarun	Ricci, Martino Nicola	Rosenkranz, Peter
Rasmouki, Fanou	Rigobon, Roberto	Rossi, Eduardo
Ratnovski, Lev	Rinaldi, Rullan	Rossi, Francesco
Rault, Arnaud	Ristig, Alexander	Roszbach, Kasper
Raza, Naveed Sr.	Ristolainen, Kim	Roussellet, Guillaume
Rea, William Stanley	Robles Fernandez, M. Dolores	Rouwenhorst, K. Geert
Realdon, Marco	Rochet, Jean Charles	Rugemintwari, Clovis
Reinhart, Carmen M.	Rodriguez, Marius del Giudice	Ruiz, Esther
Renault, Eric Michel	Roger, Guillaume F.	Ruja, Catalin
Repullo, Rafael	Rogoff, Kenneth S	Rulliere, Didier
Reveiz, Alejandro	Rojas Bohórquez, Juan Sebastián	Rutten, Lamon

S
Sagner, Andres	Schultefrankenfeld, Guido	Slovik, Patrick
Saiti, Buerhan	Schulz, Franziska	Smith, Peter N
Sakha, Sahra ?	Schuster, Thomas	Soedarmono, Wahyoe
Salhi, Yahia	Schwaab, Bernd	Sokolov, Yuri I.
Salloy, Suzanne	Schwarz, Claudia	Sopov, Boril
Santana, Maria Isabel	Scotti, Chiara	Sosa-Padilla, Cesar
Sant'Anna, Pedro H. C.	Seidler, Jakub	Sosvilla-Rivero, Simon
Santos, Edward Ponce ?	Sestieri, Giulia	Soula, Jean-Loup
Sapriza, Horacio	Sethapramote, Yuthana	Stagnol, Lauren
Sarlin, Peter	Sévi, Benoît	Staszkiewicz, Piotr Wojciech
Sarno, Lucio	Shah, Anand	Stork, Philip Alexander
Saurina, Jesús	Shen, Zhiwei	Stracca, Livio
Scaillet, Olivier	Shephard, Neil	Straughan, Michael R.
Schäfer, Dorothea	Sher, Galen	Stulz, René M.
Scharth, Marcel	Sherpa, Dawa	Stupfler, Gilles
Schaumburg, Julia	Shi, Wen	Suarez, Javier
Scheffknecht, Lukas	Shiller, Robert J.	Suhadolnik, Nicolas
Schepens, Glenn	Shin, Hyun Song	Suleman, Tahir
Schienle, Melanie	Shvydun, Sergey	Summer, Martin
Schmidt, Ulrich	Silva, Thiago Christiano	Sun, Lixin
Schmieder, Christian	Silyakova, Elena	Svarovska, Barbora
Schmukler, Sergio Luis	Skala, Dorota	Swanson, Eric T.
Scholtes, Nicolas K.	Skoczylas, Tomasz	Swanson, Norman Rasmus
Schuermann, Til	Slepaczuk, Robert	Szczypinska, Anna

T
Tabak, Benjamin Miranda	Teply, Petr	Torro, Hipolit
Talasli, Irem	Thérond, Pierre-Emmanuel	Tracey, Belinda
Tam, Yu Man	Thesmar, David	Trojani, Fabio
Tansuchat, Roengchai	Thomasz, Esteban Otto	Tsionas, Mike
Tarashev, Nikola	Timmermann, Allan	Tsomocos, Dimitrios Panayotis
Tarazi, Amine	Tintchev, Kalin	Tsoumas, Chris
Targino, Rodrigo S.	Tjahjawandita, Ari	Tweneboah, George
Tarnaud, Albane Christine	Tonzer, Lena
Tasca, Paolo	Torricelli, Costanza

U
Ugolini, Andrea	Uluc, Arzu	Urbina, Jilber

V
Valdesogo Robles, Alfonso	van Oordt, Maarten R.C.	Vermorken, Maximilian A.M.
Valencia, Fabian	van Wincoop, Eric	Veysov, Alexander Alexeevich
Valls Pereira, Pedro L.	Váradi, Kata	Viceira, Luis M.
van de Leur, Michiel	Vargas Sanchez, Alejandro	Vickery, James
Vander Elst, Harry	Varsanyi, Zoltan	Viscusi, W Kip
van Dijk, Dick	Vasios, Michalis	Vlahu, Razvan
van Dijk, Herman K.	Vause, Nicholas Simon	Vlcek, Jan
van Heerden, Chris	Veiga, Helena	Vo, Quynh-Anh
Vanni, Fabio	Verbeek, Marno
Van Nieuwerburgh, Stijn	Vermeulen, Robert

W
Wachter, Jessica A.	Wang, Zhiguang	Wohar, Mark E.
Wackermann, Florian	Webber, Lewis Charles	Wolfers, Justin
Wagalath, Lakshithe	Weber, Martin	Wolff, Christian C.P.
Wall, Larry D.	Welzel, Peter	Wong, Wing-Keung
Wan, Chi	Weron, Rafal	Wright, Jonathan H.
Wang, Gang-Jin	Wickens, Michael R.	Wu, Liuren
Wang, Neng	Witzany, Jiri

X
Xie, Li	Xu, Shaofeng

Y
Yang, Bill Huajian	Yongoua Tchikanda, Gaelle Tatiana	Yu, Wei-Choun
Yilmaz, Kamil	Yoon, Kyung Hwan	Yusupov, Nurmukhammad
Yogo, Motohiro	Yu, Jun

Z
Zabai, Anna	Zhang, Yinan Nellie	Zigraiova, Diana
Zagaglia, Paolo	Zhang, Yue-Jun	Zikovic, Sasa
Zagonov, Maxim	Zhang, Zhuang	Zimmerman, Peter
Zakoian, Jean-Michel	Zhao, Qianxue	Zimmermann, Tom
Zhang, Lin	Zhao, Yang	Zingales, Luigi
Zhang, Longmei	Zheng, Qiujie	Zinna, Gabriele
Zhang, Xibin	Zhou, Chen	Zitzewitz, Eric
Zhang, Xin	Zhou, Hao	Zvezdov, Ivelin Mihailov