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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.

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 Aldy, Joseph E. Anginer, Deniz
Abbas, Qaisar ? Alexeev, Vitali Antoniades, Adonis
Acharya, Viral V. Allen, David Edmund Ardia, David
Acikgoz, Omer Tugrul 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, Marianne Avdulaj, Krenar
Ahmed, Doaa Akl Andrievskaya, Irina Avino, Davide
Ahmed, Jameel Andrlikova, Petra Aziz, Tariq
Ahnert, Toni Ang, Andrew
Aikman, David Llewelyn Angelidis, Timotheos
B
Bacchetta, Philippe Becerra, Juan Sebastian Borke, Lukas Andreas
Bachev, Hrabrin Ianouchev Beck, Thorsten Borri, Nicola
Bag, Pinaki Beckers, Benjamin Bose, Udichibarna
Bahloul, Walid Bekaert, Geert Bottazzi, Giulio
Balcilar, Mehmet Bekkour, Lamia Bouoiyour, Jamal
Balog, Dóra Bell, Peter Newton Boustanifar, Hamid
Bams, Dennis F.M. Ben Ammar, Semir ? Boyer, M. Martin
Banai, Adam Benecká, Sona Brand, Thomas
Bandyopadhyay, Arindam Ben Nasr, Adnen Braouezec, Yann
Bardoscia, Marco Ben Rejeb, Aymen Brechler, Josef
Barndorff-Nielsen, Ole E. Benschop, Thijs ? Breckenfelder, Johannes
Barradas, Ricardo Biais, Bruno R Bridges, Jonathan James
Barsotti, Flavia Bianchetti, Marco Brigo, Damiano
Barth, Andreas Bianchi, Daniele Brown, Stephen J.
Bartram, Söhnke M. Biener, Christian Brownlees, Christian T.
Baruník, Jozef Billio, Monica Brunnermeier, Markus K.
Basak, Suleyman Bo, Lijun Bruno, Brunella
Basturk, Nalan Bogin, Alexander N. Bruno, Olivier
Bauer, Peter Bollerslev, Tim Bucci, Andrea
Baum, Christopher F Bonato, Matteo Buesser, Ralf ?
Bayraktar, Erhan Borel-Mathurin, Fabrice Byström, Hans
C
Calabrese, Raffaella Chaudhary, Dinesh ? Cipollini, Andrea
Calmès, Christian Chen, Cathy W. S. Clements, Adam
Camara, Boubacar Naby Chen, Hui Clerc, Laurent
Campbell, John Y. Chen, Jiaqi Climent Hernández, José Antonio
Candelon, Bertrand Chen, Liyuan Colliard, Jean-Edouard
Caporin, Massimiliano Chen, Minghua Collier, Benjamin
Carbajal De Nova, Carolina Chen, Mingli Correa, Ricardo
Casarin, Roberto Chen, Qianying Corsi, Fulvio
Cassim, Lucius Chernozhukov, Victor Corvino, Raffaele
Catania, Leopoldo Chevallier, Claire Océane Costola, Michele
Cayton, Peter Julian Amascual Chevallier, Julien Cotter, John
Cech, Frantisek Chiarella, Carl † Coudert, Virginie
Cerchiello, Paola Chkili, Walid Coulomb, Renaud
Ceylan, Ozcan Chlebus, Marcin Cousin, Violaine
Chang, Bo Young Choi, Dong Beom Cretarola, Alessandra
Chang, Chia-Lin Choros-Tomczyk, Barbara Cruz Lopez, Jorge Abraham
Chan-Lau, Jorge Christiansen, Charlotte Csóka, Péter ?
Chao, Shih-Kang Christoffersen, Peter F. † Cubero, Rodrigo
Chapman, James Thompson Edward Chun, So Yeon Cummins, John David
Charalambakis, Evangelos Cifter, Atilla
Chateauneuf, Alain Jacques Cihak, Martin
D
Dacorogna, Michel M Delis, Manthos D. Dietsch, Michel
Daher, Hassan Youssef Dell'ariccia, Giovanni di Iasio, Giovanni
Dahl, Roy Endré del Valle, Marielle Dionne, Georges
Danielsson, Jon Demirer, Riza Dömötör, Barbara ?
Danton, Jayson Demirguc-Kunt, Asli Douady, Raphael
Darné, Olivier Demos, Guilherme Do Livramento Dowd, Kevin
Darst, Matthew de Peretti, Christian Drehmann, Mathias
da Veiga, Bernardo Derbali, Abdelkader Du, Zaichao
Davies, Benjamin Derviz, Alexis Dubecq, Simon
De Bandt, Olivier de Vries, Casper G. Duffie, Darrell
Décamps, Jean-Paul Dhaene, Jan Marcel Leonie Dufour, Jean-Marie
De Freitas, Luciano Charlita Diamondopoulos, John Duijm, Patty
Degiannakis, Stavros Dicembrino, Claudio Dungey, Mardi
de Haan, Jakob Diebold, Francis X. Dzanic, Enis
Deli, Yota D. Dietl, Marek
E
Eckley, Peter Thomas Eisenbach, Thomas M. Erdinç, Didar
Eder, Armin El Joueidi, Sarah Ergec, Etem Hakan
Eeckhoudt, Louis End, Jan Willem Van Den Eufinger, Christian
Egorova, Lyudmila Engle, Robert F. III
Einmahl, John Eratalay, Mustafa Hakan
F
Fajardo, José Ferretti, Camilla Francis, William Barry
Fantini, Giulia Ferriani, Fabrizio Francq, Christian
Farooq, Moazzam Ferrouhi, El Mehdi Freixas, Xavier
Farooquee, Arsalan Ali Fielding, David F. Saporito, Yuri
Fatum, Rasmus Filipozzi, Fabio Fu, Rong
Fernandez, Pablo Filis, George Fukker, Gabor
Fernandez, Viviana Förstemann, Till Fusco, Elisa
Ferrara, Gerardo Fraisse, Henri
G
Gaglianone, Wagner Piazza Ghiba, Nicolae Greenwood-Nimmo, Matthew
Gaillard, Alexandre Gianfagna, Laura Grinis, Inna
Galagedera, Don U. A. Giglio, Stefano Gründl, Helmut
Galichon, Alfred Giles, David E. A. Gschoepf, Philipp
Gallagher, Emily Giudici, Paolo Stefano Guegan, Dominique Madeleine
Gallardo, Natalia Goetzmann, William N. Guerra, Solange Maria
Gallo, Giampiero M. Gollier, Christian Guesmi, Khaled
Gamba, Santiago Gomez-Gonzalez, Jose Eduardo Guidolin, Massimo
Gambacorta, Leonardo Gong, Di Guillen, Montserrat
Gandhi, Priyank Goodwin, Barry Kent Guin, Benjamin S.
Gapko, Petr Gopalakrishnan, Balagopal Guiso, Luigi
Garbarino, Nicola Górajski, Mariusz Guizani, Brahim
Garcia, René Gordy, Michael Guo, Hui
Garcia-Barragan, Fernando Gori, Filippo Guo, Mengmeng
Gardenal, Gloria Gorton, Gary Guo, Xu
Gatfaoui, Hayette Goswami, Anindya Gupta, Rangan
Genco, Mario Gottwald, Radim Gurenko, Eugene N.
Geraci, Marco Valerio Gourieroux, Christian S. Gurrola Perez, Pedro
Gersbach, Hans Govori, Arbiana
Ghent, Andra C. Grasso, Adriana
H
Halaj, Grzegorz He, Yi Herwany, Aldrin
Hall, Maximilian J.B. Héam, Jean-Cyprien Heyerdahl-Larsen, Christian
Hammoudeh, Shawkat Hege, Ulrich Hill, John ?
Hanly, Jim Heider, Florian Hodula, Martin
Hansen, Peter Reinhard Heinemann, Alexander Hoerova, Marie
Härdle, Wolfgang Karl Heinen, Andréas Homar, Timotej
Harenberg, Daniel Helberg, Stig Hou, Yang Greg
Harris, Qun Hellmann, Tobias Hu, Yujia
Harvey, Andrew C. Hemminga, Marcus A. Huang, Zhuo
Harvey, Campbell R. Hennani, Rachida ? Huizinga, Harry P.
Hasan, Iftekhar Henrard, Marc Hundtofte, C. Sean
Haselmann, Rainer Hentati Kaffel, Rania Hurlin, Christophe
Hasui, Kohei Herrera, Rodrigo ? Hussain, Syed Adeel
Hautsch, Nikolaus Hertrich, Markus Hutchison, Michael Mercier
I
Iachan, Felipe S. Iosifidi, Maria Ivanková, Kristýna
Ibáñez, Francisco ? Iseringhausen, Martin Ivanov, Asen
Idier, Julien Ito, Takatoshi
J
Jablecki, Juliusz Jerzy Jánský, Ivo Jin, Xisong
Jacquier, Antoine Jasova, Martina Joffe, Marc D.
Jakubík, Petr Ji, Qiang Jokivuolle, Esa
Jamel, Lamia Jiang, Jingze Jondeau, Eric
Jannin, Gregory Mathieu Jimenez-Martin, Juan Angel Jost, Sven P.
K
Kanazawa, Nobuyuki Khalfaoui, Rabeh Kogler, Michael
Kapadia, Sujit Ramesh Khalifa, Ahmed Kondor, Imre
Kapetanios, George Kick, Thomas König, Philipp Johann ?
Kapp, Daniel Kilian, Lutz Koopman, Siem Jan
Karimalis, Emmanouil Kim, Hyeongwoo Kouretas, Georgios P.
Karimli, Tural Kim, Hyun Hak Kourouyiannis, Constantinos
Karkowska, Renata Kim, Seong-Hoon Kowalik, Michal
Karmakar, Sudipto Kimura, Shingo Koziol, Philipp
Kashi, Bahman Kinnunen, Jyri Krahnen, Jan Pieter
Katzke, Nico Frederick Kiphen, Emmy Kräussl, Roman
Kazemi, Maziar Mahdavi Kirti, Divya Kroon, Sinziana
Kazi, Irfan Akbar Kirwin, Liam P. ? Krukhmal, Olena
Keijsers, Bart Kitzing, Lena Krykliy, Olena
Kelly, Robert Klaus, Benjamin Kumar, Dilip
Kent, Lance C. ? Klemperer, Paul Kumbhat, Ashish
Kerbl, Stefan Kobayashi, Teruyoshi Kunihama, Tsuyoshi
Khalaf, Lynda Kocenda, Evzen
L
Laeven, Luc Leymarie, Jérémy Loiacono, Giuseppe ?
Laffitte, Sébastien Li, Junye Loisel, Stéphane
Lambrinoudakis, Costas Li, Longqing Lok, Yen H.
Lame, Gildas Liang, Gechun ? Longstaff, Francis A.
La Nauze, Andrea Libertucci, Massimo Lönnbark, Carl
Lang, Jan Hannes Liew, Venus Khim-Sen Lopez, Claude
Lange, Rutger-Jan Lima, Luiz Renato Lopez, Jose A.
Langenmayr, Dominika Irma Lin, Hai López Cabrera, Brenda
Langfield, Sam Lindé, Jesper Lopez-Martin, Bernabe
Léautier, Thomas-Olivier Linton, Oliver Bruce Los, Cornelis A.
Lee, Seung Jung Lipinski, Pawel Wnuk Louzis, Dimitrios P.
Lee, Yu Na Liu, Hao Lu, Xiangyun ?
Lejeune, Thomas Liu, Jia Lucas, Andre
Lelyveld, Iman Van Liu, Lily Y. Lucey, Brian M.
León, Carlos Eduardo Liu, Taoxiong Luciano, Elisa
Lépinette, Emmanuel Liu, Teng Dong ? Luo, Rui
Lettau, Martin Livan, Giacomo Luo, Zhongmin
Levine, Ross Lo, Andrew W. Lustig, Hanno
Lewrick, Ulf Locarno, Alberto
M
Maasoumi, Esfandiar Martynova, Natalya Mihoci, Andrija
Maccaferri, Sara Masih, Abul Mansur M. Milonas, Kristoffer
Madlener, Reinhard Matei, Marius Minamihashi, Naoaki
Magdanz, James S. Matthaiou, Maria - Artemis Miranda, Rodrigo Cesar de Castro
Maheu, John M. Mauad, Roberto Baltieri Mohan, Preeya Shalini
Mahmoud, Ola McAleer, Michael Molina-Borboa, José Luis
Maillet, Bertrand Bruno McCann, Fergal Momtsia, Angeliki
Makram, Beljid McGee, Rory Michael Monda, Barbara
Mallett, Jacky Meddahi, Nour Monfort, Alain
Malovana, Simona Mehta, Salil Moore, Kyle Thomas
Manganelli, Simone Melis, Roberta Moravcova, Michala
Maniati, Marina Melo-Velandia, Luis Fernando Morgan, Peter John
Mankaï, Selim Memmel, Christoph Moschetto, Bruno-Laurent
Marfè, Roberto Mendicino, Caterina Mostoufi, Mina
Mariathasan, Mike Menkhoff, Lukas Moussa, Zakaria
Marques-Ibanez, David Menoncin, Francesco Moyen, Stéphane
Marrone, James Migueis, Marco Mpofu, Trust Reason
Martin, Gael Margaret Mihai, Irina Muris, Chris
Martinez, Charles C. Mihet, Roxana Murphy, David
N
Nahai-Williamson, Paul Neumann, Tobias Nishimura, Yusaku
Nakajima, Jouchi Nguyen, Duc Khuong Nitschka, Thomas
Nakmai, Siwat Nguyen, Ha Thu Noureldin, Diaa
Nasekin, Sergey Nicodano, Giovanna Novales, Alfonso
Naseri, Marjan Nielsen, Caren Yinxia Nucera, Federico
Natoli, Filippo Nielsen, Morten Ørregaard Nyberg, Henri
Neely, Christopher J. Nikolov, Kalin Ognianov
O
Oet, Mikhail Victor Olmo, Jose Ormos, Mihály
Oglend, Atle O'Malley, Terry Ornelas, Jose Renato Haas
Oikonomikou, Leoni Eleni Omori, Yasuhiro Ortega, Fabio
Ojo, Marianne O'Neill, Cian Ozun, Alper
Okhrin, Ostap Ooghe, Hubert
P
Paddrik, Mark Endel Pedrono, Justine Platen, Eckhard
Pagano, Marco Pegoraro, Stefano Poghosyan, Tigran
Pammolli, Fabio Pei, Pei Polkovnichenko, Nataliya
Pankoke, David Antonius Pelizzon, Loriana Pönkä, Harri
Panopoulou, Ekaterini Peltonen, Tuomas Antero Popoyan, Lilit
Panov, Vladimir Pereira da Silva, Luiz Awazu Porcher, Thomas
Papaioannou, Michael G. Perez-Amaral, Teodosio Poroshina, Agatha M.
Parisi, Laura Pesaran, M Hashem Potters, Marc
Parkyn, Oscar Peydro, Jose-Luis Powell, Robert John
Pascoal, Rui Pichler, Alois Prado, Sylvain Michael
Pastor, Lubos Pierdzioch, Christian Pradono, Tito Dimas
Paterlini, Sandra ? Piermattei, Stefano Prastyo, Dedy Dwi
Patton, Andrew Pierret, Diane Prigent, Jean-Luc
Pausch, Thilo Pirovano, Mara Purice, Victoria
Pedersen, Lasse Heje Pisa, Magdalena Putnins, Talis J.
Q
Quaedvlieg, Rogier
R
Raczko, Marek Ricci, Lorenzo Roncalli, Thierry
Rahman, Dima Ricci, Martino Nicola Rosenberg, Joshua
Rais Shaghaghi, Ali Rigobon, Roberto Rosengren, Eric
Ramadorai, Tarun Rinaldi, Rullan Rosenkranz, Peter
Rasmouki, Fanou Ristig, Alexander Rossi, Eduardo
Ratnovski, Lev Ristolainen, Kim Roszbach, Kasper
Rault, Arnaud ? Robles Fernandez, M. Dolores Rottke, Simon
Raza, Naveed Sr. Rochet, Jean Charles Roussellet, Guillaume
Realdon, Marco Rodriguez, Marius del Giudice Rouwenhorst, K. Geert
Reinhart, Carmen M. Rodriguez-Moreno, Maria Rugemintwari, Clovis
Renault, Eric Michel Roger, Guillaume F. Ruiz, Esther
Repullo, Rafael Rogoff, Kenneth S Ruja, Catalin
Reveiz, Alejandro Rojas Bohórquez, Juan Sebastián Rulliere, Didier
Rewilak, Johan Rombouts, Jeroen Vk Rutten, Lamon
S
Sagner, Andres Schupp, Fabian Slepaczuk, Robert
Saiti, Buerhan Schuster, Thomas Slovik, Patrick
Salhi, Yahia Schwaab, Bernd Smith, Peter N
Salloy, Suzanne Scotti, Chiara Soedarmono, Wahyoe
Santana, Maria Isabel Seho, Mirzet Sokolov, Yuri I.
Santos, Edward Ponce Seidler, Jakub Sopov, Boril
Sapriza, Horacio Selmi, Refk Sosa-Padilla, Cesar
Sarlin, Peter Serbera, Jean-Philippe Sosvilla-Rivero, Simon
Sarno, Lucio Sethapramote, Yuthana Soula, Jean-Loup
Saurina, Jesús Sévi, Benoît Stagnol, Lauren
Scaillet, Olivier Shah, Anand Staszkiewicz, Piotr Wojciech
Schäfer, Dorothea Shephard, Neil Stefanidis, Georgios
Scharth, Marcel Sher, Galen Stork, Philip Alexander
Schaumburg, Julia Sherpa, Dawa Stracca, Livio
Scheffknecht, Lukas Shi, Wen Straughan, Michael R.
Schepens, Glenn Shiller, Robert J. Stulz, René M.
Schienle, Melanie Shin, Hyun Song Stupfler, Gilles
Schmalz, Martin Shui, Jessica Suarez, Javier
Schmidt, Ulrich Shvydun, Sergey Suhadolnik, Nicolas
Schmieder, Christian Siemsen, Thomas Suleman, Tahir
Schmukler, Sergio Luis Sigmund, Michael Summer, Martin
Scholtes, Nicolas K. Silva, Andre F. Sun, Lixin
Schuermann, Til Silva, Thiago Christiano Swanson, Eric T.
Schulz, Franziska Silyakova, Elena Swanson, Norman Rasmus
Schumann, Enrico Skoczylas, Tomasz Szczypinska, Anna
T
Tabak, Benjamin Miranda Teply, Petr Torricelli, Costanza
Talasli, Irem Thaler, Dominik Torro, Hipolit
Tan, Zekuang Thérond, Pierre-Emmanuel Tracey, Belinda
Tansuchat, Roengchai Thesmar, David Tran, Dung Viet
Tarashev, Nikola Thomasz, Esteban Otto Trojani, Fabio
Tarazi, Amine Timmermann, Allan Tsionas, Mike
Targino, Rodrigo S. Tintchev, Kalin Tsomocos, Dimitrios Panayotis
Tarnaud, Albane Christine Tjahjawandita, Ari Tsoumas, Chris
Tasca, Paolo Tonzer, Lena Türsoy, Turgut
U
Ugolini, Andrea Urbina, Jilber Uysal, Pinar
Uluc, Arzu Uribe, Jorge M.
V
Valdesogo Robles, Alfonso van Wincoop, Eric Vermeulen, Robert
Valls Pereira, Pedro L. Váradi, Kata Veysov, Alexander Alexeevich
van de Leur, Michiel Vargas Sanchez, Alejandro Viceira, Luis M.
Vander Elst, Harry Varsanyi, Zoltan Vickery, James
van Dijk, Dick Vasilenko, Alexey Viscusi, W Kip
van Heerden, Chris Vasios, Michalis Vlahu, Razvan
Van Nieuwerburgh, Stijn Vause, Nicholas Simon Vlcek, Jan
van Oordt, Maarten R.C. Vedenov, Dmitry Vo, Quynh-Anh
Van Tassel, Peter Veiga, Helena Volk, Matjaz
van Wijnbergen, Sweder Verbeek, Marno
W
Wachter, Jessica A. Wang, Zhiguang Wohar, Mark E.
Wagalath, Lakshithe Warren, James Wolfers, Justin
Wagner, Wolf Webber, Lewis Charles Wolff, Christian C.P.
Wall, Larry D. Weber, Martin Wong, Wing-Keung
Walther, Thomas Welzel, Peter Wright, Jonathan H.
Wan, Chi Weron, Rafal Wu, Liuren
Wang, Gang-Jin Wickens, Michael R. Wu, Yan Wendy
Wang, Neng Witzany, Jiri
X
Xie, Li Xu, Shaofeng
Y
Yang, Bill Huajian Yongoua Tchikanda, Gaelle Tatiana Yusupov, Nurmukhammad
Yilmaz, Kamil Yoon, Kyung Hwan
Yogo, Motohiro Yu, Jun
Z
Zabai, Anna Zhang, Yinan Nellie Zimmerman, Peter
Zagaglia, Paolo Zhang, Zhuang Zimmermann, Tom
Zagonov, Maxim Zhao, Qianxue Zingales, Luigi
Zakoian, Jean-Michel Zhao, Yang ? Zinna, Gabriele
Zhang, Longmei Zhou, Chen Zitzewitz, Eric
Zhang, Xibin Zhou, Hao Zvezdov, Ivelin Mihailov
Zhang, Xin Zigraiova, Diana
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