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