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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 Anand, Kartik Arnould, Guillaume
Agénor, Pierre-Richard Anastasiou, Dimitrios Aruoba, S. Boragan
Agrapetidou, Anna Andersen, Torben G. Asai, Manabu
Ahelegbey, Daniel Felix Andries, Marianne Avadanei, Anamaria
Ahmed, Doaa Akl Andrievskaya, Irina Avdulaj, Krenar
Ahmed, Jameel Andrlikova, Petra Avino, Davide
Ahnert, Toni Ang, Andrew Aziz, Tariq
B
Bacchetta, Philippe Beck, Thorsten Bose, Udichibarna
Bachev, Hrabrin Ianouchev Beckers, Benjamin Bottazzi, Giulio
Bag, Pinaki Bekaert, Geert Bouoiyour, Jamal
Bahloul, Walid Bekkour, Lamia Boustanifar, Hamid
Balcilar, Mehmet Bell, Peter Newton Boyer, M. Martin
Balog, Dóra Ben Ammar, Semir ? Brand, Thomas
Bams, Dennis F.M. Benecká, Sona Braouezec, Yann
Banai, Adam Ben Nasr, Adnen Brechler, Josef
Bandyopadhyay, Arindam Ben Rejeb, Aymen Breckenfelder, Johannes
Bardoscia, Marco Benschop, Thijs 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 Broz, Václav
Bartram, Söhnke M. Billio, Monica Brunnermeier, Markus K.
Baruník, Jozef Bo, Lijun Bruno, Brunella
Basak, Suleyman Bogin, Alexander N. Bruno, Olivier
Basturk, Nalan Bollerslev, Tim Bucci, Andrea
Bauer, Peter Bonato, Matteo Buesser, Ralf ?
Baum, Christopher F Borel-Mathurin, Fabrice Byström, Hans
Bayraktar, Erhan Borke, Lukas Andreas
Becerra, Juan Sebastian Borri, Nicola
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 Francq, Christian
Fantini, Giulia Ferrouhi, El Mehdi Freixas, Xavier
Farooq, Moazzam Fielding, David F. Saporito, Yuri
Farooquee, Arsalan Ali Filipozzi, Fabio Fu, Rong
Fatum, Rasmus Filis, George Fukker, Gabor
Fernandez, Pablo Förstemann, Till Fusco, Elisa
Fernandez, Viviana Fraisse, Henri
Ferrara, Gerardo Francis, William Barry
G
Gaglianone, Wagner Piazza Ghent, Andra C. Grasso, Adriana
Gaillard, Alexandre Ghiba, Nicolae Greenwood-Nimmo, Matthew
Galagedera, Don U. A. Gianfagna, Laura Grinis, Inna
Galichon, Alfred Giglio, Stefano Gründl, Helmut
Gallagher, Emily Giles, David E. A. Gschoepf, Philipp
Gallardo, Natalia Giudici, Paolo Stefano Guegan, Dominique Madeleine
Gallo, Giampiero M. Goetzmann, William N. Guerra, Solange Maria
Gamba, Santiago Gollier, Christian Guesmi, Khaled
Gambacorta, Leonardo Gomez-Gonzalez, Jose Eduardo Guidolin, Massimo
Gandhi, Priyank Gong, Di Guillen, Montserrat
Gapko, Petr Goodwin, Barry Kent Guin, Benjamin S.
Garbarino, Nicola Gopalakrishnan, Balagopal Guiso, Luigi ?
Garcia, René Górajski, Mariusz Guizani, Brahim
Garcia-Barragan, Fernando Gordy, Michael Guo, Hui
Gardenal, Gloria Gorton, Gary Guo, Mengmeng
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
H
Halaj, Grzegorz Hautsch, Nikolaus Hertrich, Markus
Hall, Maximilian J.B. He, Yi Herwany, Aldrin
Hammoudeh, Shawkat Héam, Jean-Cyprien Heyerdahl-Larsen, Christian
Hanly, Jim Hege, Ulrich Hill, John ?
Hansen, Peter Reinhard Heider, Florian 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 Hurlin, Christophe
Haselmann, Rainer Hentati Kaffel, Rania Hussain, Syed Adeel
Hasui, Kohei Herrera, Rodrigo ? 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 Jondeau, Eric
Jamel, Lamia Jiang, Jingze Jost, Sven P.
Jannin, Gregory Mathieu Jimenez-Martin, Juan Angel
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 Kumbhat, Ashish
Kent, Lance C. ? Klemperer, Paul Kunihama, Tsuyoshi
Kerbl, Stefan Kobayashi, Teruyoshi
Khalaf, Lynda Kocenda, Evzen
L
Laeven, Luc 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
Leymarie, Jérémy Loiacono, Giuseppe ?
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 Muris, Chris
Martin, Gael Margaret Mihai, Irina Murphy, David
Martinez, Charles C. Mihet, Roxana
N
Nahai-Williamson, Paul Neumann, Tobias Nishi, Hiroshi
Nakajima, Jouchi Nguyen, Duc Khuong Nishimura, Yusaku
Nakmai, Siwat Nguyen, Ha Thu Nitschka, Thomas
Nasekin, Sergey Nicodano, Giovanna Noureldin, Diaa
Naseri, Marjan Nielsen, Caren Yinxia Novales, Alfonso
Natoli, Filippo Nielsen, Morten Ørregaard Nucera, Federico
Neely, Christopher J. Nikolov, Kalin Ognianov Nyberg, Henri
O
Oet, Mikhail Victor Olmo, Jose Ormos, Mihály
Oglend, Atle O'Malley, Terry Ortega, Fabio
Oikonomikou, Leoni Eleni Omori, Yasuhiro Ozun, Alper
Ojo, Marianne O'Neill, Cian
Okhrin, Ostap Ooghe, Hubert
P
Paddrik, Mark Endel Pedrono, Justine Poghosyan, Tigran
Pagano, Marco Pegoraro, Stefano Polkovnichenko, Nataliya
Pammolli, Fabio Pei, Pei Pönkä, Harri
Panetti, Ettore Pelizzon, Loriana Popoyan, Lilit
Pankoke, David Antonius ? Peltonen, Tuomas Antero Porcher, Thomas
Panopoulou, Ekaterini Pereira da Silva, Luiz Awazu Poroshina, Agatha M.
Panov, Vladimir Perez-Amaral, Teodosio Potters, Marc
Papaioannou, Michael G. Pesaran, M Hashem Powell, Robert John
Parisi, Laura Peydro, Jose-Luis Prado, Sylvain Michael
Parkyn, Oscar Pichler, Alois Pradono, Tito Dimas
Pascoal, Rui Pierdzioch, Christian Prastyo, Dedy Dwi
Pastor, Lubos Piermattei, Stefano Prigent, Jean-Luc
Paterlini, Sandra ? Pierret, Diane Purice, Victoria
Patton, Andrew Pirovano, Mara Putnins, Talis J.
Pausch, Thilo Pisa, Magdalena
Pedersen, Lasse Heje Platen, Eckhard
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 Schwaab, Bernd Slovik, Patrick
Saiti, Buerhan Scotti, Chiara Smith, Peter N
Salhi, Yahia Seho, Mirzet Soedarmono, Wahyoe
Salloy, Suzanne Seidler, Jakub Sokolov, Yuri I.
Santana, Maria Isabel Selmi, Refk Sopov, Boril
Santos, Edward Ponce Serbera, Jean-Philippe Sosa-Padilla, Cesar
Sapriza, Horacio Sethapramote, Yuthana Sosvilla-Rivero, Simon
Sarlin, Peter Sévi, Benoît Soula, Jean-Loup
Sarno, Lucio Shachar, Or Stagnol, Lauren
Saurina, Jesús Shah, Anand Staszkiewicz, Piotr Wojciech
Scaillet, Olivier Shephard, Neil Stefanidis, Georgios
Schäfer, Dorothea Sher, Galen Stork, Philip Alexander
Scharth, Marcel Sherpa, Dawa Stracca, Livio
Schaumburg, Julia Shi, Wen Straughan, Michael R.
Scheffknecht, Lukas Shiller, Robert J. Stulz, René M.
Schepens, Glenn Shin, Hyun Song Stupfler, Gilles
Schienle, Melanie Shui, Jessica Suarez, Javier
Schmalz, Martin Shvydun, Sergey Suhadolnik, Nicolas
Schmidt, Ulrich Siemsen, Thomas Suleman, Tahir
Schmieder, Christian ? Sigmund, Michael Summer, Martin
Schmukler, Sergio Luis Silva, Andre F. Sun, Lixin
Scholtes, Nicolas K. Silva, Thiago Christiano Swanson, Eric T.
Schuermann, Til Silyakova, Elena Swanson, Norman Rasmus
Schulz, Franziska Skoczylas, Tomasz Szczypinska, Anna
Schuster, Thomas Slepaczuk, Robert
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
Uluc, Arzu Uysal, Pinar
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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