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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 Alexeev, Vitali Anginer, Deniz
Abbas, Qaisar ? Allen, David Edmund Antoniades, Adonis
Acharya, Viral V. Almeida, Rui Jorge Ardia, David
Acikgoz, Omer Tugrul Aloosh, Arash Arendarski, Piotr ?
Adam, Tomas Aloui, Riadh Arismendi Zambrano, Juan Carlos
Adrian, Tobias Altunbas, Yener Arnold, Marc
Afanasyeva, Olga Ambrocio, Gene 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
Aldy, Joseph E. Angelidis, Timotheos
B
Bacchetta, Philippe Beck, Thorsten Bose, Udichibarna
Bachev, Hrabrin Ianouchev Beckers, Benjamin Bottazzi, Giulio
Bag, Pinaki Bekaert, Geert Bouoiyour, Jamal
Bahaj, Saleem Abubakr Bekkour, Lamia Boustanifar, Hamid
Bahloul, Walid Bell, Peter Newton Boyer, M. Martin
Balcilar, Mehmet Ben Ammar, Semir ? Brand, Thomas
Balog, Dóra Benecká, Sona Braouezec, Yann
Bams, Dennis F.M. Ben Nasr, Adnen Brechler, Josef
Banai, Adam Ben Rejeb, Aymen Breckenfelder, Johannes
Bandyopadhyay, Arindam Benschop, Thijs Bridges, Jonathan James
Bardoscia, Marco Biais, Bruno R Brigo, Damiano
Barndorff-Nielsen, Ole E. Bianchetti, Marco Brown, Stephen J.
Barradas, Ricardo Bianchi, Daniele Brownlees, Christian T.
Barsotti, Flavia Biener, Christian Broz, Václav
Barth, Andreas Billio, Monica Brunnermeier, Markus K.
Bartram, Söhnke M. Bo, Lijun Bruno, Brunella
Baruník, Jozef Bogin, Alexander N. Bruno, Olivier
Basak, Suleyman Bollerslev, Tim Bucci, Andrea
Basturk, Nalan Bonato, Matteo Buesser, Ralf ?
Bauer, Peter Borel-Mathurin, Fabrice Byström, Hans
Bayraktar, Erhan Borke, Lukas Andreas
Becerra, Juan Sebastian Borri, Nicola
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, Jiaqi Cocioc, Paul
Candelon, Bertrand Chen, Minghua Colliard, Jean-Edouard
Caporin, Massimiliano Chen, Mingli Collier, Benjamin
Carbajal De Nova, Carolina Chen, Qianying Correa, Ricardo
Casarin, Roberto Chernozhukov, Victor Corsi, Fulvio
Cassim, Lucius Chevallier, Claire Océane Corvino, Raffaele
Catania, Leopoldo Chevallier, Julien Costola, Michele
Cayton, Peter Julian Amascual Chiarella, Carl Cotter, John
Cech, Frantisek Chkili, Walid Coudert, Virginie
Cerchiello, Paola Chlebus, Marcin Coulomb, Renaud
Ceylan, Ozcan Choros-Tomczyk, Barbara Cousin, Violaine
Chang, Bo Young Christiansen, Charlotte Cretarola, Alessandra
Chang, Chia-Lin Christoffersen, Peter F. Cruz Lopez, Jorge Abraham
Chan-Lau, Jorge Chun, So Yeon Csóka, Péter
Chao, Shih-Kang Cifter, Atilla Cubero, Rodrigo
Chapman, James Thompson Edward Cihak, Martin Cummins, John David
Charalambakis, Evangelos Cipollini, Andrea
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 Förstemann, Till Fukker, Gabor
Fernandez, Pablo Fraisse, Henri Fusco, Elisa
Fernandez, Viviana Francis, William Barry
G
Gabauer, David Gersbach, Hans Grasso, Adriana
Gaglianone, Wagner Piazza Ghent, Andra C. Greenwood-Nimmo, Matthew
Gaillard, Alexandre Ghiba, Nicolae 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 Gorton, Gary Guo, Mengmeng
Gardenal, Gloria Goswami, Anindya Gupta, Rangan
Gatfaoui, Hayette Gottwald, Radim Gurenko, Eugene N.
Genco, Mario Gourieroux, Christian S. Gurrola Perez, Pedro
Geraci, Marco Valerio 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
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 Kokas, Sotirios C.
Kapetanios, George Kick, Thomas Kondor, Imre
Kapp, Daniel Kilian, Lutz König, Philipp Johann ?
Karimalis, Emmanouil Kim, Hyeongwoo Koopman, Siem Jan
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 Kiphen, Emmy Krahnen, Jan Pieter
Kazemi, Maziar Mahdavi Kirti, Divya Kräussl, Roman
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 Martinez, Charles C. Mihoci, Andrija
Maccaferri, Sara Martynova, Natalya Milonas, Kristoffer
Macchiavelli, Marco Masih, Abul Mansur M. Minamihashi, Naoaki
Madlener, Reinhard Matei, Marius Miranda, Rodrigo Cesar de Castro
Magdanz, James S. Matthaiou, Maria - Artemis Mohan, Preeya Shalini
Maheu, John M. Mauad, Roberto Baltieri Molina-Borboa, José Luis
Mahmoud, Ola McAleer, Michael Momtsia, Angeliki
Maillet, Bertrand Bruno McCann, Fergal Monda, Barbara
Makram, Beljid Meddahi, Nour Monfort, Alain
Mallett, Jacky Mehta, Salil Moore, Kyle Thomas ?
Malovana, Simona Melis, Roberta Moravcova, Michala
Manganelli, Simone Melo-Velandia, Luis Fernando Morgan, Peter John
Maniati, Marina Memmel, Christoph Moschetto, Bruno-Laurent
Mankaï, Selim Mendicino, Caterina Mostoufi, Mina
Marfè, Roberto Menkhoff, Lukas Moussa, Zakaria
Mariathasan, Mike Menoncin, Francesco Moyen, Stéphane
Marques-Ibanez, David Migueis, Marco Muris, Chris
Marrone, James Mihai, Irina Murphy, David
Martin, Gael Margaret 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 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 Poghosyan, Tigran
Pagano, Marco Pedrono, Justine Polkovnichenko, Nataliya
Pammolli, Fabio Pegoraro, Stefano Pönkä, Harri
Panetti, Ettore Pei, Pei Popoyan, Lilit
Pankoke, David Antonius ? Pelizzon, Loriana Porcher, Simon Gaspard
Panopoulou, Ekaterini Peltonen, Tuomas Antero Porcher, Thomas
Panov, Vladimir Pereira da Silva, Luiz Awazu Potters, Marc
Papaioannou, Michael G. Perez-Amaral, Teodosio Powell, Robert John
Parisi, Laura Pesaran, M Hashem Prado, Sylvain Michael
Parkyn, Oscar Pichler, Alois Pradono, Tito Dimas
Pascoal, Rui Pierdzioch, Christian Prastyo, Dedy Dwi
Pastor, Lubos Pierret, Diane Prigent, Jean-Luc
Paterlini, Sandra Pirovano, Mara Purice, Victoria
Patton, Andrew Pisa, Magdalena
Pausch, Thilo Platen, Eckhard
Q
Quaedvlieg, Rogier
R
Raczko, Marek Ricci, Lorenzo Rosenberg, Joshua
Rahman, Dima Ricci, Martino Nicola Rosengren, Eric
Rais Shaghaghi, Ali Rigobon, Roberto Rosenkranz, Peter
Ramadorai, Tarun Rinaldi, Rullan Rossi, Eduardo
Rasmouki, Fanou Ristig, Alexander Roszbach, Kasper
Ratnovski, Lev Ristolainen, Kim Rottke, Simon
Rault, Arnaud Robles Fernandez, M. Dolores Roussellet, Guillaume
Raza, Naveed Sr. Rochet, Jean Charles Rouwenhorst, K. Geert
Realdon, Marco Rodriguez, Marius del Giudice Rugemintwari, Clovis
Reinhart, Carmen M. Roger, Guillaume F. Ruiz, Esther
Renault, Eric Michel Rogoff, Kenneth S Ruja, Catalin
Repullo, Rafael Rojas Bohórquez, Juan Sebastián Rulliere, Didier
Reveiz, Alejandro Rombouts, Jeroen Vk Rutten, Lamon
Rewilak, Johan Roncalli, Thierry
S
Sagner, Andres Schuster, Thomas Slovik, Patrick
Saiti, Buerhan Schwaab, Bernd Smith, Peter N
Salhi, Yahia Scotti, Chiara Soedarmono, Wahyoe
Salloy, Suzanne Seho, Mirzet Sokolov, Yuri I.
Santana, Maria Isabel Seidler, Jakub Sopov, Boril
Sant'Anna, Pedro H. C. Selmi, Refk Sosa-Padilla, Cesar
Santos, Edward Ponce Serbera, Jean-Philippe Sosvilla-Rivero, Simon
Sapriza, Horacio Sethapramote, Yuthana Soula, Jean-Loup
Sarlin, Peter Sévi, Benoît Stagnol, Lauren
Sarno, Lucio Shah, Anand Staszkiewicz, Piotr Wojciech
Saurina, Jesús Shephard, Neil Stork, Philip Alexander
Scaillet, Olivier Sher, Galen Stracca, Livio
Schäfer, Dorothea Sherpa, Dawa Straughan, Michael R.
Scharth, Marcel Shi, Wen Stulz, René M.
Schaumburg, Julia Shiller, Robert J. Stupfler, Gilles
Scheffknecht, Lukas Shin, Hyun Song Suarez, Javier
Schepens, Glenn Shui, Jessica Suhadolnik, Nicolas
Schienle, Melanie Shvydun, Sergey Suleman, Tahir
Schmalz, Martin Siemsen, Thomas Summer, Martin
Schmidt, Ulrich Sigmund, Michael Sun, Lixin
Schmieder, Christian ? Silva, Andre F. Swanson, Eric T.
Schmukler, Sergio Luis Silva, Thiago Christiano Swanson, Norman Rasmus
Scholtes, Nicolas K. Silyakova, Elena Szczypinska, Anna
Schuermann, Til Skoczylas, Tomasz
Schulz, Franziska 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 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 Türsoy, Turgut
Tasca, Paolo Tonzer, Lena
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 Vasios, Michalis Viscusi, W Kip
van Heerden, Chris Vause, Nicholas Simon Vlahu, Razvan
Van Nieuwerburgh, Stijn Vedenov, Dmitry Vlcek, Jan
van Oordt, Maarten R.C. Veiga, Helena Vo, Quynh-Anh
van Wijnbergen, Sweder Verbeek, Marno Volk, Matjaz
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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