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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 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 Boutchaktchiev, Vilislav
Balog, Dóra ? Ben Ammar, Semir ? Boyer, M. Martin
Bams, Dennis F.M. Benecká, Sona Brand, Thomas
Banai, Adam Ben Nasr, Adnen Braouezec, Yann
Bandyopadhyay, Arindam Ben Rejeb, Aymen Brechler, Josef
Bardoscia, Marco Benschop, Thijs ? Breckenfelder, Johannes
Barndorff-Nielsen, Ole E. Biais, Bruno R Bridges, Jonathan James
Barradas, Ricardo Bianchetti, Marco Brigo, Damiano
Barsotti, Flavia Bianchi, Daniele Britchenko, Igor
Barth, Andreas Biener, Christian Brown, Stephen J.
Bartram, Söhnke M. Billio, Monica Brownlees, Christian T.
Baruník, Jozef Bo, Lijun Brunnermeier, Markus K.
Basak, Suleyman Bogin, Alexander N. Bruno, Brunella
Basturk, Nalan Bollerslev, Tim Bruno, Olivier
Bauer, Peter Bonato, Matteo Bruns, Martin
Baum, Christopher F Bonciani, Dario Bucci, Andrea
Bayraktar, Erhan Borel-Mathurin, Fabrice Buesser, Ralf ?
Becerra, Juan Sebastian Borke, Lukas Andreas Byström, Hans
C
Calabrese, Raffaella Chateauneuf, Alain Jacques Cipollini, Andrea
Calmès, Christian ? Chaudhary, Dinesh ? Clements, Adam
Calomiris, Charles W. Chen, Cathy W. S. Clerc, Laurent
Camara, Boubacar Naby Chen, Hui Climent Hernández, José Antonio
Campbell, John Y. Chen, Jiaqi Colliard, Jean-Edouard
Candelon, Bertrand Chen, Liyuan Collier, Benjamin
Caporin, Massimiliano Chen, Minghua Correa, Ricardo
Carbajal De Nova, Carolina Chen, Mingli Corsi, Fulvio
Casarin, Roberto Chen, Qianying Corvino, Raffaele
Cassim, Lucius Chernozhukov, Victor Costola, Michele
Catania, Leopoldo Chevallier, Claire Océane Cotter, John
Cayton, Peter Julian Amascual Chevallier, Julien Coudert, Virginie
Cech, Frantisek Chiarella, Carl Coulomb, Renaud
Cerchiello, Paola Chkili, Walid Cousin, Violaine
Ceylan, Ozcan Chlebus, Marcin Cretarola, Alessandra
Chang, Bo Young Choros-Tomczyk, Barbara Cruz Lopez, Jorge Abraham
Chang, Chia-Lin Christiansen, Charlotte Csóka, Péter
Chan-Lau, Jorge Christoffersen, Peter F. Cubero, Rodrigo
Chao, Shih-Kang Chun, So Yeon Cummins, John David
Chapman, James Thompson Edward Cifter, Atilla
Charalambakis, Evangelos 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 Antonios 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 Esposito, Lorenzo
Egorova, Lyudmila Engle, Robert F. III Eufinger, Christian
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 Fricke, Daniel
Fatum, Rasmus Filipozzi, Fabio F. Saporito, Yuri
Fernandez, Pablo Filis, George Fu, Rong
Fernandez, Viviana Förstemann, Till ? Fukker, Gabor
Ferrara, Gerardo Fraisse, Henri Fusco, Elisa
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 Gori, Filippo Guo, Mengmeng
Garivaltis, Alexander 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
H
Halaj, Grzegorz Héam, Jean-Cyprien Hill, John ?
Hall, Maximilian J.B. Hege, Ulrich Hinterschweiger, Marc
Hammoudeh, Shawkat Heider, Florian Hodula, Martin
Hanly, Jim Heinemann, Alexander Hoerova, Marie
Hansen, Peter Reinhard Heinen, Andréas Homar, Timotej
Härdle, Wolfgang Karl Helberg, Stig Hou, Yang Greg
Harenberg, Daniel Hellmann, Tobias Hu, Yujia
Harris, Qun Hemminga, Marcus A. Huang, Zhuo
Harvey, Andrew C. Hennani, Rachida ? Huizinga, Harry P.
Harvey, Campbell R. Henrard, Marc Hundtofte, C. Sean
Hasan, Iftekhar Hentati Kaffel, Rania Hurlin, Christophe
Haselmann, Rainer Herrera, Rodrigo Hussain, Syed Adeel
Hasui, Kohei Hertrich, Markus Hutchison, Michael Mercier
Hautsch, Nikolaus Herwany, Aldrin
He, Yi Heyerdahl-Larsen, Christian
I
Iachan, Felipe S. Iosifidi, Maria Ivanková, Kristýna ?
Ibáñez, Francisco ? Iseringhausen, Martin Ivanov, Asen
Idier, Julien Ito, Takatoshi
J
Jablecki, Juliusz Jerzy Jánský, Ivo ? Joffe, Marc D.
Jacquier, Antoine Jasova, Martina Jokivuolle, Esa
Jakubík, Petr Ji, Qiang Jondeau, Eric
Jamel, Lamia Jiang, Jingze Jost, Sven P.
Janda, Karel Jimenez-Martin, Juan Angel
Jannin, Gregory Mathieu Jin, Xisong
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 Li, Mengheng Longstaff, Francis A.
La Nauze, Andrea Liang, Gechun ? Lönnbark, Carl ?
Lang, Jan Hannes Libertucci, Massimo Lopez, Claude
Lange, Rutger-Jan Liew, Venus Khim-Sen Lopez, Jose A.
Langenmayr, Dominika Irma Lima, Luiz Renato López Cabrera, Brenda
Langfield, Sam Lin, Hai Lopez-Martin, Bernabe
Léautier, Thomas-Olivier ? Lindé, Jesper ? Los, Cornelis A.
Lee, Seung Jung Linton, Oliver Bruce Louzis, Dimitrios P.
Lee, Yu Na Lipinski, Pawel Wnuk Lu, Xiangyun ?
Lejeune, Thomas Liu, Hao Lucas, Andre
Lelyveld, Iman Van Liu, Jia Lucey, Brian M.
León, Carlos Eduardo Liu, Lily Y. Luciano, Elisa
Lépinette, Emmanuel Liu, Taoxiong Lucotte, Yannick
Lettau, Martin Liu, Teng Dong ? Luo, Rui
Levine, Ross Livan, Giacomo Luo, Zhongmin
Lewis, Daniel John 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 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 Shah, Anand Stagnol, Lauren
Saurina, Jesús Shephard, Neil Staszkiewicz, Piotr Wojciech
Scaillet, Olivier Sher, Galen Stefanidis, Georgios
Schäfer, Dorothea Sherpa, Dawa Stiroh, Kevin
Scharth, Marcel Shi, Wen Stork, Philip Alexander
Schaumburg, Julia Shiller, Robert J. Stracca, Livio
Scheffknecht, Lukas Shin, Hyun Song Straughan, Michael R.
Schepens, Glenn Shui, Jessica Stulz, René M.
Schienle, Melanie Shvydun, Sergey Stupfler, Gilles
Schmalz, Martin Siemsen, Thomas Suarez, Javier
Schmidt, Ulrich Sigmund, Michael Suhadolnik, Nicolas
Schmieder, Christian Silva, Andre F. Suleman, Tahir
Schmukler, Sergio Luis Silva, Thiago Christiano Summer, Martin
Scholtes, Nicolas K. Silva Buston, Consuelo Sun, Lixin
Schuermann, Til Silva Junior, Antonio Francisco Almeida Swanson, Eric T.
Schulz, Franziska Silyakova, Elena Swanson, Norman Rasmus
Schumann, Enrico Sivec, Vasja Szczypinska, Anna
Schupp, Fabian Skoczylas, Tomasz
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 Uysal, Pinar
Uluc, Arzu Uribe, Jorge M.
V
Valdesogo Robles, Alfonso van Wijnbergen, Sweder Verbeek, Marno
Valls Pereira, Pedro L. van Wincoop, Eric Vermeulen, Robert
van Bruggen, Paul 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
W
Wachter, Jessica A. Wang, Shixuan Witzany, Jiri
Wagalath, Lakshithe Wang, Zhiguang Wohar, Mark E.
Wagner, Wolf Warren, James Wolfers, Justin
Wall, Larry D. Webber, Lewis Charles Wolff, Christian C.P.
Walther, Thomas Weber, Martin Wong, Wing-Keung
Wan, Chi Welzel, Peter Wright, Jonathan H.
Wang, Gang-Jin Weron, Rafal Wu, Liuren
Wang, Neng Wickens, Michael R. 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, Xin Zigraiova, Diana
Zagaglia, Paolo Zhang, Yinan Nellie Zimmerman, Peter
Zagonov, Maxim Zhang, Zhuang Zimmermann, Tom
Zaheer, Sajjad Zhao, Qianxue Zingales, Luigi
Zakoian, Jean-Michel Zhao, Yang Zinna, Gabriele
Zhang, Longmei Zhou, Chen Zitzewitz, Eric
Zhang, Xibin Zhou, Hao Zvezdov, Ivelin Mihailov
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