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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
Aase, Knut Kristian Alam, Md. Mahmudul Andersen, Torben G.
Abad, Pilar Albrecht, Peter Ang, Andrew
Abdelmalek, Wafa Albulescu, Claudiu Tiberiu Angelico, Cristina
Abdullah, Mohammad Aldasoro, Inaki Angelidis, Timotheos
Acharya, Viral V. Aldy, Joseph E. Angelova, Denitsa
Adema, Joop Alessandri, Piergiorgio Anginer, Deniz
Admati, Anat Ruth Alexander, Carol O Antonio, Katrien
Adrian, Tobias Alfaro, Rodrigo Araujo, Aloisio
Agenor, Pierre-Richard Al-Faryan, Mamdouh Abdulaziz Sa Arbay, Evi Aryati
Ahnert, Toni Allen, David Edmund Ardia, David
Aiello, Maria Alessia Almeida, Caio Arellano, Cristina
Aikman, David Llewelyn Althof, Michael Arismendi Zambrano, Juan Carlos
Ait-Sahalia, Yacine Altunbas, Yener Asai, Manabu
Akamin, Ajapnwa Amaral, Teodosio Francisco Auer, Raphael Anton
Akovali, Umut Anand, Kartik
B
Bacchetta, Philippe Bekaert, Geert Boudt, Kris
Bachev, Hrabrin Ianouchev Bekemeier, Felix Bougheas, Spiros
Baker, Scott R. Bekirova, Olga Bougias, Alexandros
Balcilar, Mehmet Benassy-Quere, Agnes Boulila, Hadjer
Bams, Dennis F.M. Benhamou, Eric Bouoiyour, Jamal
Bandyopadhyay, Arindam Ben Nasr, Adnen Bouri, Elie I.
Bansal, Ravi Benschop, Thijs Boutchaktchiev, Vilislav
Barboza Pineda, Jonathan ? Berkhouch, Mohammed Boyarchenko, Nina
Bardoscia, Marco Berriel, Rafael Boyer, M. Martin
Barndorff-Nielsen, Ole E. † Bertolozzi-Caredio, Daniele Braeuer, Leonie
Barro, Robert J. Biais, Bruno R Brigo, Damiano
Bartram, Sohnke M. Bianchi, Daniele Broll, Udo †
Barunik, Jozef Billio, Monica Broto, Carmen
Bary, Amr A. Blazsek, Szabolcs Brown, Stephen J.
Basak, Suleyman Bloom, Nicholas Brownlees, Christian T.
Basso, Antonella Boeckelmann, Lukas Broz, Vaclav
Basten, Christoph Carl Bogin, Alexander N. Bruhin, Jonas Marcus
Battiston, Stefano Bollerslev, Tim Bruno, Olivier
Baum, Christopher F Bolton, Patrick Bubeck, Johannes
Bauwens, Luc Bonato, Matteo Bucci, Andrea
Bayraktar, Erhan Bonelli, Diego Buckmann, Marcus
Bazarbash, Majid Bonga, Wellington Garikai Budrys, Zymantas
Beck, Elliot Bonga-Bonga, Lumengo Burnecki, Krzysztof
Beck, Thorsten Borke, Lukas Andreas Burrell, Hamish
Bee, Marco Bosetti, Valentina Busch, Christopher
Beetsma, Roel Maria Wilhelmus Jozef Bottazzi, Giulio Bystroem, Hans
C
Caggiano, Giovanni Cerchiello, Paola Christoffersen, Peter F. †
Calabrese, Raffaella Cerny, Ales Chronopoulos, Ilias
Calmes, Christian Chakraborty, Chiranjit Chulia, Helena
Calomiris, Charles W. Chang, Chia-Lin Cipollini, Andrea
Camara, Boubacar Naby Chang, Yoosoon Clark, Todd
Camarena, Jose Andree Chapman, James Thompson Edward Clerc, Laurent
Campos, Luciano Chari, Anusha Cohen, Jeffrey Paul
Candelon, Bertrand Chateauneuf, Alain Jacques Conlon, Thomas
Cao, Jin Chen, Cathy W. S. Corgnet, Brice
Caporale, Guglielmo Maria Chen, Hui Correa, Ricardo
Caporin, Massimiliano Chen, Liyuan Correia, Sergio A
Cardot-Martin, Raphael ? Chen, Zhengyang Cotter, John
Carr, Peter P. † Chernozhukov, Victor Coudert, Virginie
Casanova, Catherine Tahmee Chevallier, Julien Covi, Giovanni
Casarin, Roberto Chiarella, Carl † Cox, Christian
Casta, Martin Chlebus, Marcin Cretarola, Alessandra
Castelnuovo, Efrem Chondrogiannis, Ilias Cross, Jamie Lee
Catania, Leopoldo Christensen, Bent Jesper Csoka, Peter
Cepni, Oguzhan Christiansen, Charlotte Cuba, Walter
D
Dacorogna, Michel M Delis, Panagiotis Dionne, Georges
Dagar, Vishal De Lorenzo Buratta, Ivan Djebari, FAYCAL
Dalderop, Jeroen Del Vecchio, Leonardo Dohmen, Thomas Johannes
Darne, Olivier Demirguc-Kunt, Asli Dotta, Vitor
da Veiga, Bernardo De Nard, Gianluca Fabio Drehmann, Mathias
Davis, Steven J. Desboulets, Loann ? Drenkovska, Marija
De Bandt, Olivier R Desogus, Marco Drudi, Maria Ludovica
Dec, Marcin Detken, Carsten Dungey, Mardi †
Decamps, Jean-Paul Dhaene, Jan Marcel Leonie Duprey, Thibaut
Degiannakis, Stavros Antonios Diebold, Francis X. Dyachenko, Artem ?
Degryse, Hans Diem, Christian
De Jonghe, Olivier Dilts Stedman, Karlye
E
Ekman, Mats Escobar Anel, Marcos
Engle, Robert F. III Ewald, Christian-Oliver
F
Faia, Ester Feng, Yuanhua Filiani, Pasquale
Fan, Jianqing Fengler, Matthias R. Filis, George
Fang, Hanming Fernandez, Viviana Flavin, Thomas
Fantazzini, Dean Fernandez Bariviera, Aurelio Frame, W Scott
Fatum, Rasmus Fernandez-Gallardo, Alvaro
Favero, Carlo Ferreira Batista Martins, Igor
G
Gabaix, Xavier Gil-Alana, Luis Alberiko Grotteria, Marco
Gabauer, David Gilchrist, Simon Gruendl, Helmut
Gaglianone, Wagner Piazza Giles, David E. A. Grzelak, Lech A.
Galaasen, Sigurd Giudici, Paolo Stefano Guaitoli, Gabriele
Galagedera, Don U. A. Goetzmann, William N. Guan, Bo
Galan, Jorge Eduardo Goldberg, Linda S. Gudmundsson, Gudmundur Stefan
Gallo, Giampiero M. Gomez, Camilo Guerra, Solange Maria
Gambacorta, Leonardo Goodwin, Barry Kent Guesmi, Khaled
Garbarino, Nicola Gordy, Michael Guillen, Montserrat
Garratt, Rodney John Gorton, Gary Guin, Benjamin Suman
Gaspar, Raquel M. Gourinchas, Pierre-Olivier Guiso, Luigi
Gasparini, Tommaso Goutte, Stephane Guo, Hui
Gersbach, Hans Goyal, Amit Gupta, Rangan
Giannone, Domenico Graziano, Marco Gurenko, Eugene N.
Giglio, Stefano Gropp, Reint Eberhard Gurgone, Andrea
H
Haerdle, Wolfgang Karl Haufler, Andreas Hoerova, Marie
Halaj, Grzegorz Hautsch, Nikolaus Hopkins, Caroline Anne
Hall, Maximilian J.B. ? He, Zhiguo Hu, Junjie
Hallegatte, Stephane Hege, Ulrich Hua, Min
Hambuckers, Julien Heider, Florian Huber, Florian
Hammed, Yinka Sabuur Heinen, Andreas Hubner, Georges
Hammoudeh, Shawkat Hellenkamp, Detlef Hue, Sullivan
Hanly, Jim Hellwig, Martin F. Hughes, Joseph P.
Hansen, Peter Reinhard Hengge, Martina Hugonnier, Julien Nicolas
Harenberg, Daniel Hennessy, David A. Huizinga, Harry P.
Harvey, Andrew C. Henrard, Marc Hurlin, Christophe
Harvey, Campbell R. Hentati Kaffel, Rania Hutchison, Michael Mercier
Hasan, Iftekhar Herings, P. Jean-Jacques Huynh, Toan Luu Duc
Haselmann, Rainer Hipp, Ruben
Hassan, Tarek Alexander Hodula, Martin
I
Iannino, Maria Chiara Ilomaeki, Jukka Islam, M. Nazmul
Idier, Julien Iseringhausen, Martin
J
Jacquier, Antoine Jimenez-Martin, Juan Angel Jung, Hyeyoon
Jagtiani, Julapa A. Jin, Xisong Jung, Kwangmin
Jakubik, Petr Jing, Ruixue Juselius, John Mikael
Janda, Karel Jokivuolle, Esa Jussangaliyeva, Kamilla
Ji, Qiang Jondeau, Eric
Jimenez, Gabriel Joshi, Satyadhar
K
Kachurka, Raman Kimura, Shingo Kotlicki, Artur
Kallenos, Theodosis Kirman, Alan Koumou, Nettey Boevi Gilles Gilles
Kapadia, Sujit Ramesh Kirwin, Liam P. Kouretas, Georgios P.
Kapetanios, George Kitzler, Stefan Koziol, Philipp
Karimalis, Emmanouil ? Klaus, Benjamin Kozlovtceva, Irina
Karmakar, Sudipto Klemperer, Paul Krahnen, Jan Pieter
Kartasheva, Anastasia Klimowicz, Aleksy Kraussl, Roman
Kashyap, Anil K Kobayashi, Teruyoshi Kravtsov, Oleg
Katsouris, Christis Kocenda, Evzen Kremer, Manfred
Kelly, Robert Kogler, Michael Kristoufek, Ladislav
Kelly, Steven Kohns, David Eric Krygier, Dominika
Kevkhishvili, Rusudan Koijen, Ralph Kubitza, Christian
Khalaf, Lynda Kok, Christoffer Kumbhat, Ashish
Kick, Thomas Kole, Erik Kumps, Diederik
Kilian, Lutz Kondor, Imre Kunieda, Takuma
Kim, Donggyu Koopman, Siem Jan Kurka, Josef
Kim, Hyeongwoo Kostyrka, Andrei Victorovitch
L
Laeven, Luc Le Quang, Gaetan Locarno, Alberto
Laeven, Roger J. A. Lettau, Martin Loennbark, Carl
Lambrinoudakis, Costas Leung, Tim Loewenfeld, Moritz
Lang, Jan Hannes Levine, Ross Loisel, Stephane
Langfield, Sam Leymarie, Jeremy Lok, Yen H.
Lara, Jose Luis Leyva, Jaime Londono, Juan M.
Larrain, Mauricio Li, Boyao Longstaff, Francis A.
La Serra, Vittoria Li, Chenxing Lopez, Claude
Lassance, Nathan Li, Jialong Lopez, Jose A.
Lau, Chi Keung Marco Li, Longqing Lopez Cabrera, Brenda
Laurent, Sebastien Li, Mingzhe Lopez-Lira, Alejandro
Le, Mathias Liang, Wei Louaas, Alexis ?
Leautier, Thomas-Olivier Liew, Venus Khim-Sen Louberge, Henri
Lee, David Lima, Luiz Renato Lu, Yang
Lee, Kyungsub Lin, Weidong Lucey, Brian M.
Lee, Seohyun Lind, Ronja Luciani, Andrea
Lee, Seung Jung Linde, Jesper Luciano, Elisa
Lee, Soyoung Linton, Oliver Bruce Ludwig, Alexander
Lee, Tae Hwy Liu, BingYue Luetkebohmert, Eva
Leeuwenkamp, Aleksy Liu, Francis ? Lundblad, Christian
Lelyveld, Iman Van Liu, Yan Luo, Pengfei
Leon, Carlos Eduardo Liu, Yang Luo, Zhongmin
Lepore, Caterina Lo, Andrew W. Lustig, Hanno
M
Maasoumi, Esfandiar Martin, Gael Margaret Migueis, Marco
Machokoto, Michael Martorell, Enric Miller, Aliya
Madlener, Reinhard Masih, Abul Mansur M. Millischer, Laurent
Magnani, Monia Matic, Jovanka Lili ? Milonas, Kristoffer
Mahdavi Ardekani, Aref Mattera, Raffaele Mingarelli, Luca
Maheu, John M. Mayordomo, Sergio Mishin, Arsenii
Majoni, Blessings McAleer, Michael † Mittnik, Stefan
Major, Mike McCann, Fergal Mizen, Paul David
Malandrakis, Ioannis McCracken, Michael Moerke, Mathis
Malevergne, Yannick Meddahi, Nour Momtsia, Angeliki
Malovana, Simona Medeiros, Marcelo C. Monfort, Alain
Maly, Jessica Melnikov, Vasily Moore, Kyle Thomas ?
Mamatzakis, Emmanuel Memmel, Christoph Morales-Onate, Victor Roberto
Manganelli, Simone Mendicino, Caterina Moresco, Marlon Ruoso
Manguzvane, Mathias Mandla Mendo, Fernando Morgan, Peter John
Manuel, Ed Menkhoff, Lukas Moscatelli, Mirko
Maples, William Elliott Menoncin, Francesco Mosk, Benjamin
Marcellino, Massimiliano Mercadier, Mathieu Moyen, Stephane
Marchioni, Andrea Mertens, Elmar Mueller, Carola
Marfe, Roberto Meshcheryakova, Natalia Mulder, Philip
Mariathasan, Mike Meyer, Brent Hedlund Murphy, David
Marques-Ibanez, David Mi, Chuanmin Sr. Muteba Mwamba, John Weirstrass
N
Nadal De Simone, Francisco Nepal, Rabindra Niepmann, Friederike
Nagel, Stefan Nevrla, Matej Nikolov, Kalin Ognianov
Nakajima, Jouchi Ngambou Djatche, Melchisedek Joslem Nitschka, Thomas
Natoli, Filippo Nguyen, Duc Khuong Novales, Alfonso
Navarini, Lorenzo Nguyen, Quang Khai Noy, Ilan
Neely, Christopher J. Nicodano, Giovanna
Nemschoff, Danielle Nielsen, Morten
O
O'Brien, Martin D. Oliviero, Tommaso Ornelas, Jose Renato Haas
Ogbonna, Ahamuefula Ephraim Olkhov, Victor Osswald, Benjamin
Oikonomikou, Leoni Eleni Olmo, Jose Ostry, Daniel A.
Ojea Ferreiro, Javier Omori, Yasuhiro Otranto, Edoardo
Ojo, Marianne O'Neill, Cian ? Ozdemir, Zeynel Abidin
Okahara, Naoto Ongena, Steven Ozun, Alper ?
Okhrin, Ostap Ooghe, Hubert
Olaniran, Abeeb Olatunde Oosterlee, Cornelis W.
P
Pacella, Claudia Pausch, Thilo Pierdzioch, Christian
Paddrik, Mark Endel Pedersen, Lasse Heje Pierret, Diane
Pagano, Marco Pedini, Luca Pigato, Paolo
Palanska, Tereza Peleg-Lazar, Sharon Plakandaras, Vasilios
Pallante, Gianluca Pelizzon, Loriana Platen, Eckhard
Pallavicini, Andrea Peltonen, Tuomas Antero Poghosyan, Anahit
Pammolli, Fabio Pelzl, Paul Polivka, Jeannine
Panopoulou, Ekaterini Penikas, Henry Polk, Christopher Keith
Panteghini, Paolo M. Pereira da Silva, Luiz Awazu Polo, Andrea
Parisi, Laura Perez Quiros, Gabriel Ponce, Jorge
Park, Jungjun Perignon, Christophe Potters, Marc
Park, Keon Vin Petrella, Lea Powell, Robert John
Parolya, Nestor Peydro, Jose-Luis Pradier, Pierre-Charles M.
Passeri, Simone Phelan, Gregory Prat, Georges
Pastor, Lubos Philippon, Thomas Prigent, Jean-Luc
Pastorek, Daniel Phillips, Peter C. B. Proietti, Tommaso
Paterlini, Sandra Piana, Jacopo ? Prokopczuk, Marcel
Patton, Andrew Picard, Pierre Putman, Daniel Scott
Q
Qu, Yuanyu
R
Raftapostolos, Aristeidis Rey, Helene Rosenberg, Joshua
Raghibi, Abdessamad Ricci, Martino Nicola Rosengren, Eric
Ramadorai, Tarun Ricco, Giovanni Rossi, Eduardo
Ranaldo, Angelo Riedel, Frank Roszbach, Kasper
Ravazzolo, Francesco Righi, Marcelo Roussellet, Guillaume
Realdon, Marco Rigobon, Roberto Rouwenhorst, K. Geert
Regis, Luca Ristori, Lucia Ruchti, Thomas
Reichlin, Lucrezia Rochet, Jean Charles Ruenzi, Stefan
Reinhart, Carmen M. Rockinger, Michael Ruiz, Esther
Reisch, Tobias Rodrigues, Loredany Consule Crespo Rulliere, Didier
Renault, Eric Michel Rodriguez-Moreno, Maria Rutten, Lamon
Renault, Thomas Rogantini Picco, Anna Ruzicka, Josef
Renne, Jean-Paul Rombouts, Jeroen Vk Ruzzi, Dario
Repullo, Rafael Roncalli, Thierry
Reveiz, Alejandro Rosch, Stephanie D
S
Saadaoui, Jamel Schrimpf, Andreas Singh, Sanjay R.
Sadefo Kamdem, Jules Schroth, Josef Siu, Tak Kuen
Sagner, Andres Schuermann, Til Slepaczuk, Robert
Sakowski, Pawel Schularick, Moritz Smith, Peter N
Saldias, Martin Schulz, Lee L. Smyth, Russell
Saltoglu, Burak Schwaab, Bernd Snow, Derek
Samiri, Issam Scotti, Chiara Soenen, Nicolas
Sanders, Siobhan Seidler, Jakub Sokol, Andrej
Santucci de Magistris, Paolo Seitz, Sebastian Sola, Martin
Sario, Azhar ul Haque Selmi, Refk Sondershaus, Talina
Sarisoy, Cisil Sen, Jaydip Sosa-Padilla, Cesar
Sarkar, Asani Seo, Won-Ki Stalder, Simon
Sarno, Lucio Sevi, Benoit Stark, Oded
Sasso, Lorenzo Shachar, Or Stefanidis, Georgios
Saurina, Jesus Shah, Anand Stevenson, Simon
Savvides, Savvakis C. Shahzad, Muhammad Faisal Stiroh, Kevin
Scaillet, Olivier Shahzad, Syed Jawad Hussain Storti, Giuseppe
Schadner, Wolfgang Sharma, Dhruv Stracca, Livio
Schaefer, Dorothea Shen, Leslie Sheng Stroebel, Johannes
Scharth, Marcel Shen, Tao Stulz, Rene M.
Schaumburg, Julia Shephard, Neil Stupfler, Gilles
Schenk-Hoppe, Klaus Reiner Shi, Shuping Suarez, Javier
Schiffers, Aleksander Patrik Shi, Wen Summer, Martin
Schlogl, Erik Shibata, Akihisa Sun, Keh-Kuan
Schmalz, Martin Shiller, Robert J. Sunde, Uwe
Schmidt, Ulrich Shin, Hyun Song Sveda, Josef
Schmieder, Christian Shreyas, Ujwal Parswanath ? Svezia, Emiliano
Schmukler, Sergio Luis Sila, Jan Swanson, Norman Rasmus
Schoelkopf, Julius Theodor Silva, Thiago Christiano Szabo, David Zoltan
Schoenmaker, Dirk Simoens, Mathieu Szabo, Milan
Schreck, Thomas Sing, Marea Gwyneth Szczypinska, Anna
T
Tabak, Benjamin Miranda Taylor, Alan M. Tin, Darapheak
Takahashi, Makoto Taylor, Reid Tiwari, Aviral Kumar
Tamburrini, Fabio Tebaldi, Claudio Tok, Ertan
Tan, Le To Minh Teply, Petr Torro, Hipolit
Tan, Zekuang Theloudis, Alexandros Trapanese, Maurizio
Tansuchat, Roengchai Therond, Pierre-Emmanuel Troeger, Tobias H.
Tarashev, Nikola Thesmar, David Trojani, Fabio
Tarazi, Amine Thurner, Stefan Tsionas, Mike †
Targino, Rodrigo S. Tian, Ruyan Tsomocos, Dimitrios Panayotis
U
Uctum, Remzi Uribe, Jorge M.
Ueda, Kazuki Uymaz, Yurtsev
V
Vacha, Lukas Van Nieuwerburgh, Stijn Veiga, Helena
Valdesogo Robles, Alfonso Van Roosebeke, Bert Verbeek, Marno
Valls Pereira, Pedro L. Van Tassel, Peter Vergalli, Sergio
van Bruggen, Paul van Wijnbergen, Sweder Vespignani, Joaquin
van de Leur, Michiel van Wincoop, Eric Viceira, Luis M.
Van den Heuvel, Skander J. Varadi, Alexandra Vickery, James
Vander Vennet, Rudi Varsanyi, Zoltan Viscusi, W Kip
van Dijk, Dick Vasilenko, Alexey ? Vlcek, Jan
van Dijk, Herman K. † Vause, Nicholas Simon Vrins, Frederic
Vanduffel, Steven Vedenov, Dmitry Vyrost, Tomas
W
Wachter, Jessica A. Watugala, Sumudu W. Wohar, Mark E.
Wagner, Alexander F. Weber, Martin Wolfers, Justin
Wagner, Wolf Weber, Michael Wolff, Christian C.P.
Wall, Larry D. Weisbach, Michael Steven Wong, Wing-Keung
Wan, Xiangwei Welzel, Peter Wozniak, Michal Jerzy
Wang, Bingling ? Weron, Rafal Wright, Jonathan H.
Wang, Neng Wickens, Michael R. Wu, Eliza
Wang, Shixuan Wilde, Christian Wu, Jilong
Wang, Tao Wilke, Hannes Wu, Keyu
Wang, Weining Witts, Aidan Wu, Liuren
Wang, Yulong Witzany, Jiri
X
Xia, Weixuan Xiao, Xiao
Xiao, Tim Xu, Yongdeng
Y
Yadav, Jayant ? Yapi, Joseph ? Yongoua Tchikanda, Gaelle Tatiana
Yang, Bill Huajian Yaron, Amir Yousaf, Imran
Yang, Xiye Yilmaz, Kamil Yu, Jun
Yanquen, Eduardo Ying, Chao Yu, Pei Cheng
Yao, Yao Yogo, Motohiro Yue, Vivian Zhanwei
Z
Zagaglia, Paolo Zerobin, Manuel Zhou, Chen
Zaghini, Andrea Zhang, Binyi Zhou, Hao
Zakoian, Jean-Michel Zhang, Donghai Zhou, Liyi
Zakrajsek, Egon Zhang, Tengfei Zhou, Wei-Xing
Zamani, Shiva Zhang, Xibin Zingales, Luigi
Zechner, Josef Zhang, Xin Zinna, Gabriele
Zeng, Jing Zhao, Binru Zitzewitz, Eric
Zeni, Federica Zheng, Jiakun Zrelli Ben Hamida, Nadia
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