M. Sîrbu

Finance · 2006–2007

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #3,626 of 10,518 by trust here, #8,309 by citations
• Economics and Econometrics — 9 citations into it; #13,177 of 23,481 by trust here, #22,128 by citations
• Management Science and Operations Research — 5 citations into it; #3,639 of 11,946 by trust here, #8,906 by citations

Whom M. Sîrbu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Vicky Henderson
2. Michael Monoyios
3. Dmitry O. Kramkov
4. Julien Hugonnier
5. Freddy Delbaen
6. Mark H. A. Davis

Who trusts M. Sîrbu overall

1. Jan Kallsen
2. Dirk Becherer
3. Johannes Muhle‐Karbe
4. Dmitry O. Kramkov

Papers from M. Sîrbu's perspective

Ordered by how strongly the researchers M. Sîrbu trusts endorse each paper. Same corpus, a different order for every researcher.

1. ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
2. Optimal Hedging with Basis Risk
3. An example of indifference prices under exponential preferences (Finance and Stochastics)
4. Exponential Hedging and Entropic Penalties
5. VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
6. Performance of utility-based strategies for hedging basis risk
7. Stochastic Finance: An Introduction in Discrete Time
8. Stochastic finance. an introduction in discrete time
9. Optimal investment with random endowments in incomplete markets
10. Sensitivity analysis of utility-based prices and risk-tolerance wealth processes

Their papers

• Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (2006) — 79 citations
• Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (2007) — 46 citations