Renata Rendek

Finance · 2007–2010

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Renata Rendek trusts overall

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

  1. Eckhard Platen
  2. K. Fergusson
  3. D. Heath

Papers from Renata Rendek's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. A minimal financial market model
  3. The Variance Gamma (V.G.) Model for Share Market Returns
  4. Arbitrage in continuous complete markets (Advances in Applied Probability)
  5. Diversified Portfolios with Jumps in a Benchmark Framework
  6. The numéraire portfolio in semimartingale financial models (Finance and Stochastics)
  7. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  8. A Benchmark Approach to Quantitative Finance
  9. Strategic Asset Allocation: Portfolio Choice for Long‐Term Investors.
  10. A Portfolio Performance Index

Their papers