Leandro Saita

Finance · 2007–2009

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it; #1,473 of 10,518 by trust here, #1,086 by citations
• Accounting — 24 citations into it; #1,200 of 8,970 by trust here, #1,184 by citations
• Economics and Econometrics — 11 citations into it; #5,805 of 23,481 by trust here, #6,687 by citations
• Statistics and Probability — 8 citations into it

Whom Leandro Saita trusts overall

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

1. Maria Vassalou
2. Terry M. Therneau
3. Michael B. Gordy

Who trusts Leandro Saita overall

1. D. Lando
2. Kay Giesecke
3. Darrell Duffie
4. Shu-Hao Yeh
5. S. J. Koopman
6. Halina Frydman
7. S. Azizpour
8. Anna Chernobai
9. Jin-Chuan Duan
10. Philippe Jorion

Papers from Leandro Saita's perspective

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

1. Multi-Period Corporate Default Prediction With Stochastic Covariates
2. Modeling Survival Data: Extending the Cox Model
3. Default Risk in Equity Returns
4. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
5. Spatial Interaction and the Statistical Analysis of Lattice Systems
6. Modeling Survival Data: Extending the Cox Model
7. Explaining the Rate Spread on Corporate Bonds
8. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
10. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

Their papers

• Multi-Period Corporate Default Prediction With Stochastic Covariates (2007) — 1,012 citations
• Frailty Correlated Default (2009) — 571 citations
• Common Failings: How Corporate Defaults are Correlated (2007) — 657 citations