Ludger Overbeck

Finance · 2002–2006

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #7,544 of 10,518 by trust here, #5,938 by citations
• Management Science and Operations Research — 5 citations into it

Whom Ludger Overbeck trusts overall

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

1. Michael B. Gordy

Who trusts Ludger Overbeck overall

1. Thomas R. Hurd
2. Paul Glasserman
3. Michael Kalkbrener

Papers from Ludger Overbeck's perspective

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

1. Optimization of conditional value-at risk
2. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
3. An Introduction to Credit Risk Modeling
4. Coherent risk measures
5. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
6. Coherent allocation of risk capital
7. A comparative analysis of current credit risk models
8. Coherent Risk Measures on General Probability Spaces
9. Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues☆
10. Turán type inequalities for generalized complete elliptic integrals

Their papers

• An Introduction to Credit Risk Modeling (2002) — 526 citations
• Structured Credit Portfolio Analysis, Baskets and CDOs (2006) — 74 citations
• Sensible and Efficient Capital Allocation for Credit Portfolios (2003) — 92 citations