Hans Schumacher

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Hans Schumacher trusts overall

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

1. S. Chen
2. Jeroen Kerkhof

Papers from Hans Schumacher's perspective

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

1. Asymptotic Inference about Predictive Ability
2. MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
3. The Cyclical Effects of the Basel II Capital Requirements
4. Nonparametric Estimation of Expected Shortfall
5. A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model (Journal of Financial and Quantitative Analysis)
6. Backtesting for Risk-Based Regulatory Capital
7. Convex measures of risk and trading constraints (Finance and Stochastics)
8. Coherent Risk Measures on General Probability Spaces
9. Large sample estimation and hypothesis testing
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Model risk and capital reserves (2010) — 116 citations