Anna Chernobai
Finance · 2006–2015
A researcher in the Science corpus: 4 papers; trusts 17 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 21 citations into it; #9,673 of 10,518 by trust here, #8,598 by citations
- Accounting — 19 citations into it
- Economics and Econometrics — 12 citations into it; #21,367 of 23,481 by trust here, #21,405 by citations
- Management Science and Operations Research — 5 citations into it
Whom Anna Chernobai trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jem N. Corcoran
- Chenchuramaiah T. Bathala
- Paul Embrechts
- Sreedhar T. Bharath
- D. Lando
- Natasha Burns
- Darrell Duffie
- V. Acharya
- Marco Moscadelli
- Peter J. Rousseeuw
Who trusts Anna Chernobai overall
Papers from Anna Chernobai's perspective
Ordered by how strongly the researchers Anna Chernobai trusts endorse each paper. Same corpus, a different order for every researcher.
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- Modelling Extremal Events for Insurance and Finance
- Modeling, Measuring and Hedging Operational Risk
- Large-Sample Evidence on the Debt Covenant Hypothesis
- QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK
- Forecasting Default with the Merton Distance to Default Model
- Temi di discussione del Servizio Studi The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
- Robust Regression and Outlier Detection (Wiley Series in Probability and Statistics)
- Why Do Corporate Managers Misstate Financial Statements? the Role of Option Compensation and Other Factors
- Robust Statistics—The Approach Based on Influence Functions
Their papers
- Composite Goodness-of-Fit Tests for Left-Truncated Loss Samples (2015) — 57 citations
- Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis (2007) — 234 citations
- The Determinants of Operational Risk in U.S. Financial Institutions (2011) — 178 citations
- Applying Robust Methods to Operational Risk Modeling (2006) — 54 citations