Catherine Donnelly

Finance · 2010–2014

A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Catherine Donnelly trusts overall

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

  1. David X. Li
  2. Paul Embrechts
  3. Xun Yu Zhou
  4. Martin F. Hellwig
  5. Alexander J. McNeil
  6. George Yin
  7. Jem N. Corcoran
  8. Brad M. Barber
  9. M. Milevsky
  10. Stuart Coles

Who trusts Catherine Donnelly overall

  1. Michel Denuit
  2. Paul Embrechts
  3. D. V. Carvalho

Papers from Catherine Donnelly's perspective

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

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. On Default Correlation: A Copula Function Approach
  3. Probabilistic Metric Spaces
  4. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
  5. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
  6. Deciphering the Liquidity and Credit Crunch 2007-08
  7. Modelling Extremal Events for Insurance and Finance
  8. Copulas: A Personal View
  9. Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis
  10. The Advent of Copulas in Finance

Their papers