D. Heath
Finance · Annals of Operations Research · 2000–2021
A researcher in the Science corpus: 7 papers; trusts 11 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Subfields
- Finance — 39 citations into it; #1,716 of 10,518 by trust here, #2,723 by citations
- Accounting — 28 citations into it
- Economics and Econometrics — 19 citations into it; #21,237 of 23,481 by trust here, #11,468 by citations
Whom D. Heath trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- John C. Hull
- Eckhard Platen
- James J. Heckman
- E. Oster
- Stuart L. Gillan
- Anat R. Admati
- Yaniv Grinstein
- Martin Schweizer
- Laura T. Starks
- Freddy Delbaen
Who trusts D. Heath overall
- Bernard Wong
- Eckhard Platen
- Chris C. Heyde
- Svante Janson
- Thomas F. Coleman
- Alexander Schied
- Francesca Biagini
- Johan Tysk
- J. Ruf
- Ioannis Karatzas
Papers from D. Heath's perspective
Ordered by how strongly the researchers D. Heath trusts endorse each paper. Same corpus, a different order for every researcher.
- Corporate Governance Proposals and Shareholder Activism: The Role of Institutional Investors
- Sample selection bias as a specification error
- The 'Wall Street Walk' and Shareholder Activism: Exit as a Form of Voice
- A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
- Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
- A BENCHMARK APPROACH TO FINANCE
- Relative arbitrage in volatility-stabilized markets
- A minimal financial market model
- Local martingales, arbitrage, and viability Free snacks and cheap thrills
- Business ties and proxy voting by mutual funds
Their papers
- Coherent multiperiod risk adjusted values and Bellman’s principle (2007) — 465 citations
- Pareto Equilibria with coherent measures of risk (2004) — 108 citations
- A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets (2001) — 141 citations
- Do Index Funds Monitor? (2021) — 123 citations
- A Benchmark Approach to Quantitative Finance (2006) — 399 citations
- Martingales versus PDEs in finance: an equivalence result with examples (2000) — 138 citations
- Introduction to Mathematical Finance (2000) — 172 citations