Alexander Braun
Finance · 2011–2016
A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 22 citations into it; #5,433 of 10,518 by trust here, #10,047 by citations
- Economics and Econometrics — 21 citations into it; #11,718 of 23,481 by trust here, #22,774 by citations
- Demography — 17 citations into it
- Management Science and Operations Research — 9 citations into it
Whom Alexander Braun trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- John Y. Campbell
- Jun Pan
- J. Cummins
- Kenneth J. Singleton
- S. B. Thompson
- Jin‐Ping Lee
- Samuel H. Cox
- Vivek J. Bantwal
- Halbert White
- John C. Hull
Who trusts Alexander Braun overall
Papers from Alexander Braun's perspective
Ordered by how strongly the researchers Alexander Braun trusts endorse each paper. Same corpus, a different order for every researcher.
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
- Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
- The Pricing of Options and Corporate Liabilities
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- Can insurers pay for the "big one"? Measuring the capacity of the insurance market to respond to catastrophic losses
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Term premia and interest rate forecasts in affine models
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Specification Analysis of Affine Term Structure Models
Their papers
- Pricing in the Primary Market for Cat Bonds: New Empirical Evidence (2016) — 120 citations
- Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula (2013) — 75 citations
- Pricing catastrophe swaps: A contingent claims approach (2011) — 53 citations