M. Gendron

Finance · 2009

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

Subfields

• Finance — 13 citations into it; #7,161 of 10,518 by trust here, #6,162 by citations
• Economics and Econometrics — 9 citations into it

Whom M. Gendron trusts overall

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

1. David X. Li
2. Christian Genest
3. Umberto Cherubini
4. Andrew J. Patton

Who trusts M. Gendron overall

1. Ivan Kojadinovic
2. Paul Embrechts

Papers from M. Gendron's perspective

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

1. On Default Correlation: A Copula Function Approach
2. Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
3. Bivariate option pricing with copulas
4. (IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation
5. A Primer on Copulas for Count Data (ASTIN Bulletin: The Journal of the International Actuarial Association)
6. Copulas: A Review and Recent Developments
7. Analysis of Multivariate Survival Data
8. Copula Modeling: An Introduction for Practitioners
9. An Introduction to Copulas
10. Copula methods in finance

Their papers

• The Advent of Copulas in Finance (2009) — 206 citations