Anurag Gupta

Finance · 2005–2009

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it; #10,441 of 10,518 by trust here, #5,336 by citations
• Economics and Econometrics — 13 citations into it; #23,311 of 23,481 by trust here, #17,969 by citations
• Accounting — 12 citations into it

Whom Anurag Gupta trusts overall

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

1. Bing Liang
2. F. Longin
3. Eugene F. Fama
4. Vikas Agarwal
5. Evis Këllezi
6. William Fung
7. Narayan Naik
8. Manfred Gilli
9. Andrew W. Lo
10. Kenneth R. French

Who trusts Anurag Gupta overall

1. Turan G. Bali
2. David J. Brophy
3. Wing-Keung Wong

Papers from Anurag Gupta's perspective

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

1. Statistical Inference Using Extreme Order Statistics
2. Risk Management for Hedge Funds: Introduction and Overview
3. From value at risk to stress testing : The extreme value approach Franc ß ois
4. Hedge Funds: The Living and the Dead (Journal of Financial and Quantitative Analysis)
5. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
6. Extreme Value Theory for Tail-Related Risk Measures
7. Common risk factors in the returns on stocks and bonds
8. The Pricing of Options and Corporate Liabilities
9. Are Banks Still Special When There Is a Secondary Market for Loans
10. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi

Their papers

• Do Hedge Funds Have Enough Capital? A Value-at-Risk Approach (2005) — 140 citations
• Moral hazard and adverse selection in the originate-to-distribute model of bank credit (2009) — 211 citations