Philip Heidelberger

Finance · 1984–2005

A researcher in the Science corpus: 8 papers; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Philip Heidelberger trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. John C. Hull
  3. Alexander J. McNeil
  4. Dilip B Madan 5
  5. Paul Embrechts

Who trusts Philip Heidelberger overall

  1. Kevin Dowd
  2. Rustam Ibragimov
  3. Stewart Robinson
  4. Daniel J. Egger
  5. Stefan Woerner
  6. Lennart F. Hoogerheide
  7. Christiane Lemieux

Papers from Philip Heidelberger's perspective

Ordered by how strongly the researchers Philip Heidelberger 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. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. The Variance Gamma (V.G.) Model for Share Market Returns
  4. An Introduction to Probability Theory and Its Applications
  5. An Introduction to Probability Theory and its Applications, Volume I
  6. Processes of normal inverse Gaussian type
  7. Optimization of conditional value-at risk
  8. Rare events simulation for heavy-tailed distributions
  9. An Introduction to Multivariate Statistical Analysis
  10. Options, Futures, and Other Derivatives

Their papers