Michael Kalkbrener

Finance · 2003–2005

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #4,088 of 10,518 by trust here, #6,419 by citations
• Management Science and Operations Research — 12 citations into it; #4,201 of 11,946 by trust here, #6,563 by citations
• Economics and Econometrics — 9 citations into it; #8,882 of 23,481 by trust here, #15,581 by citations

Whom Michael Kalkbrener trusts overall

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

1. Freddy Delbaen
2. Michel Denault
3. Dirk Tasche
4. Michael B. Gordy
5. R. Tyrrell Rockafellar
6. Stanislav Uryasev
7. Christian Gouriéroux
8. Winfried Hallerbach
9. Tom Fischer
10. M. Rogers

Who trusts Michael Kalkbrener overall

1. Paul Glasserman
2. Dan Rosen
3. Dirk Tasche
4. Alexander S. Cherny
5. Péter Csóka
6. Andreas Tsanakas
7. David Saunders
8. Alexander J. McNeil

Papers from Michael Kalkbrener's perspective

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

1. Coherent Risk Measures on General Probability Spaces
2. Conditional Value-at-Risk for General Loss Distributions
3. Expected shortfall and beyond
4. Coherent allocation of risk capital
5. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
6. Optimization of conditional value-at risk
7. Sensitivity Analysis of Values at Risk
8. Coherent risk measures
9. Risk contributions and performance measurement
10. An Introduction to Credit Risk Modeling

Their papers

• AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (2005) — 284 citations
• Sensible and Efficient Capital Allocation for Credit Portfolios (2003) — 92 citations