Wenbo Hu

Finance · with Kercheval · 2010

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Wenbo Hu trusts overall

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

  1. S. Demarta
  2. Brendan O. Bradley
  3. Alexander J. McNeil
  4. Murad S. Taqqu
  5. C. Anderson‐Cook
  6. Paul Embrechts
  7. R. Tyrrell Rockafellar

Papers from Wenbo Hu's perspective

Ordered by how strongly the researchers Wenbo Hu 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. The t Copula and Related Copulas
  3. Conditional Value-at-Risk for General Loss Distributions
  4. Quantitative Risk Management: Concepts, Techniques, and Tools
  5. Quantitative Risk Management: Concepts, Techniques, and Tools
  6. Financial Risk and Heavy Tails
  7. An Introduction to Copulas
  8. Modelling Extremal Events for Insurance and Finance
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

Their papers