David Vyncke
Finance · 2002–2006
A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 16 researchers here, as inferred from the citation graph.
Subfields
- Finance — 23 citations into it; #2,403 of 10,518 by trust here, #995 by citations
- Management Science and Operations Research — 22 citations into it; #2,185 of 11,946 by trust here, #615 by citations
- Demography — 16 citations into it; #809 of 4,236 by trust here, #269 by citations
- Economics and Econometrics — 15 citations into it
Whom David Vyncke trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts David Vyncke overall
Papers from David Vyncke's perspective
Ordered by how strongly the researchers David Vyncke trusts endorse each paper. Same corpus, a different order for every researcher.
- The Dual Theory of Choice under Risk
- The Pricing of Options and Corporate Liabilities
- Arbitrage Theory in Continuous Time
- Self-Annuitization and Ruin in Retirement
- Optimal Portfolios with Bounded Capital at Risk
- Continuous Time Finance
- Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (SIAM Review)
- Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
- Theory of Games and Economic Behavior
- The Concept of Comonotonicity in Actuarial Science and Finance: Applications
Their papers
- The concept of comonotonicity in actuarial science and finance: theory (2002) — 683 citations
- Risk Measures and Comonotonicity: A Review (2006) — 337 citations
- The Concept of Comonotonicity in Actuarial Science and Finance: Applications (2002) — 418 citations
- Comonotonic Approximations for Optimal Portfolio Selection Problems (2005) — 92 citations
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (2002) — 56 citations