Bernhard Klar

Finance · 2003–2015

A researcher in the Science corpus: 5 papers; trusts 13 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #10,471 of 10,518 by trust here, #5,728 by citations
• Management Science and Operations Research — 17 citations into it; #11,429 of 11,946 by trust here, #6,563 by citations
• Economics and Econometrics — 15 citations into it
• Statistics and Probability — 12 citations into it

Whom Bernhard Klar trusts overall

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

1. Stefan Weber
2. Eugene Seneta
3. Tilmann Gneiting
4. J. Ziegel
5. Samuel Kotz
6. Hans Föllmer
7. Paul Embrechts
8. Aharon Ben-Tal
9. Jun Yu
10. Fabio Bellini

Who trusts Bernhard Klar overall

1. Abdelaati Daouia
2. J. Ziegel
3. Janne Kettunen

Papers from Bernhard Klar's perspective

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

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. On law invariant coherent risk measures
3. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
4. Making and Evaluating Point Forecasts
5. Statistics and Quantitative Risk Management for Banking and Insurance
6. Ambiguity in portfolio selection
7. Generalized deviations in risk analysis (Finance and Stochastics)
8. Modelling Extremal Events for Insurance and Finance
9. COHERENCE AND ELICITABILITY
10. Stochastic Orders and Risk Measures: Consistency and Bounds

Their papers

• Generalized Quantiles as Risk Measures (2014) — 313 citations
• A spot market model for pricing derivatives in electricity markets (2004) — 234 citations
• Invariant tests for symmetry about an unspecified point based on the empirical characteristic function (2003) — 82 citations
• Expectile Asymptotics (2015) — 52 citations
• A note on gamma difference distributions (2015) — 51 citations