Martin Eling

Economics and Econometrics · 2007–2017

A researcher in the Science corpus: 13 papers; trusts 55 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 90 citations into it; #2,729 of 23,481 by trust here, #8,485 by citations
• Finance — 85 citations into it; #1,225 of 10,518 by trust here, #3,142 by citations
• Management Science and Operations Research — 44 citations into it; #5,117 of 11,946 by trust here, #4,921 by citations
• Accounting — 31 citations into it
• Statistics and Probability — 31 citations into it; #12,415 of 12,932 by trust here, #11,487 by citations
• Demography — 19 citations into it; #290 of 4,236 by trust here, #1,456 by citations
• Strategy and Management — 8 citations into it

Whom Martin Eling trusts overall

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

1. William Fung
2. J. Cummins
3. Vikas Agarwal
4. Adelchi Azzalini
5. Raluca Vernic
6. Chris Brooks
7. Narayan Naik
8. David A. Hsieh
9. Bing Liang
10. Nicolas P. B. Bollen

Who trusts Martin Eling overall

1. C. Adcock
2. M. Delignette-Muller
3. Vytaras Brazauskas
4. R. Faust
5. Mauro Bernardi
6. Christian Biener
7. Shaiful Anuar Abu Bakar
8. Benjamin R. Auer
9. Frank Schuhmacher
10. Andreas Kleefeld

Papers from Martin Eling's perspective

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

1. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
2. Risk in Fixed-Income Hedge Fund Styles
3. The Pricing of Options and Corporate Liabilities
4. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
5. Risks and Portfolio Decisions Involving Hedge Funds
6. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
7. Conglomeration versus Strategic Focus: Evidence from the Insurance Industry
8. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution
9. The Skew‐normal Distribution and Related Multivariate Families *
10. Common risk factors in the returns on stocks and bonds

Their papers

• Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models? (2012) — 176 citations
• Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds (2007) — 432 citations
• Does the Measure Matter in the Mutual Fund Industry? (2008) — 161 citations
• The Solvency II Process: Overview and Critical Analysis (2007) — 208 citations
• Efficiency in the international insurance industry: A cross-country comparison (2010) — 261 citations
• Insurability of Cyber Risk: An Empirical Analysis (2014) — 346 citations
• A decision-theoretic foundation for reward-to-risk performance measures (2012) — 55 citations
• The Impact of Digitalization on the Insurance Value Chain and the Insurability of Risks (2017) — 299 citations
• Skewed distributions in finance and actuarial science: a review (2015) — 127 citations
• Corporate Governance and Risk Taking: Evidence from the U.K. and German Insurance Markets (2014) — 126 citations
• Dependence modeling in non-life insurance using the Bernstein copula (2012) — 62 citations
• The performance of hedge funds and mutual funds in emerging markets (2010) — 125 citations
• Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry: Overview, Systematization, and Recent Developments (2010) — 145 citations