A. Alentorn

Finance · 2007–2011

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

Subfields

• Finance — 17 citations into it; #5,888 of 10,518 by trust here, #2,604 by citations
• Economics and Econometrics — 8 citations into it; #12,806 of 23,481 by trust here, #6,570 by citations

Whom A. Alentorn trusts overall

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

1. Jem N. Corcoran

Who trusts A. Alentorn overall

1. Nurhazimah Nazmi
2. D. Ladley

Papers from A. Alentorn's perspective

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

1. Modelling Extremal Events for Insurance and Finance
2. Systemic Risk in Financial Systems (Management Sciences)
3. How Useful Are Implied Distributions? Evidence from Stock Index Options
4. Empirical Pricing Kernels
5. The Pricing of Options and Corporate Liabilities
6. Mathematical Methods and Theory in Games, Programming, and Economics
7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
8. Processes of normal inverse Gaussian type
9. The Behavior of Stock-Market Prices
10. Collective dynamics of ‘small-world’ networks

Their papers

• Network Models and Financial Stability (2007) — 980 citations
• The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing (2011) — 87 citations