Carole Bernard

Finance · 2005–2022

A researcher in the Science corpus: 9 papers; trusts 31 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Carole Bernard trusts overall

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

  1. Paul Embrechts
  2. C. Starmer
  3. Rama Cont
  4. Alexander J. McNeil
  5. Jan Dhaene
  6. C. Acerbi
  7. Valery Polkovnichenko
  8. Ludger Rüschendorf
  9. Rob Kaas
  10. Nicholas Barberis

Who trusts Carole Bernard overall

  1. Jun Cai
  2. Amit Kothiyal
  3. Katharina Zaglauer
  4. Yichun Chi
  5. Haiyan Liu
  6. Ruodu Wang
  7. Zhibin Liang
  8. Daniel Bauer
  9. Vitalie Spinu
  10. Kam Chuen Yuen

Papers from Carole Bernard's perspective

Ordered by how strongly the researchers Carole Bernard 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. Quantitative Risk Management: Concepts, Techniques, and Tools
  4. Stochastic Orders and Risk Measures: Consistency and Bounds
  5. Coherent Risk Measures on General Probability Spaces
  6. RISK MEASURES FOR NON‐INTEGRABLE RANDOM VARIABLES
  7. Value-at-Risk Bounds with Variance Constraints
  8. The Pricing of Options and Corporate Liabilities
  9. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
  10. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)

Their papers