D. Paiva

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #5,280 of 10,518 by trust here, #9,371 by citations
• Management Science and Operations Research — 5 citations into it; #5,552 of 11,946 by trust here, #10,392 by citations

Whom D. Paiva trusts overall

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

1. Johana Nešlehová

Who trusts D. Paiva overall

1. András Bárdossy
2. Frank Xing
3. G. Pegram

Papers from D. Paiva's perspective

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

1. An Introduction to Copulas
2. On Default Correlation: A Copula Function Approach
3. Risk Management: Value at Risk and Beyond
4. Worst VaR scenarios
5. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
6. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
7. Best-possible bounds on sets of bivariate distribution functions
8. Correlation and dependence
9. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
10. Measurement of Aggregate Risk with Copulas

Their papers

• Copula-based regression models: A survey (2009) — 79 citations