Brendan O. Bradley

Finance · 2003–2011

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Finance — 28 citations into it; #3,132 of 10,518 by trust here, #3,009 by citations
• Economics and Econometrics — 18 citations into it; #6,808 of 23,481 by trust here, #7,584 by citations
• Management Science and Operations Research — 5 citations into it

Whom Brendan O. Bradley trusts overall

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

1. Paul Embrechts
2. Jem N. Corcoran
3. P. Pedroni
4. Alexander J. McNeil
5. Svetlozar T. Rachev
6. Eugene F. Fama
7. Francis X. Diebold
8. Amos Tversky
9. Rüdiger Frey
10. Stefan Mittnik

Who trusts Brendan O. Bradley overall

1. Wenbo Hu
2. Dongming Zhu
3. Alec N. Kercheval
4. Casper G. de Vries
5. Leonid Kogan
6. Adrian Buss
7. Huijun Wang
8. Wilma de Groot
9. Svetlozar T. Rachev

Papers from Brendan O. Bradley's perspective

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

1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
2. The Pricing of Options and Corporate Liabilities
3. Portfolio Selection
4. Modelling Extremal Events for Insurance and Finance
5. The Cross‐Section of Expected Stock Returns
6. The Cross-Section of Volatility and Expected Returns
7. The Econometric Modelling of Financial Time Series
8. The Behavior of Stock-Market Prices
9. Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
10. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

Their papers

• Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly (2011) — 769 citations
• Financial Risk and Heavy Tails (2003) — 167 citations