Eric Schaanning

Finance · 2012–2017

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Eric Schaanning trusts overall

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

  1. Chen Zhou
  2. R. Rebonato
  3. Rama Cont
  4. Joshua D. Coval
  5. Erik Stafford

Who trusts Eric Schaanning overall

  1. Anton Pichler
  2. Sebastian Poledna

Papers from Eric Schaanning's perspective

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

  1. Asset Fire Sales (and Purchases) in Equity Markets
  2. A note on generalized inverses (Mathematical Methods of Operations Research)
  3. The limits of diversification when losses may be large
  4. Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR
  5. Attributing Systemic Risk to Individual Institutions
  6. Handbook on Systemic Risk: Network Structure and Systemic Risk in Banking Systems
  7. Systemic Risk Contributions (Journal of financial services research)
  8. Macroprudential capital requirements and systemic risk
  9. Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions
  10. Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress

Their papers