Martin Eling : Citation Profile


Are you Martin Eling?

Universität St. Gallen

13

H index

15

i10 index

428

Citations

RESEARCH PRODUCTION:

31

Articles

RESEARCH ACTIVITY:

   8 years (2005 - 2013). See details.
   Cites by year: 53
   Journals where Martin Eling has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 10 (2.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel167
   Updated: 2019-10-15    RAS profile: 2013-06-24    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Martin Eling.

Is cited by:

Biener, Christian (17)

Wirfs, Jan (7)

Tortosa-Ausina, Emili (7)

Moreno, Manuel (6)

Ferro, Gustavo (6)

Pasiouras, Fotios (6)

Pankoke, David (6)

Gaganis, Chrysovalantis (6)

Caporin, Massimiliano (5)

Bikker, Jacob (5)

Cumming, Douglas (4)

Cites to:

Cummins, John (23)

Weiss, Mary (12)

Capocci, Daniel (9)

Berger, Allen (8)

liang, bing (6)

Wilson, Paul (6)

Hübner, Georges (6)

Guillen, Montserrat (5)

Simar, Leopold (5)

Artzner, Philippe (5)

Grace, Martin (5)

Main data


Where Martin Eling has published?


Journals with more than one article published# docs
The Geneva Papers on Risk and Insurance - Issues and Practice5
Journal of Banking & Finance5
Risk Management and Insurance Review4
Insurance: Mathematics and Economics3
Journal of Risk & Insurance2
Financial Markets and Portfolio Management2
European Journal of Operational Research2

Recent works citing Martin Eling (2018 and 2017)


YearTitle of citing document
2018The importance of efficiency for life insurer profit: A study of Canadian life insurance companies. (2018). Wise, William. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:179-204.

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2018On the role of probability weighting on WTP for crop insurance with and without yield skewness. (2018). Piet, Laurent ; Bougherara, Douadia. In: Working Papers. RePEc:ags:inrasl:279351.

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2017Computing the aggregate loss distribution based on numerical inversion of the compound empirical characteristic function of frequency and severity. (2017). Witkovsky, Viktor ; Wimmer, Gejza ; Duby, Tomas . In: Papers. RePEc:arx:papers:1701.08299.

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2017A Unified Approach for Drawdown (Drawup) of Time-Homogeneous Markov Processes. (2017). Landriault, David ; Zhang, Hongzhong ; Li, Bin. In: Papers. RePEc:arx:papers:1702.07786.

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2019Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination. (2019). Koshiyama, Adriano ; Treleaven, Philip ; Firoozye, Nick. In: Papers. RePEc:arx:papers:1901.01751.

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2019Optimal loss-carry-forward taxation for L\{e}vy risk processes stopped at general draw-down time. (2019). Zhang, Zhimin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:1904.08029.

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2019Quantitative portfolio selection: using density forecasting to find consistent portfolios. (2019). Adcock, C J ; Beasley, J E ; Meade, N. In: Papers. RePEc:arx:papers:1908.08442.

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2019Performance attribution of mutual funds in India: outperformance or mis‐representation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

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2017The Market Liquidity Timing Skills of Debt†oriented Hedge Funds. (2017). Li, Baibing ; Tee, Kaia Hong ; Luo, JI. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:32-54.

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2017Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula. (2017). Braun, Alexander ; Schreiber, Florian ; Schmeiser, Hato. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:1:p:177-207.

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2017Risk-sharing benefits and the capital structure of insurance companies. (2017). Degryse, Hans ; van Hulle, Cynthia ; Smedts, Kristien . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11838.

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2017The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures. (2017). EL KHAMLICHI, ABDELBARI ; Yildiz, Selim Baha . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00446.

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2018Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Platanakis, Emmanouil ; Oikonomou, Ioannis. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:379-401.

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2017Reserve modelling and the aggregation of risks using time varying copula models. (2017). Araichi, Sawssen ; Belkacem, Lotfi ; de Peretti, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:149-158.

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2018The importance of hedging currency risk: Evidence from CNY and CNH. (2018). Du, Jiangze ; Lai, Kin Keung ; Hsu, Yuan-Teng ; Wang, Jying-Nan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:81-92.

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2019Screening rules and portfolio performance. (2019). Nieto, Belen ; Navarro, Lluis ; Leon, Angel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:642-662.

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2017Under pressure: how the business environment affects productivity and efficiency of European life insurance companiesAuthor-Name: Eling, Martin. (2017). Schaper, Philipp . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:3:p:1082-1094.

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2017Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. (2017). Hanke, Michael ; Weissensteiner, Alex ; Schief, Wolfgang ; Penev, Spiridon. In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:510-523.

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2018Risk- and value-based management for non-life insurers under solvency constraints. (2018). Eckert, Johanna ; Gatzert, Nadine. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:761-774.

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2019What are the actual costs of cyber risk events?. (2019). Eling, Martin ; Wirfs, Jan. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1109-1119.

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2019Efficiency of mutual fund managers: A slacks-based manager efficiency index. (2019). Andreu, Laura ; Vicente, Luis ; Serrano, Miguel . In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1180-1193.

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2017All about fun(ds) in emerging markets? The case of equity mutual funds. (2017). Wagner, Moritz ; Margaritis, Dimitris. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:62-78.

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2018“On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33.

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2019Agroindustrial best practices that contribute to technical efficiency in Brazilian sugar and ethanol production mills. (2019). Salgado, Alexandre Pereira ; Lemos, Stella Vannucci ; de Almeida, Fernanda ; Alves, Marco Antonio ; Duarte, Alexandre. In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:397-411.

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2017The price of shelter - Downside risk reduction with precious metals. (2017). Potì, Valerio ; Conlon, Thomas ; Bredin, Don ; Poti, Valerio. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

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2018Do aggregate analyst recommendations predict market returns in international markets?. (2018). Marks, Joseph ; Yezegel, Ari. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:234-254.

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2018Business failure, efficiency, and volatility: Evidence from the European insurance industry. (2018). Eling, Martin ; Jia, Ruo. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:58-76.

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2017Risk aversion vs. the Omega ratio: Consistency results. (2017). Balder, Sven ; Schweizer, Nikolaus. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:78-84.

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2018A note on Guo and Xiaos (2016) results on monotonic functions of the Sharpe ratio. (2018). Auer, Benjamin R. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:289-290.

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2018Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

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2017Risk aggregation in Solvency II through recursive log-normals. (2017). Bolviken, Erik ; Guillen, Montserrat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:20-26.

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2017Data breaches: Goodness of fit, pricing, and risk measurement. (2017). Eling, Martin ; Loperfido, Nicola . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:126-136.

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2017Solvency II reporting: How to interpret funds’ aggregate solvency capital requirement figures. (2017). Suli, Balazs Marton ; Niedermayer, Andras ; Mezfi, Balazs. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:164-171.

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2017Remarks on composite Bernstein copula and its application to credit risk analysis. (2017). Guo, Nan ; Yang, Jingping ; Wang, Fang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:38-48.

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2018Expected utility of the drawdown-based regime-switching risk model with state-dependent termination. (2018). Landriault, David ; Li, Shu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:137-147.

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2018On generalized log-Moyal distribution: A new heavy tailed size distribution. (2018). Bhati, Deepesh ; Ravi, Sreenivasan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:247-259.

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2018Compound unimodal distributions for insurance losses. (2018). Punzo, Antonio ; Maruotti, Antonello ; Bagnato, Luca. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:95-107.

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2019Conditional tail risk measures for the skewed generalised hyperbolic family. (2019). Landsman, Zinoviy ; Ignatieva, Katja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:98-114.

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2018Governance mechanisms and efficiency: Evidence from an alternative insurance (Takaful) market. (2018). Karbhari, Yusuf ; Elnahass, Marwa ; Fahmi, Ahmad ; Muye, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:71-92.

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2017One-sided performance measures under Gram-Charlier distributions. (2017). Moreno, Manuel ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:38-50.

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2017The structure of the global reinsurance market: An analysis of efficiency, scale, and scope. (2017). Biener, Christian ; Jia, Ruo ; Eling, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:213-229.

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2017A data envelopment analysis approach for ranking journals. (2017). Rosenthal, Edward C ; Weiss, Howard J. In: Omega. RePEc:eee:jomega:v:70:y:2017:i:c:p:135-147.

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2017Target intermediate products setting in a two-stage system with fairness concern. (2017). An, Qingxian ; Liang, Liang ; Wu, Jie ; Xiong, Beibei ; Chen, Haoxun. In: Omega. RePEc:eee:jomega:v:73:y:2017:i:c:p:49-59.

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2018Portfolio analysis with DEA: Prior to choosing a model. (2018). LELEU, Hervé ; Tarnaud, Albane Christine. In: Omega. RePEc:eee:jomega:v:75:y:2018:i:c:p:57-76.

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2017The effects of dependent beliefs on endogenous leverage. (2017). Hoelle, Matthew. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:68-80.

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2017Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Luo, JI ; Li, Baibing ; Tee, Kai-Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

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2018China-related POM research: Literature review and suggestions for future research. (2018). Huo, Baofeng ; Jiang, Bin ; Gu, Minhao. In: International Journal of Production Economics. RePEc:eee:proeco:v:203:y:2018:i:c:p:134-153.

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2019Assessing the marketing and investment efficiency of Taiwan’s life insurance firms under network structures. (2019). Wu, Ruei-Cian ; Lin, Chung-I, ; Huang, Tai-Hsin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:132-147.

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2017Size is everything: Explaining SIFI designations. (2017). , Gregor ; Irresberger, Felix ; Bierth, Christopher . In: Review of Financial Economics. RePEc:eee:revfin:v:32:y:2017:i:c:p:7-19.

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2017A comparison of Islamic and conventional insurance demand: Worldwide evidence during the Global Financial Crisis. (2017). Akhter, Waheed ; Pappas, Vasileios ; Khan, Saad Ullah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1401-1412.

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2018Impact of dependence modeling of non-life insurance risks on capital requirement: D-Vine Copula approach. (2018). Mejdoub, Hanene ; Ben Arab, Mounira . In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:208-218.

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2019The impact of competition on cost efficiency of insurance and takaful sectors: Evidence from GCC markets based on the Stochastic Frontier Analysis. (2019). SAITI, BUERHAN ; Bin, Syed Musa ; Alshammari, Ahmad Alrazni. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:410-427.

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2018A proof for the existence of multivariate singular generalized skew-elliptical density functions. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:141:y:2018:i:c:p:50-55.

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2017Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion. (2017). Prigent, Jean-Luc ; Barthélémy, Fabrice ; Mokrane, Mahdi ; Keenan, Donald ; Amedee-Manesme, Charles-Olivier. In: THEMA Working Papers. RePEc:ema:worpap:2017-20.

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2019Factors Explaining the Market Discipline of Sharia Mutual Funds from a Behavioural Finance Perspective: A Theoretical Approach. (2019). Fitrijanti, Tettet ; Febrian, Erie ; Widyastuti, Umi . In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:vii:y:2019:i:3:p:198-212.

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2017Mutual Funds Performance Assessment Techniques: Comparative Analysis. (2017). Olkova, Anna E. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:170307:p:85-95.

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2019Hedge Fund Performance during and after the Crisis: A Comparative Analysis of Strategies 2007–2017. (2019). Shenai, Vijay ; Metzger, Nicola. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:1:p:15-:d:211582.

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2019Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time. (2019). Petrov, Vladimir ; Olsen, Richard ; Golub, Anton . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:54-:d:219095.

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2017Asymptotic Estimates for the One-Year Ruin Probability under Risky Investments. (2017). Liu, Jing ; Zhang, Huan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:28-:d:97825.

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2018What Is the Efficiency of Fast Urbanization? A China Study. (2018). Ren, Yitian ; Wang, Jinhuan ; Chen, Yang ; Zhang, YU ; Shen, Liyin ; Li, Heng. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3180-:d:167998.

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2018Quantitative Analysis and Evaluation of Enterprise Group Financial Company Efficiency in China. (2018). Huang, Yanni ; Zhou, Guanyou ; Xu, Guohu ; Luo, Sumei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3210-:d:168487.

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2018Extreme Value Theory and Copulas: Reinsurance in the Presence of Dependent Risks. (2018). Chukwudum, Queensley. In: Working Papers. RePEc:hal:wpaper:hal-01855971.

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2018On the role of probability weighting on WTP for crop insurance with and without yield skewness. (2018). Piet, Laurent ; Bougherara, Douadia. In: Working Papers. RePEc:hal:wpaper:hal-01911611.

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2018Unequal Returns: Using the Atkinson Index to Measure Financial Risk. (2018). Fischer, Thomas ; Lundtofte, Frederik . In: Working Papers. RePEc:hhs:lunewp:2018_025.

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2018EVALUATING REAL ESTATE MUTUAL FUND PERFORMANCE USING THE MORNINGSTAR UPSIDE/DOWNSIDE CAPTURE RATIO. (2018). Kuhle, James L ; Lin, Eric C. In: Global Journal of Business Research. RePEc:ibf:gjbres:v:12:y:2018:i:1:p:15-22.

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2018AN EVALUATION OF RISK AND RETURN PERFORMANCE MEASURE ALTERNATIVES: EVIDENCE FROM REAL ESTATE MUTUAL FUNDS. (2018). Kuhle, James L ; Lin, Eric C. In: Review of Business and Finance Studies. RePEc:ibf:rbfstu:v:8:y:2017:i:1:p:1-11.

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2018Can Efficiency of Returns Be Considered as a Pricing Factor?. (2018). Rubio, Francisco J ; Hassan, Kabir M ; Maroney, Neal. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9647-y.

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2017Can investors benefit from the performance of alternative UCITS funds?. (2017). Busack, Michael ; Tille, Jan ; Drobetz, Wolfgang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0283-7.

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2018On the Price of Morals in Markets: An Empirical Study of the Swedish AP-Funds and the Norwegian Government Pension Fund. (2018). Andreas, ; Schopohl, Lisa. In: Journal of Business Ethics. RePEc:kap:jbuset:v:151:y:2018:i:3:d:10.1007_s10551-016-3261-0.

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2018How accurate are modern Value-at-Risk estimators derived from extreme value theory?. (2018). Mogel, Benjamin ; Auer, Benjamin R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0652-y.

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2018Measuring Market Discipline in New Zealand. (2018). Haworth, Cameron ; Irrcher, Tobias ; Gillies, Liam. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2018/07.

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2017Competition and Scale Economy Effects of the Dutch 2006 Health-Care Insurance Reform. (2017). Bikker, Jacob. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:42:y:2017:i:1:d:10.1057_s41288-016-0038-8.

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2017The Cost of Life Distribution in Europe. (2017). Klotzki, Udo ; Muenstermann, Bjoern ; Gatzert, Nadine. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:42:y:2017:i:2:d:10.1057_s41288-016-0036-x.

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2018The China Risk-Oriented Solvency System: A Comparative Assessment with Other Risk-Based Supervisory Frameworks. (2018). , Derrick ; Ju, AI ; Jou, David. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:1:d:10.1057_s41288-017-0046-3.

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2018Profitability and Growth in Motor Insurance Business: Empirical Evidence from Germany. (2018). Maichel-Guggemoos, Liselotte ; Wagner, Joel. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:1:d:10.1057_s41288-017-0053-4.

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2018A Stochastic Frontier Analysis of Efficiency in Argentina’s Non-Life Insurance Market. (2018). Ferro, Gustavo ; Leon, Sonia. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:1:d:10.1057_s41288-017-0058-z.

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2018The Impact of Digitalization on the Insurance Value Chain and the Insurability of Risks. (2018). Eling, Martin ; Lehmann, Martin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:3:d:10.1057_s41288-017-0073-0.

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2018Return on Risk-Adjusted Capital Under Solvency II: Implications for the Asset Management of Insurance Companies. (2018). Braun, Alexander ; Schreiber, Florian ; Schmeiser, Hato. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:3:d:10.1057_s41288-017-0076-x.

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2019Dynamic cost productivity and economies of scale of Ghanaian insurers. (2019). Ohene-Asare, Kwaku ; Turkson, Charles ; Anyimadu, Jones Kofi. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:1:d:10.1057_s41288-018-0111-6.

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2019Research on long-term care insurance: status quo and directions for future research. (2019). Ghavibazoo, Omid ; Eling, Martin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:2:d:10.1057_s41288-018-00114-6.

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2019Promoting sustainability for micro health insurance: a risk-adjusted subsidy approach for maternal healthcare service. (2019). Shi, Julie ; Schmit, Joan ; Yao, YI. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:3:d:10.1057_s41288-018-00115-5.

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2019Product diversification versus technical efficiency of conglomerate life microinsurance companies: evidence from India. (2019). Shetty, Ankitha ; Banerjee, Subrato ; Savitha, Basri. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:3:d:10.1057_s41288-019-00128-8.

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2019Applying the Tweedie model for improved microinsurance pricing. (2019). Pea-Sanchez, Inmaculada. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:3:d:10.1057_s41288-019-00130-0.

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2017Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance. (2017). Wong, Wing-Keung ; Niu, Cuizhen ; Xu, Qunfang . In: MPRA Paper. RePEc:pra:mprapa:75948.

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2017Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach. (2017). Masih, Abul ; Hodori, Arif . In: MPRA Paper. RePEc:pra:mprapa:79441.

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2018The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis. (2018). Camilleri, Silvio ; Farrugia, Ritienne. In: MPRA Paper. RePEc:pra:mprapa:87070.

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2018A Sectorial Performance Analysis of Kuala Lumpur Stock Exchange (KLSE, Bursa Malaysia). (2018). Chin, Leong Choong ; Tan, Yee Theng ; Sek, Siok Kun. In: MPRA Paper. RePEc:pra:mprapa:90148.

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2017Insurance and Insurance Markets. (2017). Dionne, Georges ; Harrington, Scott . In: Working Papers. RePEc:ris:crcrmw:2017_002.

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2019Анализ инвестиционной деятельности на основе количественных мер, настроенных на риск // Performance Analysis Based on Adequate. (2019). Д. Вячкилева К., ; А. Мельников, ; Vyachkileva, D ; Melnikov, A. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2018:i:3:p:5-18.

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2017Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds. (2017). Marra, Marianna ; Kaffash, Sepideh. In: Annals of Operations Research. RePEc:spr:annopr:v:253:y:2017:i:1:d:10.1007_s10479-016-2294-1.

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2018Measurement errors in stock markets. (2018). JAWADI, Fredj ; Louhichi, Wael ; Cheffou, Abdoulkarim Idi ; ben Ameur, Hachmi. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2138-z.

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2018A directional semi-oriented radial DEA measure: an application on financial stability and the efficiency of banks. (2018). Kaffash, Sepideh ; Tajik, Mohammad ; Matin, Reza Kazemi. In: Annals of Operations Research. RePEc:spr:annopr:v:264:y:2018:i:1:d:10.1007_s10479-017-2719-5.

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2017Insurance–growth nexus and macroeconomic determinants: evidence from middle-income countries. (2017). Arvin, Mak ; Hall, John H ; Bennett, Sara E ; Bahmani, Sahar ; Pradhan, Rudra P. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1111-7.

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2017Analysing the information embedded in the optimal mean–variance weights: CAPM versus Bamberg and Dorfleitner model. (2017). Bosch-Badia, Maria-Teresa ; Tarrazon-Rodon, Maria-Antonia ; Montllor-Serrats, Joan. In: Review of Managerial Science. RePEc:spr:rvmgts:v:11:y:2017:i:4:d:10.1007_s11846-016-0205-0.

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2018Measuring Human, Physical and Structural Capital Efficiency Performance of Insurance Companies. (2018). Govindaraju, Chandran VGR ; Lu, Wen-Min ; Kweh, Qian Long ; Chandran, Vgr ; V G R Chandran, ; Nourani, Mohammad. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:137:y:2018:i:1:d:10.1007_s11205-017-1584-6.

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2017A bootstrap-based comparison of portfolio insurance strategies. (2017). Dichtl, Hubert ; Wambach, Martin ; Drobetz, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:1:p:31-59.

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2017Explaining the relationship between firm performance and corporate governance of Dutch non-life insurance companies: Dutch mutual and commercial companies compared. (2017). Lambalk, Sebsatiaan ; de Graaf, Frank Jan. In: Journal of Sustainable Finance & Investment. RePEc:taf:jsustf:v:7:y:2017:i:2:p:197-231.

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2018The risk-adjusted return potential of integrating ESG strategies into emerging market equities. (2018). Sherwood, Matthew W ; Pollard, Julia L. In: Journal of Sustainable Finance & Investment. RePEc:taf:jsustf:v:8:y:2018:i:1:p:26-44.

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2017Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio. (2017). Bosch-Badia, Maria-Teresa ; McMillan, David ; Tarrazon-Rodon, Maria-Antonia ; Montllor-Serrats, Joan. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1270251.

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More than 100 citations found, this list is not complete...

Works by Martin Eling:


YearTitleTypeCited
2009Does Hedge Fund Performance Persist? Overview and New Empirical Evidence In: European Financial Management.
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article20
2009Modeling and Management of Nonlinear Dependencies-Copulas in Dynamic Financial Analysis In: Journal of Risk & Insurance.
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article3
2011The Performance of Microinsurance Programs: A Data Envelopment Analysis In: Journal of Risk & Insurance.
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article13
2007Dynamic Financial Analysis: Classification, Conception, and Implementation In: Risk Management and Insurance Review.
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article0
2007The Solvency II Process: Overview and Critical Analysis In: Risk Management and Insurance Review.
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article24
2012What Do We Know About Market Discipline in Insurance? In: Risk Management and Insurance Review.
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article9
2013Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2011 Update In: Risk Management and Insurance Review.
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article0
2012Organization and efficiency in the international insurance industry: A cross-frontier analysis In: European Journal of Operational Research.
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article11
2013An efficiency comparison of the non-life insurance industry in the BRIC countries In: European Journal of Operational Research.
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article14
2009Minimum standards for investment performance: A new perspective on non-life insurer solvency In: Insurance: Mathematics and Economics.
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article6
2012Dependence modeling in non-life insurance using the Bernstein copula In: Insurance: Mathematics and Economics.
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article9
2012Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models? In: Insurance: Mathematics and Economics.
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article25
2007Does the choice of performance measure influence the evaluation of hedge funds? In: Journal of Banking & Finance.
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article103
2010Efficiency in the international insurance industry: A cross-country comparison In: Journal of Banking & Finance.
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article43
2010The performance of hedge funds and mutual funds in emerging markets In: Journal of Banking & Finance.
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article24
2011Sufficient conditions for expected utility to imply drawdown-based performance rankings In: Journal of Banking & Finance.
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article27
2012A decision-theoretic foundation for reward-to-risk performance measures In: Journal of Banking & Finance.
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article23
2010Skewness in hedge funds returns: classical skewness coefficients vs Azzalinis skewness parameter In: International Journal of Managerial Finance.
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article0
2012Market-consistent embedded value in non-life insurance: how to measure it and why In: Journal of Risk Finance.
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article1
2012Internal and external drivers for risk taking in UK and German insurance markets In: International Journal of Banking, Accounting and Finance.
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article1
2005The Parent Company Puzzle on the German Stock Market In: Financial Markets and Portfolio Management.
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article0
2006Performance measurement of hedge funds using data envelopment analysis In: Financial Markets and Portfolio Management.
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article22
2012Does Surplus Participation Reflect Market Discipline? An Analysis of the German Life Insurance Market In: Journal of Financial Services Research.
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article2
2012Is There Market Discipline in the European Insurance Industry? An Analysis of the German Insurance Market In: The Geneva Risk and Insurance Review.
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article3
2008The Swiss Solvency Test and its Market Implications In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article2
2010Insurance and the Credit Crisis: Impact and Ten Consequences for Risk Management and Supervision In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article13
2010Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry: Overview, Systematization, and Recent Developments In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article15
2012Insurability in Microinsurance Markets: An Analysis of Problems and Potential Solutions In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article12
2013Maximum Technical Interest Rates in Life Insurance in Europe and the United States: An Overview and Comparison In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article2
2013Kurz kommentiert In: Wirtschaftsdienst.
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article0
2009Risk and return of reinsurance contracts under copula models In: The European Journal of Finance.
[Full Text][Citation analysis]
article1

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