Sergei Isaenko : Citation Profile


Are you Sergei Isaenko?

Concordia University

3

H index

1

i10 index

36

Citations

RESEARCH PRODUCTION:

7

Articles

1

Papers

RESEARCH ACTIVITY:

   11 years (2004 - 2015). See details.
   Cites by year: 3
   Journals where Sergei Isaenko has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pis33
   Updated: 2019-10-06    RAS profile: 2017-03-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Uppal, Raman (2)

Bhamra, Harjoat (2)

Borovička, Jaroslav (1)

Alexander, Gordon (1)

Li, Shuanming (1)

Canestrelli, Elio (1)

Tchana Tchana, Fulbert (1)

Christoffersen, Peter (1)

Baptista, Alexandre (1)

Aldrich, Eric (1)

lioui, abraham (1)

Cites to:

Vayanos, Dimitri (14)

Pedersen, Lasse (10)

Liu, Hong (9)

Longstaff, Francis (9)

Miller, Merton (8)

Duffie, Darrell (8)

Grossman, Sanford (7)

LIU, JUN (4)

Kondor, Péter (4)

Weil, Philippe (4)

Constantinides, George (4)

Main data


Where Sergei Isaenko has published?


Journals with more than one article published# docs
Quantitative Finance2
Journal of Economic Dynamics and Control2

Recent works citing Sergei Isaenko (2018 and 2017)


YearTitle of citing document
2019Optimal investment for participating insurance contracts under VaR-Regulation. (2018). Nguyen, Thai ; Stadje, Mitja. In: Papers. RePEc:arx:papers:1805.09068.

Full description at Econpapers || Download paper

2019Optimal execution with dynamic risk adjustment. (2019). Cheng, Xue ; Wang, Tai-Ho ; di Giacinto, Marina. In: Papers. RePEc:arx:papers:1901.00617.

Full description at Econpapers || Download paper

2017MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES. (2017). Blake, David ; Shi, Zhen ; Inkmann, Joachim . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:539-565.

Full description at Econpapers || Download paper

2018Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading. (2018). Imke, Redeker ; Ralf, Wunderlich. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:35:y:2018:i:1-2:p:1-21:n:1.

Full description at Econpapers || Download paper

2018Optimal investment under VaR-Regulation and Minimum Insurance. (2018). Chen, AN ; Stadje, Mitja ; Nguyen, Thai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:194-209.

Full description at Econpapers || Download paper

2019Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility. (2019). Brigo, Damiano ; Armstrong, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:122-135.

Full description at Econpapers || Download paper

2018Risk management with multiple VaR constraints. (2018). Chen, AN ; Stadje, Mitja ; Nguyen, Thai. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:2:d:10.1007_s00186-018-0637-1.

Full description at Econpapers || Download paper

Works by Sergei Isaenko:


YearTitleTypeCited
2007Dynamic Equilibrium with Overpriced Put Options In: Economic Notes.
[Full Text][Citation analysis]
article0
2010Portfolio choice under transitory price impact In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article3
2015Equilibrium theory of stock market crashes In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article0
2008The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article8
2008Optimal Dynamic Trading Strategies with Risk Limits In: Operations Research.
[Full Text][Citation analysis]
article25
2004Optimal Dynamic Trading Strategies with Risk Limits.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2015Liquidity premium in the presence of stock market crises and background risk In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2008On the super-replicating approach when trading a derivative is limited In: Quantitative Finance.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team