Citation profile for Klaus Rheinberger

Klaus Rheinberger : Citation Profile

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124

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 8
   Journals where Klaus Rheinberger has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/prh13
   Updated: 2024-11-08    RAS profile: 2022-06-07
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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 Klaus Rheinberger.

Is cited by:

Melecký, Martin (5)

Buncic, Daniel (5)

Horvath, Roman (4)

Li, jianping (4)

Flood, Mark (4)

Sokolov, Yuri (4)

Seidler, Jakub (4)

Gersl, Adam (4)

Acharya, Viral (3)

Pierret, Diane (3)

Engle, Robert (3)

Cites to:

Pesaran, Mohammad (12)

Schuermann, Til (9)

Acerbi, Carlo (4)

Duffie, Darrell (4)

Smith, L. Vanessa (3)

shin, yongcheol (2)

merton, robert (2)

Smith, Ronald (2)

Kehoe, Timothy (2)

Smith, Richard (2)

Monteiro, Paulo (2)

Main data

Where Klaus Rheinberger has published?

Journals with more than one article published	# docs
Energies	2

Working Papers Series with more than one paper published	# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)	2

Recent works citing Klaus Rheinberger (2024 and 2023)

Year	Title of citing document
2023	Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319. Full description at Econpapers \|\| Download paper
2023	Reverse stress testing: Scenario design for macroprudential stress tests. (2023). Schaanning, Eric ; Baes, Michel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:209-256. Full description at Econpapers \|\| Download paper
2024	Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941. Full description at Econpapers \|\| Download paper
2023	Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers \|\| Download paper
2024	The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Pop, Adrian ; Levy-Rueff, Guy ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007. Full description at Econpapers \|\| Download paper
2023	Subjectivity in conventional tail measures: An exploratory model with risks & biases’. (2023). Majumder, Debasish. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003239. Full description at Econpapers \|\| Download paper
2023	Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67. Full description at Econpapers \|\| Download paper
2023	An Overview of Energies Problems in Robotic Systems. (2023). Salih, Omar M ; Vasarhelyi, Jozsef ; Benotsname, Rabab ; Rostum, Hussam Mahmod. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:24:p:8060-:d:1300069. Full description at Econpapers \|\| Download paper
2023	Operational Issues of Contemporary Distribution Systems: A Review on Recent and Emerging Concerns. (2023). Sharma, Gulshan ; Loji, Nomhle ; Bokoro, Pitshou N. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1732-:d:1063339. Full description at Econpapers \|\| Download paper
2024	Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Maillet, Bertrand ; Costola, Michele ; Zhang, Xiang ; Yuan, Zhining. In: Post-Print. RePEc:hal:journl:hal-04514343. Full description at Econpapers \|\| Download paper

Works by Klaus Rheinberger:

Year	Title	Type	Cited
2014	Credit Risk in General Equilibrium In: CESifo Working Paper Series. [Full Text][Citation analysis]	paper	5
2012	Credit risk in general equilibrium.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2011	Credit Risk in General Equilibrium.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	paper
2014	Credit risk in general equilibrium.(2014) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
2010	Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	22
2021	Flexibility Control in Autonomous Demand Response by Optimal Power Tracking In: Energies. [Full Text][Citation analysis]	article	1
2022	Aggregation of Demand-Side Flexibilities: A Comparative Study of Approximation Algorithms In: Energies. [Full Text][Citation analysis]	article	3
2009	How to Find Plausible, Severe and Useful Stress Scenarios In: International Journal of Central Banking. [Full Text][Citation analysis]	article	84
2009	How to find plausible, severe, and useful stress scenarios.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84	paper
2008	Is Current Capital Regulation Based on Conservative Risk Assessment? In: Financial Stability Report. [Full Text][Citation analysis]	article	4
2008	Credit portfolio risk and asset price cycles In: Computational Management Science. [Full Text][Citation analysis]	article	0
2008	Regulatory capital for market and credit risk interaction: is current regulation always conservative? In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis]	paper	5