Philipp Schönbucher : Citation Profile


Are you Philipp Schönbucher?

Rheinische Friedrich-Wilhelms-Universität Bonn
Eidgenössische Technische Hochschule Zürich (ETHZ)

3

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   12 years (1997 - 2009). See details.
   Cites by year: 3
   Journals where Philipp Schönbucher has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc6
   Updated: 2019-10-15    RAS profile: 2009-08-19    
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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 Philipp Schönbucher.

Is cited by:

Nikitopoulos-Sklibosios, Christina (3)

Chiarella, Carl (2)

Zacharias, Eleftherios (2)

Acharya, Viral (2)

Reveiz, Alejandro (2)

Prigent, Jean-Luc (1)

Zenios, Stavros (1)

Stöckl, Sebastian (1)

Schlogl, Erik (1)

Das, Sanjiv (1)

Yang, Zhaojun (1)

Cites to:

Dixit, Avinash (2)

Pindyck, Robert (2)

merton, robert (2)

Mella-Barral, Pierre (2)

Scholes, Myron (2)

White, Alan (2)

Robertson, Donald (1)

Jarrow, Robert (1)

Perraudin, William (1)

Brennan, Michael (1)

Schaller, Huntley (1)

Main data


Where Philipp Schönbucher has published?


Working Papers Series with more than one paper published# docs
OFRC Working Papers Series / Oxford Financial Research Centre3

Recent works citing Philipp Schönbucher (2018 and 2017)


YearTitle of citing document
2017Dynamics of multivariate default system in random environment. (2017). el Karoui, Nicole ; Jeanblanc, Monique ; Jiao, Ying. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:12:p:3943-3965.

Full description at Econpapers || Download paper

2018Modeling Longevity Risk using Consistent Dynamics Affine Mortality Models. (2018). Bedoui, Rihab ; Kedidi, Islem. In: Working Papers. RePEc:hal:wpaper:hal-01678050.

Full description at Econpapers || Download paper

Works by Philipp Schönbucher:


YearTitleTypeCited
2004Applied Computational Economics and Finance. Mario J. Miranda and Paul L. Fackler. In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article0
2007Background Filtrations andCanonical Loss Processes for Top-Down Models of Portfolio Credit Risk In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper7
2009Background filtrations and canonical loss processes for top-down models of portfolio credit risk.(2009) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
1998The valuation of a firm advertising optimally In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article7
1999The Valuation of a Firm Advertising Optimally.(1999) In: OFRC Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1997Team Structure Modelling of Defaultable Bonds In: FMG Discussion Papers.
[Full Text][Citation analysis]
paper19
1999The Value of Market Research When a Firm is Learning: Real Option Pricing and Optimal Filtering In: OFRC Working Papers Series.
[Full Text][Citation analysis]
paper3
1999An American in Paris In: OFRC Working Papers Series.
[Full Text][Citation analysis]
paper1

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