Citation profile for Eva Lütkebohmert

Eva Lütkebohmert : Citation Profile

Albert-Ludwigs-Universität Freiburg

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 4
   Journals where Eva Lütkebohmert has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 5 (7.14 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plt6
   Updated: 2024-04-18    RAS profile: 2024-02-07
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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 Eva Lütkebohmert.

Is cited by:

gourieroux, christian (3)

Tarashev, Nikola (3)

Schmieder, Christian (3)

Liang, Gechun (1)

Jakubík, Petr (1)

Novales, Alfonso (1)

Teixeira, Joao (1)

Matos, Tiago (1)

Pliszka, Kamil (1)

Laurini, Márcio (1)

Das, Sanjiv (1)

Cites to:

Acharya, Viral (9)

Gordy, Michael (8)

Campbell, John (7)

Turnovsky, Stephen J (7)

Hansen, Lars (7)

Leland, Hayne (6)

Shleifer, Andrei (6)

He, Zhiguo (6)

gourieroux, christian (6)

Diebold, Francis (5)

Kose, Ayhan (5)

Main data

Where Eva Lütkebohmert has published?

Journals with more than one article published	# docs
Quantitative Finance	5
International Journal of Theoretical and Applied Finance (IJTAF)	3

Working Papers Series with more than one paper published	# docs
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)	3

Recent works citing Eva Lütkebohmert (2024 and 2023)

Year	Title of citing document
2024	Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179. Full description at Econpapers \|\| Download paper
2023	Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information. (2022). Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva ; Ansari, Jonathan. In: Papers. RePEc:arx:papers:2204.01071. Full description at Econpapers \|\| Download paper
2023	Markov decision processes under model uncertainty. (2023). Iki, Mario ; Sester, Julian ; Neufeld, Ariel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:618-665. Full description at Econpapers \|\| Download paper
2023	Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. (2023). Cummins, Mark ; Atkins, Philip J. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1331-1348. Full description at Econpapers \|\| Download paper
2023	Do Chinese firms speculate during high economic policy uncertainty? Evidence from wealth management products. (2023). She, Yanling ; Duan, Yang ; Jin, Yong ; Huang, Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001552. Full description at Econpapers \|\| Download paper
2023	Banking regulation and banks’ risk-taking behavior: The role of investors’ protection. (2023). Dias, Jose Carlos ; Dutra, Tiago M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:124-148. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation. (2023). Xiang, Qikun ; Papapantoleon, Antonis ; Neufeld, Ariel. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2051-2068. Full description at Econpapers \|\| Download paper
2023	Risk-shifting, concentration risk, and heterogeneous borrowers. (2023). Fittje, Jens. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:20:y:2023:i:4:d:10.1007_s10368-023-00570-z. Full description at Econpapers \|\| Download paper

Works by Eva Lütkebohmert:

Year	Title	Type	Cited
2008	Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance In: Papers. [Full Text][Citation analysis]	paper	1
2017	Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk In: European Financial Management. [Full Text][Citation analysis]	article	1
2022	Wealth management products, banking competition, and stability: Evidence from China In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis]	article	1
2023	Investor sentiment and global economic conditions In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	0
2020	Empirical analysis and forecasting of multiple yield curves In: Insurance: Mathematics and Economics. [Full Text][Citation analysis]	article	2
2023	Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	1
2013	Granularity Adjustment for Regulatory Capital Assessment In: International Journal of Central Banking. [Full Text][Citation analysis]	article	13
2014	A Multiperiod Bank Run Model for Liquidity Risk In: Review of Finance. [Full Text][Citation analysis]	article	6
2020	A Multiple Curve Lévy Swap Market Model In: Applied Mathematical Finance. [Full Text][Citation analysis]	article	0
2017	Rollover risk and credit risk under time-varying margin In: Quantitative Finance. [Full Text][Citation analysis]	article	5
2019	Tightening robust price bounds for exotic derivatives In: Quantitative Finance. [Full Text][Citation analysis]	article	7
2021	Robust statistical arbitrage strategies In: Quantitative Finance. [Full Text][Citation analysis]	article	2
2022	Robust deep hedging In: Quantitative Finance. [Full Text][Citation analysis]	article	1
2023	A hybrid convolutional neural network with long short-term memory for statistical arbitrage In: Quantitative Finance. [Full Text][Citation analysis]	article	0
2014	VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis]	article	0
2014	OPTIMALITY OF PAYOFFS IN LÃ‰VY MODELS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis]	article	2
2022	OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis]	article	0
2009	Treatment of Double Default Effects within the Granularity Adjustment for Basel II In: Bonn Econ Discussion Papers. [Full Text][Citation analysis]	paper	0
2009	Failure of saddle-point method in the presence of double defaults In: Bonn Econ Discussion Papers. [Full Text][Citation analysis]	paper	0
2009	Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation In: Bonn Econ Discussion Papers. [Full Text][Citation analysis]	paper	0
2007	Granularity adjustment for Basel II In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis]	paper	18
2017	Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve In: Discussion Papers. [Full Text][Citation analysis]	paper	5