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Susanne Emmer · Study

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Susanne Emmer

5 works· latest 2015· 2 institutionscluster: provisional

h-index5

i105

Citations602

Works here5

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15

Most cited in this library

What is the best risk measure in practice? A comparison of standard measures2015 · 252 citations
Optimal Portfolios with Bounded Capital at Risk2001 · 119 citations
What is the Best Risk Measure in Practice? A Comparison of Standard Measures2013 · 85 citations
Calculating credit risk capital charges with the one-factor model2005 · 78 citations
Optimal portfolios when stock prices follow an exponential L�vy process2004 · 68 citations

Works

5 shown

What is the best risk measure in practice? A comparison of standard measures

The Journal of Risk·2015·3 authors·Open access

252citations

What is the Best Risk Measure in Practice? A Comparison of Standard Measures

SSRN Electronic Journal·2013·3 authors·preprint·Open access

85citations

Calculating credit risk capital charges with the one-factor model

The Journal of Risk·2005·2 authors·Open access

78citations

Optimal portfolios when stock prices follow an exponential L�vy process

Finance and Stochastics·2004·2 authors

68citations

Optimal Portfolios with Bounded Capital at Risk

Mathematical Finance·2001·3 authors·Open access

119citations