Concepedia

Roger Kaufmann

RK

4

Publications

319

Citations

4

H-Index

2001

Active since

Affiliations

ETH Zurich(Current)

Roger Kaufmann is an author at ETH Zurich specializing in management, finance, and financial risk management.

Top concepts

FinanceManagementBusinessRisk ManagementFinancial Risk ManagementAccountingRisk AnalysisFinancial ModelingFinancial EngineeringEconomics

Publications per year

2001–2007

4

Publications

4

QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK

Paul Embrechts, Hansjörg Furrer, Roger Kaufmann · 2003 · 113 citations

Risk Model Validation, Financial Risk Management, Risk Metric +17

Introduction to Dynamic Financial Analysis

Roger Kaufmann, Andreas Gadmer, Ralf Klett · Astin Bulletin · 2001 · 100 citations · Full text

Dynamic Economic Model, Economics, Computational Finance +13

Strategic Long-Term Financial Risks: Single Risk Factors

Paul Embrechts, Roger Kaufmann, Pierre Patie · Computational Optimization and Applications · 2005 · 91 citations · Full text

Financial Economics, Financial Risk Management, Single Risk Factors +7

Time-scaling of value-at-risk in GARCH(1,1) and AR(1)–GARCH(1,1) processes

Raymond Brummelhuis, Roger Kaufmann · The Journal of Risk · 2007 · 15 citations

Daily Values, Risk Analytics, Random Walks +12

Rows per page

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