Concepedia

Evis Këllezi

EK

Statistics

Publications

12

Citations

840

H-Index

11

Active since

1999

Affiliations

University of Geneva(Current)

Swiss Finance Institute

Evis Këllezi is an author at University of Geneva specializing in business, risk management, and finance.

Top concepts

FinanceBusinessRisk ManagementEconomicsManagementAsset PricingFinancial EngineeringFinancial Risk ManagementEngineeringFinancial Risk

Publications per year

1999–2011

12

Publications

12

An Application of Extreme Value Theory for Measuring Financial Risk

Manfred Gilli, Evis Këllezi · Computational Economics · 2006 · 414 citations

Economics, Asset Pricing, Financial Risk Management +10

A data-driven optimization heuristic for downside risk minimization

Manfred Gilli, Evis Këllezi, Hilda Hysi · The Journal of Risk · 2006 · 92 citations

Engineering, Risk Functions, Risk Metric +17

Extreme Value Theory for Tail-Related Risk Measures

Evis Këllezi, Manfred Gilli · 2000 · 66 citations

Economics, Engineering, Asset Pricing +15

An Application of Extreme Value Theory for Measuring Risk

Manfred Gilli, Evis Këllezi · 2003 · 54 citations

Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds

Henri Loubergé, Evis Këllezi, Manfred Gilli · Journal of Insurance Issues · 2011 · 47 citations

Financial Risk Management, Cat Bonds, Financial Network Analysis +19

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