Concepedia

Kay Giesecke

KG

60

Publications

4.1K

Citations

32

H-Index

2001

Active since

Affiliations

Stanford University(Current)

Cornell University

Korea University

University of Illinois Urbana-Champaign

University of Pennsylvania

Kay Giesecke is an author at Stanford University specializing in finance, business, and management.

Top concepts

FinanceManagementStatisticsBusinessEngineeringFinancial EngineeringAsset PricingFinancial Risk ManagementFinancial CrisisFinancial Economics

Publications per year

2001–2023

60

Publications

60

Affine Point Processes and Portfolio Credit Risk

Eymen Errais, Kay Giesecke, Lisa R. Goldberg · SIAM Journal on Financial Mathematics · 2010 · 379 citations

Empirical Finance, Financial Risk Management, Affine Jump Diffusion +16

Corporate bond default risk: A 150-year perspective

Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer et al. · Journal of Financial Economics · 2011 · 302 citations

Corporate Risk Management, Financial Risk Management, Management +7

Correlated default with incomplete information

Kay Giesecke · Journal of Banking & Finance · 2003 · 261 citations

Information Theory, Incompleteness, Uncertainty Quantification +5

Exploring the sources of default clustering

Shahriar Azizpour, Kay Giesecke, Gustavo Schwenkler · Journal of Financial Economics · 2018 · 214 citations

Document Clustering, Cluster Development, Engineering +5

Cyclical correlations, credit contagion, and portfolio losses

Kay Giesecke, Stefan Weber · Journal of Banking & Finance · 2004 · 186 citations

Finance, Cyclical Correlations, Credit Market +1

Rows per page

1–5 of 60