Statistics
Publications
20
Citations
1.4K
H-Index
17
Active since
1997
Dan Rosen is an author at University of Toronto specializing in finance, financial economics, and financial risk.
Publications per year
1997–2012
20
20
Credit risk optimization with Conditional Value-at-Risk criterion
Fredrik Andersson, Helmut Mausser, Dan Rosen et al. · Mathematical Programming · 2001 · 300 citations
Business, Finance, Mathematics +14
Beyond VaR: from measuring risk to managing risk
Helmut Mausser, Dan Rosen · 2003 · 112 citations
Management, Finance, Risk Management +17
Risk factor contributions in portfolio credit risk models
Dan Rosen, David Saunders · Journal of Banking & Finance · 2009 · 74 citations
Management, Finance, Risk Management +14
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