Tail Risk Estimation is a risk assessment methodology that quantifies the probability and potential impact of extreme, low-likelihood events occurring in the tail regions of a loss distribution, particularly within the context of catastrophe modeling and financial or insurance risk analysis.
394
Publications
20.7K
Citations
699
Authors
521
Institutions
Publications per year
2017–2026
149
Publications
394
Risks and Portfolio Decisions Involving Hedge Funds
Vikas Agarwal, Narayan Y. Naik · Review of Financial Studies · 2003 · 1.3K citations
Business, Finance, Risk Management +17
Bryan Kelly, Hao Jiang · Review of Financial Studies · 2014 · 797 citations
1–5 of 394
Authors
699
- AG
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- MR
6
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- GS
6
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- NN
6
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- CZ
6
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1–5 of 699
Institutions
521
New York University
New York, United States
15 h-index
21 publications
1.2K citations
National Bureau of Economic Research
Cambridge, United States
13 h-index
25 publications
2.5K citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
13 h-index
19 publications
2.2K citations
Centre National de la Recherche Scientifique
Paris, France
11 h-index
15 publications
350 citations
Federal Reserve
Washington D.C., United States
10 h-index
15 publications
2.3K citations
Centre for Economic Policy Research
London, United Kingdom
10 h-index
11 publications
434 citations
De Nederlandsche Bank
Amsterdam, The Netherlands
9 h-index
9 publications
344 citations
Tinbergen Institute
Rotterdam, The Netherlands
9 h-index
11 publications
1.9K citations
1–8 of 521
Venues
- SSRN Electronic Journal
Repository · 57 publications · 1.6K citations
22
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- Insurance Mathematics and Economics
24 publications · 883 citations
16
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- Journal of Banking & Finance
10 publications · 387 citations
10
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- Quantitative Finance
10 publications · 222 citations
10
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- Extremes
8 publications · 344 citations
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1–5