Michael Kalkbrener

14 papers and 370 indexed citations i.

Michael Kalkbrener has authored 14 papers that have received a total of 370 indexed citations. This includes 12 papers in Finance, 7 papers in Economics and Econometrics and 5 papers in Management Science and Operations Research. The topics of these papers are Credit Risk and Financial Regulations (8 papers), Stochastic processes and financial applications (6 papers) and Risk and Portfolio Optimization (5 papers). Michael Kalkbrener is often cited by papers focused on Credit Risk and Financial Regulations (8 papers), Stochastic processes and financial applications (6 papers) and Risk and Portfolio Optimization (5 papers) and collaborates with scholars based in Germany. Michael Kalkbrener's co-authors include Ludger Overbeck, Gerhard Stahl and Michael Brockmann and has published in prestigious journals such as Journal of Banking & Finance, Journal of Applied Probability and Mathematical Finance.