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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Portfolio Credit Risk: Top‐Down versus Bottom‐Up Approaches
Kay Giesecke
(2008), pp. 251-267
Closed Access | Times Cited: 25

Showing 25 citing articles:

Dynamic Hedging of Portfolio Credit Derivatives
Rama Cont, Yu Hang Kan
SIAM Journal on Financial Mathematics (2011) Vol. 2, Iss. 1, pp. 112-140
Open Access | Times Cited: 35
Counterparty Contagion in Context: Contributions to Systemic Risk
Jeremy Staum
Cambridge University Press eBooks (2013), pp. 512-544
Closed Access | Times Cited: 32
Forward equations for option prices in semimartingale models
Amel Bentata, Rama Cont
Finance and Stochastics (2015) Vol. 19, Iss. 3, pp. 617-651
Open Access | Times Cited: 27
Recovering Portfolio Default Intensities Implied by CDO Quotes
Rama Cont, Andreea Minca
SSRN Electronic Journal (2008)
Open Access | Times Cited: 33
Monte Carlo Computation in Finance
Jeremy Staum
Springer eBooks (2009), pp. 19-42
Closed Access | Times Cited: 11
On Recovery and Intensity's Correlation - A New Class of Credit Risk Models
Raquel M. Gaspar, Irina Slinko
SSRN Electronic Journal (2008)
Open Access | Times Cited: 8
Counterparty Contagion in Context: Contributions to Systemic Risk
Jeremy Staum
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 7
Monte Carlo Methods for Portfolio Credit Risk
Tim Brereton, Dirk P. Kroese, Joshua C. C. Chan
(2013), pp. 127-152
Closed Access | Times Cited: 6
Dependent defaults and losses with factor copula models
Damien Ackerer, Thibault Vatter
Dependence Modeling (2017) Vol. 5, Iss. 1, pp. 375-399
Open Access | Times Cited: 6
Valuation of Mortgage-Backed Securities: A Portfolio Credit Derivatives Approach
Wujiang Lou
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 6
Dynamic Hedging of Synthetic CDO Tranches: Bridging the Gap between Theory and Practice
Areski Cousin, Jean‐Paul Laurent
(2011), pp. 149-184
Open Access | Times Cited: 4
A Markovian infectious model for dependent default risk
Jia Wen Gu, Wai Ki Ching, Tak Kuen Siu
International Journal of Intelligent Engineering Informatics (2011) Vol. 1, Iss. 2, pp. 174-174
Closed Access | Times Cited: 4
Risk and return prediction for pricing portfolios of non-performing consumer credit
Siyi Wang, Yan Xing, Bangqi Zheng, et al.
(2021), pp. 1-9
Open Access | Times Cited: 4
Forward Equations for Portfolio Credit Derivatives
Rama Cont, Ioana Savescu
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 3
Risk Measurement for Portfolio Credit Risk Based on a Mixed Poisson Model
Rongda Chen, Huanhuan Yu
Discrete Dynamics in Nature and Society (2014) Vol. 2014, pp. 1-9
Open Access | Times Cited: 2
Valuation of a Tranched Loan Credit Default Swap Index
Jin Liang, Yujing Zhou
Technology and Investment (2011) Vol. 02, Iss. 04, pp. 240-246
Open Access | Times Cited: 2
A Dynamic Affine Factor Model for the Pricing of Collateralized Debt Obligations
Zehra Eksi, Damir Filipović
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 2
A Comparative Analysis of Correlation Approaches in Finance
Günter Meißner, Claudio Albanese, David Li, et al.
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 1
Modélisation mathématique de la contagion de défaut
Andreea Minca
(2011)
Closed Access | Times Cited: 1
Dependent Defaults and Losses with Factor Copula Models
Damien Ackerer, Thibault Vatter
SSRN Electronic Journal (2016)
Open Access
Modeling Multi-period Corporate Defaults: Macro, Contagion and Frailty Effects in Default Clustering
Tuohua Wu
(2013)
Closed Access
The Probability Distribution of Bankruptcy upon New Debt Issuances
Dror Parnes
International Journal of Economics and Finance (2013) Vol. 5, Iss. 4
Open Access
Computational Challenges and Opportunities in Financial Services
Art Sedighi, Doug Jacobson
Lecture notes in computer science (2019), pp. 310-319
Closed Access
Affine Pricing and Hedging of Collateralized Debt Obligations
Zehra Eksi, Damir Filipović
arXiv (Cornell University) (2020)
Closed Access
A contagion process with self-exciting jumps in credit risk applications
Puneet Pasricha, Dharmaraja Selvamuthu, Selvaraju Natarajan
Stochastics (2022) Vol. 95, Iss. 1, pp. 79-98
Open Access
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