Standout Papers

On the coherence of expected shortfall 2002 2026 2010 2018 921
  1. On the coherence of expected shortfall (2002)
    Carlo Acerbi, Dirk Tasche Journal of Banking & Finance

Immediate Impact

2 by Nobel laureates 1 from Science/Nature 60 standout
Sub-graph 1 of 23

Citing Papers

Risk-averse energy management for integrated electricity and heat systems considering building heating vertical imbalance: An asynchronous decentralized approach
2025 Standout
Evaluating Machine Learning and Deep Learning models for predicting Wind Turbine power output from environmental factors
2025 Standout
2 intermediate papers

Works of Dirk Tasche being referenced

Proving prediction prudence
2022
On the coherence of expected shortfall
2002 Standout

Author Peers

Author Last Decade Papers Cites
Dirk Tasche 1125 1069 759 23 1.7k
Carlo Acerbi 1156 1307 822 5 1.8k
Thierry Roncalli 1286 552 751 89 1.7k
Josef Hadar 539 611 910 33 1.6k
Giora Hanoch 592 605 1152 17 1.9k
Elisa Luciano 1348 449 974 78 2.1k
Svetlozar T. Rachev 1039 394 770 78 1.5k
Tomasz R. Bielecki 1592 509 555 73 2.1k
Roger J. A. Laeven 784 580 620 71 1.3k
Shushang Zhu 564 953 296 38 1.2k
Steven Vanduffel 833 977 524 145 1.4k

All Works

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Rankless by CCL
2026