Alec N. Kercheval
- Finance top 5%
- Financial Risk and Volatility Modeling 9
- Stochastic processes and financial applications 5
- Financial Markets and Investment Strategies 4
- Credit Risk and Financial Regulations 3
- Economics and Econometrics top 10%
- Complex Systems and Time Series Analysis 3
- Economic theories and models 2
- Statistics and Probability top 10%
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- Monetary Policy and Economic Impact 5
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- Statistical and numerical algorithms 2
- Co-authors
- Yuan ZhangLisa R. GoldbergKiseop LeeHaim BarPaul M. Beaumont
- Journals
- Quantitative Finance (4 papers)SIAM Journal on Financial Mathematics (2 papers)The Journal of Portfolio Management (1 paper)
- Partner nations
- United StatesGermany
In The Last Decade
Alec N. Kercheval
17 papers receiving 252 citations
Peers
Comparison fields: 5 of 68
- Finance 148
- Management Science and Operations Research 107
- Computational Mathematics 3
- Economics and Econometrics 114
- Statistics and Probability 30
Countries citing papers authored by Alec N. Kercheval
This map shows the geographic impact of Alec N. Kercheval's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alec N. Kercheval with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alec N. Kercheval more than expected).
Fields of papers citing papers by Alec N. Kercheval
This network shows the impact of papers produced by Alec N. Kercheval. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alec N. Kercheval. The network helps show where Alec N. Kercheval may publish in the future.
Co-authorship network
The 5 scholars most cited alongside Alec N. Kercheval, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 1 | |
| 2 | 2023 | 4 | |
| 3 | 2022 | 3 | |
| 4 | 2016 | 0 | |
| 5 | 2015 | 82 | |
| 6 | 2013 | 1 | |
| 7 | 2012 | 19 | |
| 8 | 2012 | 2 | |
| 9 | 2010 | 1 | |
| 10 | 2009 | 47 | |
| 11 | Risk management with generalized hyperbolic distributions | 2007 | 18 |
| 12 | 2006 | 3 | |
| 13 | t-Statistics for Weighted Means in Credit Risk Modelling | 2005 | 1 |
| 14 | Calibration of multivariate generalized hyperbolic distributions using the em algorithm, with applications in risk management, portfolio optimization and portfolio credit risk | 2005 | 44 |
| 15 | 2005 | 20 | |
| 16 | 2005 | 7 | |
| 17 | 2003 | 0 | |
| 18 | 2003 | 12 | |
| 19 | 2002 | 8 |
About Alec N. Kercheval
Alec N. Kercheval is a scholar working on Finance, General Economics, Econometrics and Finance, Statistics and Probability, Economics and Econometrics and Applied Mathematics, having authored 19 papers that have together received 273 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (9 papers), Monetary Policy and Economic Impact (5 papers), Stochastic processes and financial applications (5 papers), Financial Markets and Investment Strategies (4 papers), Credit Risk and Financial Regulations (3 papers), Complex Systems and Time Series Analysis (3 papers), Statistical and numerical algorithms (2 papers) and Economic theories and models (2 papers). The work is most often cited by research in Finance (148 citations), Management Science and Operations Research (107 citations), Computational Mathematics (3 citations), Economics and Econometrics (114 citations) and Statistics and Probability (30 citations). Alec N. Kercheval has collaborated with scholars based in United States and Germany. Frequent co-authors include Yuan Zhang, Lisa R. Goldberg, Kiseop Lee, Haim Bar and Paul M. Beaumont. Their work appears in journals such as Quantitative Finance, SIAM Journal on Financial Mathematics, The Journal of Portfolio Management, Complexity and Annals of Operations Research.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.