Craig A. Friedman

609 total citations
38 papers, 277 citations indexed

About

Craig A. Friedman is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Craig A. Friedman has authored 38 papers receiving a total of 277 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 13 papers in Management Science and Operations Research and 11 papers in Economics and Econometrics. Recurrent topics in Craig A. Friedman's work include Credit Risk and Financial Regulations (13 papers), Financial Risk and Volatility Modeling (10 papers) and Risk and Portfolio Optimization (8 papers). Craig A. Friedman is often cited by papers focused on Credit Risk and Financial Regulations (13 papers), Financial Risk and Volatility Modeling (10 papers) and Risk and Portfolio Optimization (8 papers). Craig A. Friedman collaborates with scholars based in United States and Russia. Craig A. Friedman's co-authors include Marco Avellaneda, Richard B. Holmes, Sven Sandow, Jinggang Huang, Wenbo Cao and Yangyong Zhang and has published in prestigious journals such as Journal of Banking & Finance, Journal of Machine Learning Research and Entropy.

In The Last Decade

Craig A. Friedman

19 papers receiving 196 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Craig A. Friedman United States	7	217	71	60	33	30	38	277
Ann De Schepper Belgium	14	279 1.3×	116 1.6×	121 2.0×	38 1.2×	23 0.8×	44	397
Andrea Macrina United Kingdom	8	162 0.7×	64 0.9×	32 0.5×	20 0.6×	7 0.2×	33	210
Idris Kharroubi France	13	283 1.3×	85 1.2×	89 1.5×	42 1.3×	8 0.3×	28	353
Xuewei Yang China	11	314 1.4×	94 1.3×	106 1.8×	21 0.6×	39 1.3×	43	354
Daniel Egloff Switzerland	9	393 1.8×	140 2.0×	63 1.1×	42 1.3×	31 1.0×	13	465
Rolf Poulsen Denmark	13	380 1.8×	167 2.4×	59 1.0×	35 1.1×	21 0.7×	43	465
Zachary Feinstein United States	8	155 0.7×	105 1.5×	91 1.5×	43 1.3×	19 0.6×	30	251
Giacomo Bormetti Italy	10	270 1.2×	198 2.8×	57 0.9×	15 0.5×	9 0.3×	46	344
Pavel A. Stoimenov Germany	8	283 1.3×	140 2.0×	56 0.9×	88 2.7×	53 1.8×	15	373

Countries citing papers authored by Craig A. Friedman

Since Specialization

Citations

This map shows the geographic impact of Craig A. Friedman'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 Craig A. Friedman with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Craig A. Friedman more than expected).

Fields of papers citing papers by Craig A. Friedman

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Craig A. Friedman. 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 Craig A. Friedman. The network helps show where Craig A. Friedman may publish in the future.

Co-authorship network of co-authors of Craig A. Friedman

This figure shows the co-authorship network connecting the top 25 collaborators of Craig A. Friedman. A scholar is included among the top collaborators of Craig A. Friedman based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Craig A. Friedman. Craig A. Friedman is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Friedman, Craig A., et al.. (2012). Engineering More Effective Weighted Monte Carlo Option Pricing Models. SSRN Electronic Journal. 3 indexed citations

Friedman, Craig A., et al.. (2012). Estimating Flexible, Fat-Tailed Asset Return Distributions. SSRN Electronic Journal. 2 indexed citations

Friedman, Craig A., et al.. (2010). Estimating Univariate Distributions Via Relative Entropy Minimization: Case Studies on Financial and Economic Data. SSRN Electronic Journal. 1 indexed citations

Friedman, Craig A., et al.. (2010). ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA. International Journal of Theoretical and Applied Finance. 13(1). 163–193. 5 indexed citations

Friedman, Craig A., et al.. (2010). Finding Stress Scenarios that Get the Job Done, with a Credit Risk Application. SSRN Electronic Journal. 3 indexed citations

Friedman, Craig A., Wenbo Cao, Jinggang Huang, & Yangyong Zhang. (2009). Joint and conditional transformed t mixture models with applications to financial and economic data. The Journal of Risk. 11(3). 25–54. 4 indexed citations

Friedman, Craig A., Jinggang Huang, & Sven Sandow. (2007). A Utility-Based Approach to Some Information Measures. Entropy. 9(1). 1–26. 16 indexed citations

Huang, Jinggang & Craig A. Friedman. (2007). Modeling Multi-Period Corporate Default Probability When Hazard Ratios Decay. SSRN Electronic Journal. 3 indexed citations

Friedman, Craig A. & Sven Sandow. (2006). Estimating Conditional Probability Distributions of Recovery Rates: A Utility-Based Approach. SSRN Electronic Journal. 7 indexed citations

10.

Friedman, Craig A. & Sven Sandow. (2006). Utility Functions that Lead to the Likelihood Ratio as a Relative Model Performance Measure. SSRN Electronic Journal. 1 indexed citations

11.

Huang, Jinggang, et al.. (2006). Private firm default probabilities via statistical learning theory and utility maximization. The Journal of Credit Risk. 2(1). 51–65. 3 indexed citations

12.

Friedman, Craig A. & Sven Sandow. (2006). Financially motivated model performance measures. The Journal of Credit Risk. 2(2). 69–81.

13.

Huang, Jinggang, et al.. (2005). Private Firm Default Probabilities Via Statistical Learning Theory and Utility Maximization. SSRN Electronic Journal. 6 indexed citations

14.

Friedman, Craig A. & Sven Sandow. (2005). Utility-based performance measures for regression models. Journal of Banking & Finance. 30(2). 541–560.

15.

Friedman, Craig A., Jinggang Huang, & Sven Sandow. (2005). Some Decision Theoretic Generalizations of Information Measures. SSRN Electronic Journal. 1 indexed citations

16.

Friedman, Craig A. & Sven Sandow. (2005). A Decision-Theoretic Motivation for l1-Regularized Maximum Likelihood Modeling. SSRN Electronic Journal. 1 indexed citations

17.

Friedman, Craig A. & Sven Sandow. (2004). Financially Motivated Model Performance Measures. SSRN Electronic Journal.

18.

Friedman, Craig A. & Sven Sandow. (2003). Learning Probabilistic Models: An Expected Utility Maximization Approach. Journal of Machine Learning Research. 4. 257–291. 8 indexed citations

19.

Friedman, Craig A.. (2002). Confronting Model Misspecification in Finance: Tractable Collections of Scenario Probability Measures for Robust Financial Optimization Problems. SSRN Electronic Journal. 1 indexed citations

20.

Friedman, Craig A.. (2002). CONFRONTING MODEL MISSPECIFICATION IN FINANCE: TRACTABLE COLLECTIONS OF SCENARIO PROBABILITY MEASURES FOR ROBUST FINANCIAL OPTIMIZATION PROBLEMS. International Journal of Theoretical and Applied Finance. 5(1). 33–54. 5 indexed citations

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.

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