Dawn Hunter
Impact in
- Finance top 2%
- Credit Risk and Financial Regulations
- Stochastic processes and financial applications
- Banking stability, regulation, efficiency
- Financial Risk and Volatility Modeling
- Accounting top 10%
- Financial Distress and Bankruptcy Prediction
Papers in
- Finance 17
- Stochastic processes and financial applications 11
- Credit Risk and Financial Regulations 6
- Banking stability, regulation, efficiency 6
- Financial Risk and Volatility Modeling 2
- Financial Markets and Investment Strategies 1
-
- Insurance, Mortality, Demography, Risk Management 4
Dawn Hunter
35 papers receiving 291 citations
Peers
Comparison fields: 5 of 52
- Finance 252
- Accounting 52
- General Economics, Econometrics and Finance 33
- Economics and Econometrics 103
- Management Science and Operations Research 45
Countries citing papers authored by Dawn Hunter
This map shows the geographic impact of Dawn Hunter'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 Dawn Hunter with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dawn Hunter more than expected).
Fields of papers citing papers by Dawn Hunter
This network shows the impact of papers produced by Dawn Hunter. 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 Dawn Hunter. The network helps show where Dawn Hunter may publish in the future.
Co-authors
The 3 scholars most cited alongside Dawn Hunter, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 46 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Dependent defaults in models of portfolio credit risk | 2003 | 146 |
| 2 | A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model | 2000 | 33 |
| 3 | The Road Ahead: Transition to Adult Life for Persons with Disabilities | 2008 | 18 |
| 4 | 2012 | 15 | |
| 5 | A canonical optimal stopping problem for American options and its numerical solution | 2000 | 13 |
| 6 | Basket default swaps, CDOs and factor copulas | 2005 | 11 |
| 7 | 1961 | 9 | |
| 8 | An efficient threshold choice for the computation of operational risk capital | 2012 | 8 |
| 9 | Comparative analysis of total risk-based performance measures | 2008 | 8 |
| 10 | Kernel quantile based estimation of expected shortfall | 2010 | 8 |
| 11 | 2003 | 7 | |
| 12 | Tests of the performance of structural models in bankruptcy prediction | 2010 | 5 |
| 13 | A new robust importance-sampling method for measuring value-at-risk and expected shortfall allocations for credit portfolios | 2010 | 5 |
| 14 | Realized hedge ratio properties, performance and implications for risk management: evidence from the Spanish IBEX 35 spot and futures markets | 2010 | 4 |
| 15 | The most general methodology for creating a valid correlation matrix for risk management and option pricing purposes | 2000 | 4 |
| 16 | Short time-scale in S&P500 volatility | 2003 | 4 |
| 17 | Modeling credit exposure for collateralized counterparties | 2009 | 4 |
| 18 | Pricing moving average barrier options | 2002 | 3 |
| 19 | A series expansion for the bivariate normal integral | 2000 | 2 |
| 20 | Technical note: Dependence and two-asset options pricing | 2004 | 2 |
About Dawn Hunter
Dawn Hunter is a scholar working on Finance, Demography, Economics and Econometrics, Management Science and Operations Research and Accounting, having authored 46 papers that have together received 329 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (11 papers), Credit Risk and Financial Regulations (6 papers), Banking stability, regulation, efficiency (6 papers), Insurance, Mortality, Demography, Risk Management (4 papers), Risk and Portfolio Optimization (3 papers), Financial Risk and Volatility Modeling (2 papers), Financial Markets and Investment Strategies (1 paper) and Financial Reporting and Valuation Research (1 paper). The work is most often cited by research in Finance (252 citations), Accounting (52 citations), General Economics, Econometrics and Finance (33 citations), Economics and Econometrics (103 citations) and Management Science and Operations Research (45 citations). Dawn Hunter has collaborated with scholars based in United Kingdom. Frequent co-authors include Paul Bates, Keith Storey and Wes Williams. Their work appears in journals such as The Journal of Computational Finance, The Computer Journal, The Journal of Credit Risk, The Journal of Operational Risk and Perspectives in Public Health.
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.