Dirk Tasche
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
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- Risk and Portfolio Optimization
Papers in
- Finance 22
- Credit Risk and Financial Regulations 14
- Stochastic processes and financial applications 8
- Financial Risk and Volatility Modeling 4
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- Risk and Portfolio Optimization 12
- Co-authors
- Carlo Acerbi (2 shared papers)Marie Kratz (1 shared paper)Evelyn Hayden (1 shared paper)Bernd Engelmann (1 shared paper)Luisa Tibiletti (2 shared papers)
- Journals
- Journal of Banking & Finance (2 papers)Journal of Applied Probability (2 papers)Quantitative Finance (1 paper)The Journal of Risk (1 paper)The Journal of Risk Finance (1 paper)
- Partner nations
- GermanyUnited KingdomItaly
In The Last Decade
Dirk Tasche
25 papers receiving 1.8k citations
Dirk Tasche's Hit Papers
Peers
Comparison fields: 5 of 88
- Finance 1.3k
- Management Science and Operations Research 1.3k
- Economics and Econometrics 872
- Statistics and Probability 243
- General Decision Sciences 49
Countries citing papers authored by Dirk Tasche
This map shows the geographic impact of Dirk Tasche'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 Dirk Tasche with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dirk Tasche more than expected).
Fields of papers citing papers by Dirk Tasche
This network shows the impact of papers produced by Dirk Tasche. 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 Dirk Tasche. The network helps show where Dirk Tasche may publish in the future.
Co-authors
The 5 scholars most cited alongside Dirk Tasche, 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 29 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | On the coherence of expected shortfall Hit paper breakdown → | 2002 | 999 |
| 2 | 2002 | 321 | |
| 3 | 2002 | 267 | |
| 4 | Risk contributions and performance measurement | 2000 | 158 |
| 5 | 2013 | 67 | |
| 6 | 2003 | 63 | |
| 7 | 2009 | 20 | |
| 8 | 2004 | 20 | |
| 9 | 2006 | 15 | |
| 10 | Euler Allocation: Theory and Practice | 2007 | 13 |
| 11 | 2005 | 12 | |
| 12 | 2004 | 12 | |
| 13 | 2012 | 12 | |
| 14 | 1997 | 9 | |
| 15 | 2014 | 6 | |
| 16 | Risk contributions in an asymptotic multi-factor framework | 2005 | 4 |
| 17 | 2003 | 3 | |
| 18 | Combined market and credit risk stress testing based on the Merton model. | 2001 | 3 |
| 19 | 2007 | 3 | |
| 20 | Modern Portfolio Theory with Homogeneous Risk Measures | 2001 | 2 |
About Dirk Tasche
Dirk Tasche is a scholar working on Finance, Management Science and Operations Research, Economics and Econometrics, Artificial Intelligence and Accounting, having authored 29 papers that have together received 2.0k indexed citations. Recurring topics across this work include Credit Risk and Financial Regulations (14 papers), Risk and Portfolio Optimization (12 papers), Stochastic processes and financial applications (8 papers), Insurance and Financial Risk Management (5 papers), Financial Distress and Bankruptcy Prediction (5 papers), Financial Risk and Volatility Modeling (4 papers), Monetary Policy and Economic Impact (3 papers) and Imbalanced Data Classification Techniques (3 papers). The work is most often cited by research in Finance (1.3k citations), Management Science and Operations Research (1.3k citations), Economics and Econometrics (872 citations), Statistics and Probability (243 citations) and General Decision Sciences (49 citations). Dirk Tasche has collaborated with scholars based in Germany, United Kingdom and Italy. Frequent co-authors include Carlo Acerbi, Marie Kratz, Evelyn Hayden, Bernd Engelmann and Luisa Tibiletti. Their work appears in journals such as Journal of Banking & Finance, Journal of Applied Probability, Quantitative Finance, The Journal of Risk and The Journal of Risk Finance.
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.