Dirk Tasche

3.6k total citations · 1 hit paper
29 papers, 2.0k citations indexed

About

Dirk Tasche is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Dirk Tasche has authored 29 papers receiving a total of 2.0k indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 14 papers in Management Science and Operations Research and 7 papers in Economics and Econometrics. Recurrent topics in Dirk Tasche's work include Credit Risk and Financial Regulations (14 papers), Risk and Portfolio Optimization (12 papers) and Stochastic processes and financial applications (8 papers). Dirk Tasche is often cited by papers focused on Credit Risk and Financial Regulations (14 papers), Risk and Portfolio Optimization (12 papers) and Stochastic processes and financial applications (8 papers). Dirk Tasche collaborates with scholars based in Germany, United Kingdom and Italy. Dirk Tasche's co-authors include Carlo Acerbi, Marie Kratz, Evelyn Hayden, Bernd Engelmann and Luisa Tibiletti and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Banking & Finance and Journal of Applied Probability.

In The Last Decade

Dirk Tasche

25 papers receiving 1.8k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

On the coherence of expected shortfall

2002 999 citations Carlo Acerbi, Dirk Tasche Journal of Banking & Finance profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Dirk Tasche Germany	13	1.3k	1.3k	872	246	243	29	2.0k
Carlo Acerbi Germany	6	1.2k 0.9×	1.4k 1.1×	872 1.0×	236 1.0×	259 1.1×	7	2.0k
Thierry Roncalli France	19	1.5k 1.1×	627 0.5×	850 1.0×	97 0.4×	162 0.7×	95	2.0k
Elisa Luciano Italy	20	1.4k 1.1×	476 0.4×	1.1k 1.2×	493 2.0×	227 0.9×	85	2.3k
Steven Vanduffel Belgium	21	893 0.7×	1.0k 0.8×	559 0.6×	292 1.2×	252 1.0×	147	1.5k
Svetlozar T. Rachev United States	24	1.2k 0.9×	477 0.4×	911 1.0×	141 0.6×	234 1.0×	84	1.8k
Tomasz R. Bielecki United States	24	1.8k 1.3×	554 0.4×	603 0.7×	326 1.3×	107 0.4×	89	2.4k
Roger J. A. Laeven Netherlands	19	807 0.6×	588 0.5×	634 0.7×	265 1.1×	105 0.4×	74	1.3k
Ruodu Wang Canada	24	853 0.6×	1.5k 1.2×	773 0.9×	259 1.1×	596 2.5×	162	2.1k
Shushang Zhu China	16	593 0.5×	1.0k 0.8×	314 0.4×	116 0.5×	269 1.1×	39	1.3k
Olivier Scaillet Switzerland	27	2.3k 1.7×	637 0.5×	1.3k 1.5×	196 0.8×	553 2.3×	116	3.1k

Countries citing papers authored by Dirk Tasche

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Dirk Tasche

This figure shows the co-authorship network connecting the top 25 collaborators of Dirk Tasche. A scholar is included among the top collaborators of Dirk Tasche 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 Dirk Tasche. Dirk Tasche is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Tasche, Dirk. (2024). Sparse joint shift in multinomial classification. 6(3). 251–277. 1 indexed citations

2.

Tasche, Dirk. (2022). Factorizable Joint Shift in Multinomial Classification. SHILAP Revista de lepidopterología. 4(3). 779–802. 1 indexed citations

3.

Tasche, Dirk. (2014). Exact Fit of Simple Finite Mixture Models. Journal of risk and financial management. 7(4). 150–164. 6 indexed citations

4.

Tasche, Dirk. (2012). The Art of PD Curve Calibration. SSRN Electronic Journal. 2 indexed citations

5.

Tasche, Dirk. (2012). The art of PD curve calibration.

6.

Tasche, Dirk. (2009). Capital allocation for credit portfolios with kernel estimators. Quantitative Finance. 9(5). 581–595. 20 indexed citations

7.

Tasche, Dirk. (2007). Capital Allocation for Credit Portfolios with Kernel Estimators. SSRN Electronic Journal. 3 indexed citations

8.

Tasche, Dirk, et al.. (2006). A Short Note on Transfer Risk. SSRN Electronic Journal.

9.

Tasche, Dirk. (2006). Measuring Sectoral Diversification in an Asymptotic Multi-Factor Framework. SSRN Electronic Journal. 15 indexed citations

10.

Tasche, Dirk, et al.. (2005). Calculating credit risk capital charges with the one-factor model. The Journal of Risk. 7(2). 85–101. 12 indexed citations

11.

Tasche, Dirk. (2005). Risk contributions in an asymptotic multi-factor framework. CERN Bulletin. 4 indexed citations

12.

Tasche, Dirk. (2004). The Single Risk Factor Approach to Capital Charges in Case of Correlated Loss Given Default Rates. SSRN Electronic Journal. 20 indexed citations

13.

Tasche, Dirk, et al.. (2004). Estimating Probabilities of Default for Low Default Portfolios. SSRN Electronic Journal. 12 indexed citations

14.

Tasche, Dirk & Luisa Tibiletti. (2003). A Shortcut to Sign Incremental Value at Risk for Risk Allocation. The Journal of Risk Finance. 4(2). 43–46. 3 indexed citations

15.

Acerbi, Carlo & Dirk Tasche. (2002). On the coherence of expected shortfall. Journal of Banking & Finance. 26(7). 1487–1503. 999 indexed citations breakdown →

16.

Acerbi, Carlo & Dirk Tasche. (2002). Expected Shortfall: A Natural Coherent Alternative to Value at Risk. Economic Notes. 31(2). 379–388. 321 indexed citations

17.

Tasche, Dirk, et al.. (2001). Modern Portfolio Theory with Homogeneous Risk Measures. 2 indexed citations

18.

Tasche, Dirk, et al.. (2001). Combined market and credit risk stress testing based on the Merton model.. 3 indexed citations

19.

Tasche, Dirk & Luisa Tibiletti. (2001). Approximations for the Value-At-Risk Approach to Risk-Return Analysis. SSRN Electronic Journal. 1 indexed citations

20.

Tasche, Dirk. (1997). On the second Borel-Cantelli lemma for strongly mixing sequences of events. Journal of Applied Probability. 34(2). 381–394. 9 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.

Explore authors with similar magnitude of impact