Pieter Klaassen

771 total citations
17 papers, 490 citations indexed

About

Pieter Klaassen is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Pieter Klaassen has authored 17 papers receiving a total of 490 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 5 papers in Accounting and 4 papers in Economics and Econometrics. Recurrent topics in Pieter Klaassen's work include Banking stability, regulation, efficiency (9 papers), Credit Risk and Financial Regulations (6 papers) and Stochastic processes and financial applications (5 papers). Pieter Klaassen is often cited by papers focused on Banking stability, regulation, efficiency (9 papers), Credit Risk and Financial Regulations (6 papers) and Stochastic processes and financial applications (5 papers). Pieter Klaassen collaborates with scholars based in Netherlands, Switzerland and Denmark. Pieter Klaassen's co-authors include André Lucas, Joost Driessen, Bertrand Melenberg, Stefan Straetmans, Peter Spreij and Siem Jan Koopman and has published in prestigious journals such as Management Science, Journal of Banking & Finance and Journal of Financial and Quantitative Analysis.

In The Last Decade

Pieter Klaassen

17 papers receiving 433 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Pieter Klaassen Netherlands	10	420	189	138	95	61	17	490
Alex Weissensteiner Italy	12	242 0.6×	158 0.8×	144 1.0×	85 0.9×	70 1.1×	63	380
Rudi Zagst Germany	12	396 0.9×	227 1.2×	146 1.1×	73 0.8×	88 1.4×	109	540
Aleš Černý United Kingdom	13	412 1.0×	285 1.5×	135 1.0×	44 0.5×	83 1.4×	44	523
Rosella Giacometti Italy	11	285 0.7×	218 1.2×	130 0.9×	44 0.5×	125 2.0×	52	463
Yasuhiro Yamai Japan	7	403 1.0×	282 1.5×	216 1.6×	41 0.4×	34 0.6×	8	501
Peter Lakner United States	10	396 0.9×	220 1.2×	152 1.1×	36 0.4×	75 1.2×	21	465
H. Gifford Fong United States	9	569 1.4×	175 0.9×	79 0.6×	57 0.6×	60 1.0×	21	647
Toshinao Yoshiba Japan	8	414 1.0×	280 1.5×	221 1.6×	39 0.4×	40 0.7×	14	523
Wulin Suo Canada	8	280 0.7×	86 0.5×	58 0.4×	37 0.4×	46 0.8×	19	321
Vittorio Moriggia Italy	12	137 0.3×	126 0.7×	164 1.2×	56 0.6×	72 1.2×	33	320

Countries citing papers authored by Pieter Klaassen

Since Specialization

Citations

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

Fields of papers citing papers by Pieter Klaassen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pieter Klaassen. 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 Pieter Klaassen. The network helps show where Pieter Klaassen may publish in the future.

Co-authorship network of co-authors of Pieter Klaassen

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

All Works

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17 of 17 papers shown

Klaassen, Pieter, et al.. (2018). Bank capital allocation and performance management under multiple capital constraints. Journal of risk management in financial institutions. 11(3). 194–194. 2 indexed citations

Klaassen, Pieter, et al.. (2017). Bank Capital Allocation and Performance Management under Multiple Capital Constraints. SSRN Electronic Journal. 2 indexed citations

Klaassen, Pieter, et al.. (2015). Analyzing Bank Performance — Linking RoE, RoA and RAROC: U.S. Commercial Banks: 1992-2014. SSRN Electronic Journal. 3(2). 103–111. 8 indexed citations

Klaassen, Pieter, et al.. (2014). Analyzing Bank Performance: Linking ROE, ROA and RAROC. SSRN Electronic Journal. 2 indexed citations

Klaassen, Pieter, et al.. (2009). Economic Capital: How It Works, and What Every Manager Needs to Know. 13 indexed citations

Lucas, André & Pieter Klaassen. (2005). Discrete versus continuous state switching models for portfolio credit risk. Journal of Banking & Finance. 30(1). 23–35. 25 indexed citations

Koopman, Siem Jan, André Lucas, & Pieter Klaassen. (2005). Empirical credit cycles and capital buffer formation. Journal of Banking & Finance. 29(12). 3159–3179. 38 indexed citations

Koopman, Siem Jan, André Lucas, & Pieter Klaassen. (2003). Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation. SSRN Electronic Journal. 3 indexed citations

Lucas, André, Pieter Klaassen, Peter Spreij, & Stefan Straetmans. (2003). Tail behaviour of credit loss distributions for general latent factor models. Applied Mathematical Finance. 10(4). 337–357. 16 indexed citations

10.

Driessen, Joost, Pieter Klaassen, & Bertrand Melenberg. (2003). The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions. Journal of Financial and Quantitative Analysis. 38(3). 635–635. 67 indexed citations

11.

Klaassen, Pieter. (2002). Comment on “Generating Scenario Trees for Multistage Decision Problems”. Management Science. 48(11). 1512–1516. 62 indexed citations

12.

Lucas, André, Pieter Klaassen, Peter Spreij, & Stefan Straetmans. (2001). An analytic approach to credit risk of large corporate bond and loan portfolios. Journal of Banking & Finance. 25(9). 1635–1664. 83 indexed citations

13.

Driessen, Joost, Pieter Klaassen, & Bertrand Melenberg. (2000). The Performance of Multi-factor Term Structure Models for Pricing and Hedging Caps and Swaptions. SSRN Electronic Journal. 30 indexed citations

14.

Klaassen, Pieter. (1998). Financial Asset-Pricing Theory and Stochastic Programming Models for Asset/Liability Management: A Synthesis. Management Science. 44(1). 31–48. 54 indexed citations

15.

Lucas, André & Pieter Klaassen. (1998). Extreme Returns, Downside Risk, and Optimal Asset Allocation. The Journal of Portfolio Management. 25(1). 71–79. 79 indexed citations

16.

Klaassen, Pieter. (1997). Solving stochastic programming models for asset/liability management using iterative disaggregation. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam). 427–463. 5 indexed citations

17.

Klaassen, Pieter. (1997). Discretized Reality and Spurious Profits in Stochastic Programming Models for Asset/Liability Management. SSRN Electronic Journal. 1 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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