Luitgard Veraart | Academic Influence

Luitgard Veraart's AcademicInfluence.com Rankings

Luitgard Veraart

Business

#1156

World Rank

#1290

Historical Rank

Finance

#151

World Rank

#157

Historical Rank

business Degrees

Luitgard Veraart

Mathematics

#2662

World Rank

#4069

Historical Rank

Measure Theory

#4280

World Rank

#5042

Historical Rank

mathematics Degrees

Download Badge

Business
Mathematics

Luitgard Veraart's Degrees

PhD Mathematics University of Bonn
Masters Mathematics University of Bonn
Bachelors Mathematics University of Bonn

Similar Degrees You Can Earn

Best Online Bachelor's in Math 2025

Why Is Luitgard Veraart Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Luitgard Anna Maria Veraart is a German applied mathematician specialising in mathematical finance, and particularly in assessing, modeling, and managing the risks associated with financial networks. She is a professor of mathematics at the London School of Economics.

(See a Problem?)

Luitgard Veraart's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Failure and Rescue in an Interbank Network (2011) (318)
A Bayesian Methodology for Systemic Risk Assessment in Financial Networks (2016) (111)
Stochastic volatility and stochastic leverage (2009) (41)
Interbank Clearing in Financial Networks with Multiple Maturities (2016) (41)
Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes (2014) (39)
Distress and default contagion in financial networks (2018) (35)
Adjustable Network Reconstruction with Applications to CDS Exposures (2017) (28)
Risk premia in energy markets (2013) (19)
The Relaxed Investor with Partial Information (2012) (17)
THE EFFECT OF ESTIMATION IN HIGH‐DIMENSIONAL PORTFOLIOS (2013) (17)
When does portfolio compression reduce systemic risk? (2019) (16)
Optimal Market Making in the Foreign Exchange Market (2010) (12)
Optimal investment in the foreign exchange market with proportional transaction costs (2011) (9)
Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models (2016) (8)
Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor (2014) (6)
Risk premiums in energy markets (2013) (5)
A note on the survival probability in CreditGrades (2008) (4)
Compound Poisson models for weighted networks with applications in finance (2020) (3)
Stochastic volatility and stochastic leverage (2010) (3)
How does the repo market behave under stress? Evidence from the Covid-19 crisis (2021) (2)
Compound Poisson models for weighted networks with applications in finance (2020) (0)
Assessing and Mitigating Fire Sales Risk Under Partial Information (2021) (0)
Paper 2009-20 Stochastic volatility and stochastic leverage (2009) (0)
Systemic Risk in Markets with Multiple Central Counterparties (2022) (0)
A Macroprudential View on Portfolio Rebalancing and Compression (2021) (0)
Compound Poisson Models for Financial Networks (2019) (0)
Risk & Stochastics and Financial Mathematics Joint Seminar in 2010 (2020) (0)

This paper list is powered by the following services:

Other Resources About Luitgard Veraart

en.wikipedia.org

What Schools Are Affiliated With Luitgard Veraart?

Luitgard Veraart is affiliated with the following schools: