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researcher

D. Saunders

5 papers hereh-index 13644 citations57 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author3
  • last author1

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.RM2
  • math.PR1
  • q-fin.MF1
  • q-fin.PR1
same name
  • D. Saunders — 15 papers, h 60
  • D. Saunders — 12 papers, h 16
  • D. Saunders — 6 papers, h 9
  • D. Saunders — 3 papers, h 2
  • D. Saunders — 2 papers, h 1
  • D. Saunders — 1 paper, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20152022
most citedImproved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm

4 citations · 5 across the 4 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

q-fin.MF2020

Price of liquidity in the reinsurance of fund returns

David Saunders, Luis Seco, Markus Senn

This paper aims to extend downside protection to a hedge fund investment portfolio based on shared loss fee structures that have become increasing popular in the market. In particu…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.