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researcher

T. Hurd

16 papers hereh-index 334.1k citations98 works total

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

author position
  • sole author2
  • first author6
  • last author7

Across the 15 of 16 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • physics.soc-ph2
  • q-fin.PR2
  • cond-mat.dis-nn1
  • math-ph1
  • q-bio.PE1

identity via Semantic Scholar / OpenAlex

activity
19992021
most citedPortfolio choice with jumps: A closed-form solution

109 citations · 224 across the 16 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

q-fin.GN2013★ 15 cited

Double Cascade Model of Financial Crises

Thomas R. Hurd, Davide Cellai, Sergey Melnik +1

The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagi…

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