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researcher

Chris M. Kenyon

25 papers hereh-index 15631 citations82 works total

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

author position
  • sole author2
  • first author19
  • last author3

Across the 24 of 25 papers where every author was matched, so the position is known.

fields
  • q-fin.PR16
  • q-fin.RM6
  • q-fin.GN2
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20102022
most citedMVA: Initial Margin Valuation Adjustment by Replication and Regression

19 citations · 32 across the 21 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

q-fin.RM2022★ 1 cited

Transparency principle for carbon emissions drives sustainable finance

Chris Kenyon, Mourad Berrahoui, Andrea Macrina

Alignment of financial market incentives and carbon emissions disincentives is key to limiting global warming. Regulators and standards bodies have made a start by requiring some c…

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