components. The resulting overall ranking is less affected by estimation uncertainty and model risk. We apply our methodology to … ranking from the principal components is less volatile than most individual risk rankings and leads to less turnover among the … risk ranking by relating it to credit default swap premia. …

A ranking method assigns to every weighted directed graph a (weak) orderingof the nodes. In this paper we axiomatize … the ranking method that ranksthe nodes according to their outflow using four independent axioms. This outflowranking … method generalizes the ranking by outdegree for directed graphs.Furthermore, we compare our axioms with other axioms …

The paper is concerned with ranking academic journal quality and research impact in Finance, based on the widely …

impact and quality, as well as ranking, of Economics and Econometrics journals as it contains information that has very low …

ranking based on average pairwise stock correlations. Next, we find that correlation based network measures still appear to … complement currently available systemic risk ranking methods based on book or market values. A further analytical investigation …