| Competition, bonuses, and risk-taking in the banking industry CE Bannier, E Feess, N Packham Review of Finance 17, 653–690, 2012 | 78 | 2012 |
| Latin hypercube sampling with dependence and applications in finance N Packham, WM Schmidt Journal of Computational Finance 13 (3), 81-111, 2010 | 57* | 2010 |
| Does risk culture matter? The relationship between risk culture indicators and stress test results S Fritz-Morgenthal, J Hellmuth, N Packham Journal of Risk Management in Financial Institutions 9 (1), 71-84, 2016 | 43 | 2016 |
| Model risk of contingent claims N Detering, N Packham Quantitative Finance 16 (9), 1357-1374, 2016 | 33* | 2016 |
| Correlation Under Stress in Normal Variance Mixture Models M Kalkbrener, N Packham Mathematical Finance 25 (2), 426-456, 2013 | 18 | 2013 |
| A factor-model approach for correlation scenarios and correlation stress testing N Packham, CF Woebbeking Journal of Banking & Finance 101, 92-103, 2019 | 17 | 2019 |
| Credit gap risk in a first passage time model with jumps N Packham, L Schlögl, WM Schmidt Quantitative Finance 13 (12), 1871-1889, 2013 | 17* | 2013 |
| Hedging cryptocurrency options JL Matic, N Packham, WK Härdle Review of Derivatives Research 26 (1), 91-133, 2023 | 16 | 2023 |
| Tail-risk protection trading strategies N Packham, J Papenbrock, P Schwendner, F Woebbeking Quantitative Finance 17 (5), 729-744, 2017 | 16 | 2017 |
| Determinants of the onshore and offshore Chinese Government yield curves H Loechel, N Packham, F Walisch Pacific-basin Finance Journal 36 (February), 77-93, 2013 | 16 | 2013 |
| Combining Latin hypercube sampling with other variance reduction techniques N Packham Wilmott Magazine, 2015 | 13 | 2015 |
| International Banking Regulation and Supervision after the Crisis: Implications for China H Loechel, N Packham, H Li China's changing banking industry, 2012 | 10 | 2012 |
| Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall F Mehmke, H Cremers, N Packham Frankfurt School-Working Paper Series, 2012 | 7 | 2012 |
| Stress testing of credit portfolios in light-and heavy-tailed models M Kalkbrener, N Packham Journal of Risk Management in Financial Institutions 8, 2015 | 6 | 2015 |
| Correlation parameterization and calibration for the LIBOR market model N Packham Master Thesis, Frankfurt School, 2005 | 6 | 2005 |
| Differentiation and Risk Aversion in Imperfectly Competitive Labor Markets CE Bannier, E Feess, N Packham, M Walzl Journal of Institutional and Theoretical Economics 27 (1), 1-27, 2021 | 5* | 2021 |
| Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present N Packham Statistics & Probability Letters 137, 99-104, 2018 | 5 | 2018 |
| Asymptotic behaviour of multivariate default probabilities and default correlations under stress N Packham, M Kalkbrener, L Overbeck Journal of Applied Probability 53 (1), 2016 | 5 | 2016 |
| Model risk in incomplete markets with jumps N Detering, N Packham Innovations in Quantitative Risk Management: TU München, September 2013, 39-56, 2015 | 5 | 2015 |
| The effect of governance quality on future economic growth: an analysis and comparison of emerging market and developed economies LE Misi Lopes, N Packham, U Walther SN Business & Economics 3 (6), 108, 2023 | 4 | 2023 |
Eberhard FeessProfessor of Managerial Economics, Frankfurt School of Finance and ManagementVerified email at fs.de
