| An axiomatic approach to capital allocation M Kalkbrener Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 391 | 2005 |
| Converting bases with the Gröbner walk S Collart, M Kalkbrener, D Mall Journal of Symbolic Computation 24 (3-4), 465-469, 1997 | 270 | 1997 |
| A generalized Euclidean algorithm for computing triangular representations of algebraic varieties M Kalkbrener Journal of Symbolic Computation 15 (2), 143-167, 1993 | 230 | 1993 |
| LDA at work: Deutsche Bank’s approach to quantifying operational risk F Aue, M Kalkbrener Journal of Operational Risk 1 (4), 49-93, 2006 | 185 | 2006 |
| Sensible and efficient capital allocation for credit portfolios M Kalkbrener, H Lotter, L Overbeck Risk 17 (1), S19-S24, 2004 | 137 | 2004 |
| Credit risk concentrations under stress G Bonti, M Kalkbrener, C Lotz, G Stahl Journal of Credit Risk 2 (3), 115-136, 2006 | 106 | 2006 |
| On the stability of Gröbner bases under specializations M Kalkbrener Journal of Symbolic Computation 24 (1), 51-58, 1997 | 103 | 1997 |
| Three contributions to elimination theory M Kalkbrener Research Institute for Symbolic Computation, 1991 | 101 | 1991 |
| Risk management of non-maturing liabilities M Kalkbrener, J Willing Journal of Banking & Finance 28 (7), 1547-1568, 2004 | 89 | 2004 |
| Solving systems of algebraic equations by using Gröbner bases M Kalkbrener Eurocal'87: European Conference on Computer Algebra Leipzig, GDR, June 2–5 …, 1989 | 89 | 1989 |
| Initial complexes of prime ideals M Kalkbrener, B Sturmfels Advances in Mathematics 116 (2), 365-376, 1995 | 75 | 1995 |
| Implicitization of rational parametric curves and surfaces M Kalkbrener International Symposium on Applied Algebra, Algebraic Algorithms, and Error …, 1990 | 48 | 1990 |
| On the aggregation of risk M Brockmann, M Kalkbrener Journal of Risk 12 (3), 45, 2010 | 40 | 2010 |
| Algorithmic properties of polynomial rings M Kalkbrener Journal of Symbolic Computation 26 (5), 525-581, 1998 | 34 | 1998 |
| CASA: A computer algebra package for constructive algebraic geometry R Gebauer, M Kalkbrener, B Wall, F Winkler Proceedings of the 1991 international symposium on Symbolic and algebraic …, 1991 | 27 | 1991 |
| Prime decompositions of radicals in polynomial rings M Kalkbrener Journal of symbolic computation 18 (4), 365-372, 1994 | 26 | 1994 |
| Validating structural credit portfolio models M Kalkbrener, A Onwunta Model risk—identification, measurement and management. Risk Books, London …, 2010 | 21 | 2010 |
| An upper bound on the number of monomials in determinants of sparse matrices with symbolic entries M Kalkbrener Mathematica Pannonica 8 (1), 73-82, 1997 | 21 | 1997 |
| On the complexity of Gröbner bases conversion M Kalkbrener Journal of Symbolic Computation 28 (1-2), 265-273, 1999 | 19 | 1999 |
| Correlation under stress in normal variance mixture models M Kalkbrener, N Packham Mathematical Finance 25 (2), 426-456, 2015 | 18 | 2015 |
Natalie PackhamBerlin School of Economics and LawVerified email at hwr-berlin.de
