Systematic stress tests with entropic plausibility constraints

By Thomas Breuer, Imre Csiszár. 2013

94 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e51b2cc5e9185b9feab6b4977cc71dc573c03039

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Christopher C. Holmes
2. James A. Watson

In Management Science and Operations Research

1. Christopher C. Holmes
2. James A. Watson

Citations in the corpus

• Approximate Models and Robust Decisions (2014, background): “Breuer and Csiszár (2013, 2016), building on the work of Hansen and Sargent, derived corresponding results for arbitrary probability measures πI (θ).”