Claudia SagastizÊabal

2002

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Claudia SagastizÊabal trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. J. Moreau
  2. R. Tyrrell Rockafellar

Papers from Claudia SagastizÊabal's perspective

Ordered by how strongly the researchers Claudia SagastizÊabal trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Proximité et dualité dans un espace hilbertien
  2. Monotone Operators and the Proximal Point Algorithm
  3. Risk contributions and performance measurement
  4. Generalized deviations in risk analysis (Finance and Stochastics)
  5. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  6. The Dual Theory of Choice under Risk
  7. Financial prediction with constrained tail risk
  8. Expected Shortfall: a natural coherent alternative to Value at Risk
  9. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
  10. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)

Their papers