Tyrrel R Rockafellar

Management Science and Operations Research · 2002–2007

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Tyrrel R Rockafellar trusts overall

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

  1. R. Tyrrell Rockafellar
  2. Freddy Delbaen
  3. C. Acerbi
  4. Stanislav Uryasev

Who trusts Tyrrel R Rockafellar overall

  1. Alexander Shapiro
  2. Andrzej Ruszczynski
  3. Christiane Tammer
  4. R. Tyrrell Rockafellar
  5. Marius Durea
  6. Arkadi Nemirovski
  7. Csaba I. Fábián
  8. Stanislav Uryasev
  9. Constantin Zalinescu
  10. Terry Rockafellar

Papers from Tyrrel R Rockafellar's perspective

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

  1. Coherent Risk Measures on General Probability Spaces
  2. Spectral measures of risk: A coherent representation of subjective risk aversion
  3. Expected Shortfall: a natural coherent alternative to Value at Risk
  4. Optimization of conditional value-at risk
  5. Conditional Value-at-Risk for General Loss Distributions
  6. Convex measures of risk and trading constraints (Finance and Stochastics)
  7. Putting order in risk measures
  8. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
  9. The Dual Theory of Choice under Risk
  10. Expected shortfall and beyond

Their papers