Rüschendorf Ludger

Management Science and Operations Research · 2006

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 16 citations into it; #10,342 of 11,946 by trust here, #9,931 by citations
• Economics and Econometrics — 11 citations into it; #19,969 of 23,481 by trust here, #20,730 by citations
• Finance — 8 citations into it; #9,135 of 10,518 by trust here, #9,027 by citations

Whom Rüschendorf Ludger trusts overall

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

1. Freddy Delbaen
2. Rose-Anne Dana
3. S. Kusuoka
4. Christian Burgert
5. Elyès Jouini
6. Ludger Rüschendorf
7. Alexander Schied

Who trusts Rüschendorf Ludger overall

1. Ludger Rüschendorf
2. M. Ludkovski

Papers from Rüschendorf Ludger's perspective

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

1. Coherent Risk Measures on General Probability Spaces
2. Law Invariant Risk Measures Have the Fatou Property
3. On law invariant coherent risk measures
4. On the Neyman–Pearson problem for law-invariant risk measures and robust utility functionals
5. Coherent risk measures
6. A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
7. Pareto Equilibria with coherent measures of risk
8. Inf-convolution of risk measures and optimal risk transfer (Finance and Stochastics)
9. Consistent risk measures for portfolio vectors
10. Coherent allocation of risk capital

Their papers

• On the optimal risk allocation problem (2006) — 71 citations
• Law invariant convex risk measures for portfolio vectors (2006) — 62 citations