H. Luthi
2002
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.
Whom H. Luthi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts H. Luthi overall
Papers from H. Luthi's perspective
Ordered by how strongly the researchers H. Luthi trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk contributions and performance measurement
- Generalized deviations in risk analysis (Finance and Stochastics)
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- The Dual Theory of Choice under Risk
- Financial prediction with constrained tail risk
- Expected Shortfall: a natural coherent alternative to Value at Risk
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
- Conditional value at risk and related linear programming models for portfolio optimization (Annals of Operations Research)
- Optimization of conditional value-at risk