Frederic Siboulet

2003

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Frederic Siboulet trusts overall

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

  1. R. Tyrrell Rockafellar

Papers from Frederic Siboulet's perspective

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

  1. Optimization of conditional value-at risk
  2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  3. Quantile Regression
  4. Regression Quantiles
  5. Expected shortfall and beyond
  6. Risk contributions and performance measurement
  7. Generalized deviations in risk analysis (Finance and Stochastics)
  8. The Dual Theory of Choice under Risk
  9. Financial prediction with constrained tail risk
  10. Expected Shortfall: a natural coherent alternative to Value at Risk

Their papers