G. Bassett
Management Science and Operations Research · 2004–2007
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 5 citations into it; #6,211 of 11,946 by trust here, #5,548 by citations
Whom G. Bassett trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts G. Bassett overall
- Victor Chernozhukov
- Blaise Melly
- Tilmann Gneiting
- Zhijie Xiao
- Thomas Kneib
- Roger W. Koenker
- Pierre Pinson
- Elie Bouri
- Zongwu Cai
- Iv'an Fern'andez-Val
Papers from G. Bassett's perspective
Ordered by how strongly the researchers G. Bassett trusts endorse each paper. Same corpus, a different order for every researcher.
- Expected shortfall and beyond
- Expected Shortfall: a natural coherent alternative to Value at Risk
- The Dual Theory of Choice under Risk
- Prospect theory: An analysis of decision under risk Econometrica 47
- Advances in prospect theory: Cumulative representation of uncertainty
- Coherent Risk Measures on General Probability Spaces
- Conditional Value-at-Risk for General Loss Distributions
- Convex measures of risk and trading constraints (Finance and Stochastics)
- On law invariant coherent risk measures
- Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
Their papers
- Pessimistic Portfolio Allocation and Choquet Expected Utility (2004) — 153 citations
- Regression Quantiles (2007)