K. Darby-Dowman
Management Science and Operations Research · 2007
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 8 citations into it
Whom K. Darby-Dowman trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from K. Darby-Dowman's perspective
Ordered by how strongly the researchers K. Darby-Dowman trusts endorse each paper. Same corpus, a different order for every researcher.
- Conditional Value-at-Risk for General Loss Distributions
- Portfolio Selection
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Expected shortfall and beyond
- Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
- Portfolio Optimization with Tracking-Error Constraints
- Multiple criteria decision making combined with finance: A categorized bibliographic study (European Journal of Operational Research)
- Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
- Optimization of conditional value-at risk
- Coherent Risk Measures on General Probability Spaces
Their papers
- Mean-risk models using two risk measures: a multi-objective approach (2007) — 118 citations