Jin-Huei Yeh
2009
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Jin-Huei Yeh trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jin-Huei Yeh overall
Papers from Jin-Huei Yeh's perspective
Ordered by how strongly the researchers Jin-Huei Yeh trusts endorse each paper. Same corpus, a different order for every researcher.
- Pessimistic Portfolio Allocation and Choquet Expected Utility
- Regression Quantiles
- Estimating Value at Risk and Expected Shortfall Using Expectiles
- Nonparametric Risk Management and Implied Risk Aversion
- Value at Risk: The New Benchmark for Managing Financial Risk
- Prospect theory: An analysis of decision under risk Econometrica 47
- Expected shortfall and beyond
- The Dual Theory of Choice under Risk
- Expected Shortfall: a natural coherent alternative to Value at Risk
- Advances in prospect theory: Cumulative representation of uncertainty
Their papers
- Assessing value at risk with CARE, the Conditional Autoregressive Expectile models (2009) — 225 citations