H. Lotter

Finance · 2003

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

• Finance — 6 citations into it
• Management Science and Operations Research — 5 citations into it

Whom H. Lotter trusts overall

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

1. Michael B. Gordy

Who trusts H. Lotter overall

1. Paul Glasserman

Papers from H. Lotter's perspective

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

1. Optimization of conditional value-at risk
2. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
3. An Introduction to Credit Risk Modeling
4. Coherent risk measures
5. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
6. Coherent allocation of risk capital
7. A comparative analysis of current credit risk models
8. Coherent Risk Measures on General Probability Spaces
9. Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues☆
10. Turán type inequalities for generalized complete elliptic integrals

Their papers

• Sensible and Efficient Capital Allocation for Credit Portfolios (2003) — 92 citations