A. Buch

Management Science and Operations Research · 2008

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
• Finance — 6 citations into it

Whom A. Buch trusts overall

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

1. Dirk Tasche

Who trusts A. Buch overall

1. Péter Csóka

Papers from A. Buch's perspective

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

1. Coherent Risk Measures on General Probability Spaces
2. Convex measures of risk and trading constraints (Finance and Stochastics)
3. Coherent allocation of risk capital
4. On law invariant coherent risk measures
5. Risk contributions and performance measurement
6. Expected shortfall and beyond
7. Premium Calculation by Transforming the Layer Premium Density
8. Conditional Value-at-Risk for General Loss Distributions
9. Risk Measures and Comonotonicity: A Review
10. Coherent risk measures

Their papers

• Coherent risk measures, coherent capital allocations and the gradient allocation principle (2008) — 74 citations