A. Jobert
Management Science and Operations Research · 2007
A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 15 citations into it; #11,172 of 11,946 by trust here, #8,906 by citations
- Finance — 12 citations into it; #9,729 of 10,518 by trust here, #8,309 by citations
- Economics and Econometrics — 8 citations into it; #21,541 of 23,481 by trust here, #19,308 by citations
Whom A. Jobert trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Freddy Delbaen
- Marco Frittelli
- Frank Riedel
- Hans Föllmer
- Larry G. Epstein
- Pauline Barrieu
- Susanne Klöppel
- Martin Schweizer
- Emanuela Rosazza Gianin
- Philippe Artzner
Who trusts A. Jobert overall
Papers from A. Jobert's perspective
Ordered by how strongly the researchers A. Jobert trusts endorse each paper. Same corpus, a different order for every researcher.
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Dynamic Coherent Risk Measures
- Coherent Risk Measures on General Probability Spaces
- The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
- Coherent risk measures
- Putting order in risk measures
- Conditional and dynamic convex risk measures (Finance and Stochastics)
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
- Coherent multiperiod risk adjusted values and Bellman’s principle (Annals of Operations Research)
- On the Existence of Minimax Martingale Measures
Their papers
- VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (2007) — 128 citations