Miklós Pintér

Management Science and Operations Research · 2010

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 7 citations into it
• Economics and Econometrics — 6 citations into it
• Finance — 5 citations into it

Whom Miklós Pintér trusts overall

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

1. Lloyd S. Shapley
2. H. Peyton Young

Papers from Miklós Pintér's perspective

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

1. Coherent allocation of risk capital
2. A Value for n-person Games
3. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
4. Empirical properties of asset returns: stylized facts and statistical issues
5. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
6. Monotonic solutions of cooperative games
7. Coherent risk measures, coherent capital allocations and the gradient allocation principle
8. Liquidity risk theory and coherent measures of risk
9. Wang’s capital allocation formula for elliptically contoured distributions
10. Three Problems in Learning Mixed-Strategy Nash Equilibria

Their papers

• On the Impossibility of Fair Risk Allocation (2010) — 54 citations