L. Ruschendorf

2004–2015

A researcher in the Science corpus: 3 papers; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom L. Ruschendorf trusts overall

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

  1. Uwe Rr Osler

Papers from L. Ruschendorf's perspective

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

  1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  2. Robust Portfolio Selection Problems (Mathematics of Operations Research)
  3. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
  4. Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
  5. Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
  6. Robust Asset Allocation (Annals of Operations Research)
  7. A semi-parametric approach to risk management
  8. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  9. Financial Applications of Random Matrix Theory: Old Laces and New Pieces
  10. Comparison Methods for Stochastic Models and Risks (Technometrics)

Their papers