Koji Inui
2005
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Whom Koji Inui trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Koji Inui overall
Papers from Koji Inui's perspective
Ordered by how strongly the researchers Koji Inui trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimization of conditional value-at risk
- Conditional Value-at-Risk for General Loss Distributions
- Coherent Risk Measures on General Probability Spaces
- Risk contributions and performance measurement
- Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
- The Dual Theory of Choice under Risk
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Expected Shortfall: a natural coherent alternative to Value at Risk
- Generalized deviations in risk analysis (Finance and Stochastics)
- Stochastic finance. an introduction in discrete time
Their papers
- On the significance of expected shortfall as a coherent risk measure (2005) — 112 citations