Gregory Kordas

Management Science and Operations Research · 2004

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 5 citations into it; #6,212 of 11,946 by trust here, #5,548 by citations

Whom Gregory Kordas trusts overall

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

1. Dirk Tasche

Who trusts Gregory Kordas overall

1. Roger W. Koenker
2. Zhijie Xiao

Papers from Gregory Kordas's perspective

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

1. Expected shortfall and beyond
2. Expected Shortfall: a natural coherent alternative to Value at Risk
3. The Dual Theory of Choice under Risk
4. Prospect theory: An analysis of decision under risk Econometrica 47
5. Advances in prospect theory: Cumulative representation of uncertainty
6. Coherent Risk Measures on General Probability Spaces
7. On law invariant coherent risk measures
8. Convex measures of risk and trading constraints (Finance and Stochastics)
9. Conditional Value-at-Risk for General Loss Distributions
10. Premium Calculation by Transforming the Layer Premium Density

Their papers

• Pessimistic Portfolio Allocation and Choquet Expected Utility (2004) — 153 citations