Victor Zverovich
Management Science and Operations Research · 2011
A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 12 citations into it
- Finance — 8 citations into it
- Economics and Econometrics — 5 citations into it
Whom Victor Zverovich trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Victor Zverovich's perspective
Ordered by how strongly the researchers Victor Zverovich trusts endorse each paper. Same corpus, a different order for every researcher.
- Coherent Risk Measures on General Probability Spaces
- Optimization of conditional value-at risk
- Conditional Value-at-Risk for General Loss Distributions
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Generalized deviations in risk analysis (Finance and Stochastics)
- Deviation Measures in Risk Analysis and Optimization
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Rules for Ordering Uncertain Prospects
- Optimization of Convex Risk Functions (Mathematics of Operations Research)
- Pricing and hedging in incomplete markets
Their papers
- An enhanced model for portfolio choice with SSD criteria: a constructive approach (2011) — 60 citations