Stavros A. Zenios

Management Science and Operations Research · 2000–2007

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Stavros A. Zenios trusts overall

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

  1. Stanislav Uryasev
  2. R. Tyrrell Rockafellar
  3. Georg Ch. Pflug
  4. Philippe Jorion

Who trusts Stavros A. Zenios overall

  1. Michal Kaut

Papers from Stavros A. Zenios's perspective

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

  1. Optimization of conditional value-at risk
  2. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
  3. Conditional Value-at-Risk for General Loss Distributions
  4. Expected shortfall and beyond
  5. Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
  6. Value at Risk: The New Benchmark for Managing Financial Risk
  7. Computing efficient frontiers using estimated parameters
  8. CVaR models with selective hedging for international asset allocation
  9. International Portfolio Diversification with Estimation Risk
  10. Probabilistic constrained optimization : methodology and applications

Their papers