Valeria Bignozzi

Management Science and Operations Research · 2014

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 8 citations into it; #7,266 of 11,946 by trust here, #8,906 by citations
• Finance — 5 citations into it; #6,669 of 10,518 by trust here, #8,309 by citations

Whom Valeria Bignozzi trusts overall

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

1. C. Acerbi

Who trusts Valeria Bignozzi overall

1. Natalia Nolde
2. J. Ziegel

Papers from Valeria Bignozzi's perspective

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

1. Spectral measures of risk: A coherent representation of subjective risk aversion
2. Coherent Risk Measures on General Probability Spaces
3. On law invariant coherent risk measures
4. Convex measures of risk and trading constraints (Finance and Stochastics)
5. Putting order in risk measures
6. Making and Evaluating Point Forecasts
7. Conditional Value-at-Risk for General Loss Distributions
8. Optimization of conditional value-at risk
9. Coherent risk measures
10. Expected Shortfall: a natural coherent alternative to Value at Risk

Their papers

• Elicitable Risk Measures (2014) — 98 citations