Rogemar S. Mamon

2002–2007

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Rogemar S. Mamon trusts overall

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

  1. Dirk Tasche
  2. Yasuhiro Yamai
  3. Toshinao Yoshiba

Who trusts Rogemar S. Mamon overall

  1. Ali Foroush Bastani

Papers from Rogemar S. Mamon's perspective

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

  1. Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization
  2. Expected shortfall and beyond
  3. A Theory for the Term Structure of Interest Rates
  4. Risk contributions and performance measurement
  5. Portfolio Selection
  6. An Introduction to Probability Theory and its Applications, Volume I
  7. Extreme Correlation of International Equity Markets
  8. An Introduction to Statistical Modeling of Extreme Values
  9. On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall
  10. VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights

Their papers