Nicklas Larsen

Finance · 2002

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

Subfields

• Finance — 6 citations into it; #8,740 of 10,518 by trust here, #9,725 by citations
• Management Science and Operations Research — 5 citations into it; #9,918 of 11,946 by trust here, #10,893 by citations

Whom Nicklas Larsen trusts overall

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

1. R. Tyrrell Rockafellar
2. Stanislav Uryasev
3. Fredrik Andersson
4. Dirk Tasche
5. Christian Gouriéroux
6. Helmut E. Mausser
7. John R. Birge

Who trusts Nicklas Larsen overall

1. Sergey Sarykalin

Papers from Nicklas Larsen's perspective

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

1. Optimization of conditional value-at risk
2. Risk contributions and performance measurement
3. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
4. Introduction to Stochastic Programming
5. Optimal Portfolios with Bounded Capital at Risk
6. Sensitivity Analysis of Values at Risk
7. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
9. Coherent Risk Measures on General Probability Spaces
10. Conditional Value-at-Risk for General Loss Distributions

Their papers

• ALGORITHMS FOR OPTIMIZATION OF VALUE­ AT-RISK* (2002) — 133 citations