T. Li

Management Science and Operations Research · with Cheridito · 2008–2016

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 31 citations into it; #4,057 of 11,946 by trust here, #6,024 by citations
• Finance — 26 citations into it; #3,762 of 10,518 by trust here, #5,523 by citations
• Economics and Econometrics — 24 citations into it
• Applied Mathematics — 6 citations into it

Whom T. Li trusts overall

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

1. Freddy Delbaen
2. Constantin Zalinescu
3. Jakša Cvitanić
4. Uri M. Ascher
5. R. Tyrrell Rockafellar
6. Hans Föllmer
7. S. Kusuoka
8. Yuri M. Kabanov
9. Marco Frittelli
10. Stanislav Uryasev

Who trusts T. Li overall

1. Fabio Bellini
2. Sara Biagini
3. Emanuela Rosazza Gianin
4. Marco Frittelli

Papers from T. Li's perspective

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

1. Pricing and hedging in incomplete markets
2. Stochastic finance. an introduction in discrete time
3. Law Invariant Risk Measures Have the Fatou Property
4. Optimization of conditional value-at risk
5. Coherent risk measures
6. Optimal execution for portfolio transactions
7. Computer methods for ordinary differential equations and differential-algebraic equations
8. Convex analysis in general vector spaces
9. Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
10. No-dynamic-arbitrage and market impact

Their papers

• RISK MEASURES ON ORLICZ HEARTS (2009) — 228 citations
• Dual characterization of properties of risk measures on Orlicz hearts (2008) — 73 citations
• Option Hedging with Smooth Market Impact (2016) — 56 citations