Fredrik Andersson

Management Science and Operations Research · 2001–2013

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Fredrik Andersson trusts overall

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

  1. Stanislav Uryasev
  2. R. Tyrrell Rockafellar

Who trusts Fredrik Andersson overall

  1. Rabih A. Jabr
  2. R. Tyrrell Rockafellar
  3. Stanislav Uryasev
  4. Shushang Zhu
  5. Masahisa Fujita
  6. Pavlo A. Krokhmal
  7. Nicklas Larsen
  8. Michal Kaut
  9. Masao Fukushima
  10. Hercules Vladimirou

Papers from Fredrik Andersson's perspective

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

  1. Optimization of conditional value-at risk
  2. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
  3. Regression Quantiles
  4. The Dual Theory of Choice under Risk
  5. Coherent Risk Measures on General Probability Spaces
  6. Expected Shortfall: a natural coherent alternative to Value at Risk
  7. Expected shortfall and beyond
  8. Risk contributions and performance measurement
  9. Conditional Value-at-Risk for General Loss Distributions
  10. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)

Their papers