Matthew Pritsker

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #2,086 of 10,518 by trust here, #5,728 by citations
• Economics and Econometrics — 5 citations into it; #4,405 of 23,481 by trust here, #14,051 by citations

Whom Matthew Pritsker trusts overall

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

1. R. Tyrrell Rockafellar
2. Stanislav Uryasev
3. Jeremy Berkowitz
4. Tim Bollerslev

Who trusts Matthew Pritsker overall

1. M. Nieto
2. Torben G. Andersen
3. Peter F. Christoffersen
4. Esther Ruiz
5. Tim Bollerslev
6. Keith Kuester
7. Kevin Dowd
8. Carol Alexander
9. Pilar Abad
10. Francis X. Diebold

Papers from Matthew Pritsker's perspective

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

1. Conditional Value-at-Risk for General Loss Distributions
2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
3. Quantile Regression
4. Regression Quantiles
5. Expected shortfall and beyond
6. Coherent Risk Measures on General Probability Spaces
7. Expected Shortfall: a natural coherent alternative to Value at Risk
8. Risk contributions and performance measurement
9. The Dual Theory of Choice under Risk
10. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)

Their papers

• The Hidden Dangers of Historical Simulation (2006) — 308 citations