A.N. Chekhlov

Management Science and Operations Research · 2000–2005

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

Subfields

Whom A.N. Chekhlov trusts overall

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

  1. R. Tyrrell Rockafellar
  2. Stanislav Uryasev
  3. Georg Ch. Pflug

Who trusts A.N. Chekhlov overall

  1. Pavlo A. Krokhmal

Papers from A.N. Chekhlov's perspective

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

  1. Conditional Value-at-Risk for General Loss Distributions
  2. Optimization of conditional value-at risk
  3. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
  4. Coherent Risk Measures on General Probability Spaces
  5. Expected Shortfall: a natural coherent alternative to Value at Risk
  6. Expected shortfall and beyond
  7. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
  8. Reward-Risk Portfolio Selection and Stochastic Dominance
  9. Generalized deviations in risk analysis (Finance and Stochastics)
  10. The Dual Theory of Choice under Risk

Their papers