Tasos C. Christofides

Statistics and Probability · 2000–2013

A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Tasos C. Christofides trusts overall

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

  1. Alfred Müller
  2. Arijit Chaudhuri
  3. Michel Denuit

Who trusts Tasos C. Christofides overall

  1. Ludger Rüschendorf
  2. M. Guerriero
  3. Marco Sandri
  4. Xuejun Wang
  5. Michel Denuit
  6. Graeme Blair
  7. Kosuke Imai

Papers from Tasos C. Christofides's perspective

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

  1. The Use of Archimedean Copulas to Model Portfolio Allocations
  2. On law invariant coherent risk measures
  3. Stochastic Orders and Risk Measures: Consistency and Bounds
  4. Coherent Risk Measures on General Probability Spaces
  5. Convex measures of risk and trading constraints (Finance and Stochastics)
  6. Stochastic Ordering of Multivariate Normal Distributions
  7. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
  8. An Introduction to Copulas
  9. Generalized deviations in risk analysis (Finance and Stochastics)
  10. Making and Evaluating Point Forecasts

Their papers