R. Martin
2003
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom R. Martin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts R. Martin overall
Papers from R. Martin's perspective
Ordered by how strongly the researchers R. Martin trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimization of conditional value-at risk
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Quantile Regression
- Regression Quantiles
- Expected shortfall and beyond
- Coherent Risk Measures on General Probability Spaces
- Expected Shortfall: a natural coherent alternative to Value at Risk
- Risk contributions and performance measurement
- Conditional Value-at-Risk for General Loss Distributions
- Generalized deviations in risk analysis (Finance and Stochastics)
Their papers
- Phi-alpha optimal portfolios and Extreme Risk Management (2003) — 119 citations