Michael Zabarankin

Management Science and Operations Research · 2000–2007

A researcher in the Science corpus: 8 papers; trusts 11 researchers and is trusted by 27 researchers here, as inferred from the citation graph.

Subfields

Whom Michael Zabarankin trusts overall

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

  1. Freddy Delbaen
  2. R. Tyrrell Rockafellar
  3. Stanislav Uryasev
  4. C. Acerbi
  5. Terry Lyons
  6. Tyrrel R Rockafellar
  7. Roger W. Koenker
  8. Renata Mansini
  9. Georg Ch. Pflug
  10. Dirk Tasche

Who trusts Michael Zabarankin overall

  1. Alexander Shapiro
  2. Andrzej Ruszczynski
  3. Pavlo A. Krokhmal
  4. R. Tyrrell Rockafellar
  5. Sergey Sarykalin
  6. Laya Ghodrati
  7. Christiane Tammer
  8. Hachem Kadri
  9. Csaba I. Fábián
  10. Lisa R. Goldberg

Papers from Michael Zabarankin's perspective

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

  1. Coherent Risk Measures on General Probability Spaces
  2. Expected Shortfall: a natural coherent alternative to Value at Risk
  3. Optimization of conditional value-at risk
  4. Conditional Value-at-Risk for General Loss Distributions
  5. The Dual Theory of Choice under Risk
  6. Expected shortfall and beyond
  7. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
  8. Conditional value at risk and related linear programming models for portfolio optimization (Annals of Operations Research)
  9. Stochastic finance. an introduction in discrete time
  10. Reward-Risk Portfolio Selection and Stochastic Dominance

Their papers