Anja De Waegenaere
Finance · 2001–2013
A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
- Statistics and Probability — 5 citations into it; #6,130 of 12,932 by trust here, #2,693 by citations
Whom Anja De Waegenaere trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Anja De Waegenaere overall
- Yaarit Even
- Ehud Lehrer
- John C. Duchi
- Tatsunori B. Hashimoto
- Henry Lam
- Hongseok Namkoong
- Megha Srivastava
Papers from Anja De Waegenaere's perspective
Ordered by how strongly the researchers Anja De Waegenaere trusts endorse each paper. Same corpus, a different order for every researcher.
- Constructing Uncertainty Sets for Robust Linear Optimization (Operational Research)
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- The Equity Premium
- Regret in the Newsvendor Model with Partial Information (Operational Research)
- Survival models in a dynamic context: a survey
- Habit formation: a resolution of the equity premium puzzle?
- A Poisson log-bilinear regression approach to the construction of projected lifetables
- The Pricing of Options and Corporate Liabilities
- The Price of Robustness (Operational Research)
- Convex measures of risk and trading constraints (Finance and Stochastics)
Their papers
- Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2013) — 1,035 citations
- Nonmonotonic Choquet Integrals (2001) — 87 citations
- Longevity risk in portfolios of pension annuities (2008) — 113 citations