Michal Kaut

Management Science and Operations Research · 2003–2007

A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

Whom Michal Kaut trusts overall

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

  1. Kjetil Høyland
  2. Nikolas Topaloglou
  3. Stein W. Wallace
  4. Jitka Dupacová
  5. Jeff T. Linderoth
  6. Hercules Vladimirou
  7. Fredrik Andersson
  8. Stavros A. Zenios
  9. Roger B. Nelsen
  10. Alexander Shapiro

Who trusts Michal Kaut overall

  1. Duong Tung Nguyen
  2. Holger Heitsch
  3. S. Ø. Ottesen
  4. Stein-Erik Fleten
  5. Juan M. Morales
  6. Asgeir Tomasgard
  7. Miguel Carrión
  8. Long Bao Le
  9. Werner Römisch
  10. Antonio J. Conejo

Papers from Michal Kaut's perspective

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

  1. Conditional Value-at-Risk for General Loss Distributions
  2. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
  3. Expected shortfall and beyond
  4. Generating Scenario Trees for Multistage Decision Problems (Management Sciences)
  5. Computing the nearest correlation matrix—a problem from finance
  6. Scenarios for Multistage Stochastic Programs
  7. Value at Risk: The New Benchmark for Managing Financial Risk
  8. Computing efficient frontiers using estimated parameters
  9. CVaR models with selective hedging for international asset allocation
  10. Introduction to Stochastic Programming

Their papers