Alexei A. Gaivoronski
2005
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.
Whom Alexei A. Gaivoronski trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Alexei A. Gaivoronski overall
- Sujin Kim
- Rosella Giacometti
- Jón Dańıelsson
- Raghu Pasupathy
- M. Bertocchi
- Bjorn N. Jorgensen
- Heni Boubaker
- Shane G. Henderson
- Svetlozar T. Rachev
Papers from Alexei A. Gaivoronski's perspective
Ordered by how strongly the researchers Alexei A. Gaivoronski trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimization of conditional value-at risk
- Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
- Introduction to Stochastic Programming
- Portfolio Selection
- Stochastic Programming
- Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
- Generalized deviations in risk analysis (Finance and Stochastics)
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Expected shortfall and beyond
- Coherent Risk Measures on General Probability Spaces
Their papers
- Value-at-Risk in Portfolio Optimization: Properties and Computational Approach ⁄ (2005) — 349 citations