Irina Penner

Management Science and Operations Research · 2006–2010

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 28 citations into it; #4,420 of 11,946 by trust here, #6,024 by citations
• Finance — 19 citations into it; #4,307 of 10,518 by trust here, #6,419 by citations
• Economics and Econometrics — 13 citations into it
• Demography — 7 citations into it; #1,198 of 4,236 by trust here, #1,980 by citations
• Statistics and Probability — 6 citations into it

Whom Irina Penner trusts overall

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

1. Freddy Delbaen
2. Patrick Cheridito
3. Kai Detlefsen
4. Hans Föllmer
5. Susanne Klöppel
6. Marco Frittelli
7. Jocelyne Bion-Nadal
8. Frank Riedel
9. Martin Schweizer
10. Giacomo Scandolo

Who trusts Irina Penner overall

1. Jocelyne Bion-Nadal
2. T. Guo
3. Andrzej Ruszczynski
4. Beatrice Acciaio

Papers from Irina Penner's perspective

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

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
3. Coherent Risk Measures on General Probability Spaces
4. Dynamic Coherent Risk Measures
5. Dynamic exponential utility indifference valuation
6. Putting order in risk measures
7. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
8. RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
9. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
10. Conditional and dynamic convex risk measures (Finance and Stochastics)

Their papers

• Convex risk measures and the dynamics of their penalty functions (2006) — 222 citations
• Dynamic risk measures (2010) — 135 citations