Marc Christian Steinbach

Control and Systems Engineering · 2001–2014

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Marc Christian Steinbach trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Stanislav Uryasev
  4. Yves Smeers
  5. Haim Levy
  6. Philip E. Gill
  7. R. Tyrrell Rockafellar
  8. Hans Föllmer
  9. Andreas Wächter
  10. Mark Broadie

Who trusts Marc Christian Steinbach overall

  1. Martin Schmidt
  2. Ben M. Hambly
  3. Xiaodi Bai
  4. Renyuan Xu
  5. Katya Scheinberg
  6. Xun Li
  7. Huining Yang
  8. Bernhard M. Willert
  9. Reha Tutuncu
  10. Hanqing Jin

Papers from Marc Christian Steinbach's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Portfolio Selection
  3. The Pricing of Options and Corporate Liabilities
  4. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  5. Optimization of conditional value-at risk
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
  8. SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization (SIAM Journal on Optimization)
  9. On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers