Ignacio Cascos

Management Science and Operations Research · 2013

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 13 citations into it
• Economics and Econometrics — 9 citations into it
• Finance — 8 citations into it

Whom Ignacio Cascos trusts overall

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

1. Walter Schachermayer
2. Nicolas Privault
3. Freddy Delbaen
4. Christian Burgert
5. Ivar Ekeland
6. Andreas H. Hamel
7. Yuri M. Kabanov
8. Ludger Rüschendorf
9. Paul Embrechts

Papers from Ignacio Cascos's perspective

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

1. Stochastic Finance: An Introduction in Discrete Time
2. Coherent Risk Measures on General Probability Spaces
3. Law Invariant Risk Measures Have the Fatou Property
4. The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
5. Consistent risk measures for portfolio vectors
6. COMONOTONIC MEASURES OF MULTIVARIATE RISKS
7. RISK MEASURES ON ORLICZ HEARTS
8. A Unified Framework for Utility Maximization Problems: an Orlicz space approach
9. Theory of Random Sets
10. Markets with Transaction Costs: Mathematical Theory

Their papers

• MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (2013) — 78 citations