Sure Mataramvura

Management Science and Operations Research · 2008

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 10 citations into it; #6,629 of 11,946 by trust here, #8,906 by citations
• Finance — 9 citations into it; #6,098 of 10,518 by trust here, #8,309 by citations
• Economics and Econometrics — 7 citations into it

Whom Sure Mataramvura trusts overall

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

1. Giuliana Bordigoni
2. Martin Schweizer
3. Marie Claire Quenez
4. Shige Peng
5. Yuhong Yang
6. Daniel Hernandez-Hernandez
7. Anis Matoussi
8. Alexander Schied
9. Elyès Jouini

Who trusts Sure Mataramvura overall

1. Bernt Øksendal
2. Agnès Sulem
3. Xin Zhang
4. T. An

Papers from Sure Mataramvura's perspective

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

1. Robust utility maximization in a stochastic factor model
2. A Stochastic Control Approach to a Robust Utility Maximization Problem
3. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
4. Optimal Portfolio in a Multiple-Priors Model
5. OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
6. Information Theory, Inference, and Learning Algorithms
7. BSDE with quadratic growth and unbounded terminal value
8. Dynamic exponential utility indifference valuation
9. Convex measures of risk and trading constraints (Finance and Stochastics)
10. A dynamic maximum principle for the optimization of recursive utilities under constraints

Their papers

• Risk minimizing portfolios and HJBI equations for stochastic differential games (2008) — 165 citations