Renata Mansini
Management Science and Operations Research · 2005–2017
A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 13 citations into it; #7,737 of 11,946 by trust here, #6,888 by citations
- Economics and Econometrics — 6 citations into it; #15,513 of 23,481 by trust here, #16,151 by citations
- Finance — 6 citations into it; #7,131 of 10,518 by trust here, #6,960 by citations
- Ocean Engineering — 5 citations into it
Whom Renata Mansini trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Renata Mansini overall
- R. Tyrrell Rockafellar
- Stanislav Uryasev
- Dimitris J. Bertsimas
- Elias Boutros Khalil
- Michael Zabarankin
Papers from Renata Mansini's perspective
Ordered by how strongly the researchers Renata Mansini trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimization of conditional value-at risk
- Conditional Value-at-Risk for General Loss Distributions
- Portfolio Selection
- The Dual Theory of Choice under Risk
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Conditional value at risk and related linear programming models for portfolio optimization (Annals of Operations Research)
- Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
- Probabilistic constrained optimization : methodology and applications
- Value at Risk: The New Benchmark for Managing Financial Risk
- Dual stochastic dominance and quantile risk measures
Their papers
- Conditional value at risk and related linear programming models for portfolio optimization (2007) — 312 citations
- An exact approach for portfolio selection with transaction costs and rounds (2005) — 70 citations
- The generalized independent set problem: Polyhedral analysis and solution approaches (2017) — 27 citations
- A comparison of MAD and CVaR models with real features (2008) — 76 citations